Asml Holding Nv Stock Alpha and Beta Analysis
| ASML Stock | USD 833.00 0.59 0.07% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as ASML Holding NV. It also helps investors analyze the systematic and unsystematic risks associated with investing in ASML Holding over a specified time horizon. Remember, high ASML Holding's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to ASML Holding's market risk premium analysis include:
Beta 2.07 | Alpha (0.49) | Risk 3.53 | Sharpe Ratio (0.1) | Expected Return (0.34) |
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Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
ASML |
ASML Holding Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. ASML Holding market risk premium is the additional return an investor will receive from holding ASML Holding long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in ASML Holding. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate ASML Holding's performance over market.| α | -0.49 | β | 2.07 |
ASML Holding expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of ASML Holding's Buy-and-hold return. Our buy-and-hold chart shows how ASML Holding performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.ASML Holding Market Price Analysis
Market price analysis indicators help investors to evaluate how ASML Holding stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading ASML Holding shares will generate the highest return on investment. By understating and applying ASML Holding stock market price indicators, traders can identify ASML Holding position entry and exit signals to maximize returns.
ASML Holding Return and Market Media
The median price of ASML Holding for the period between Sat, Jul 6, 2024 and Fri, Oct 4, 2024 is 871.14 with a coefficient of variation of 10.19. The daily time series for the period is distributed with a sample standard deviation of 90.55, arithmetic mean of 888.42, and mean deviation of 69.44. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
| ASML Holding dividend paid on 7th of August 2024 | 08/07/2024 |
1 | Heres how much Marjorie Taylor Greene is down on her 4 recent stock bets | 09/11/2024 |
2 | Investors Heavily Search ASML Holding N.V. Here is What You Need to Know | 09/17/2024 |
3 | Morgan Stanley latest to downgrade ASML on China, memory, Intel concerns | 09/20/2024 |
4 | ASML Holding N.V. A Monopoly in High-End Chipmaking | 09/25/2024 |
5 | Implied Volatility Surging for ASML Holding Stock Options | 09/26/2024 |
6 | ASML Holding N.V. Faces Potential License Limitations in China, Morgan Stanley Downgrades Stock Amid Concerns | 09/27/2024 |
7 | Dominance in Lithography ASML Holding Positioned for Growth Amid Industry Challenges | 09/30/2024 |
8 | ASML Holding Options Trading A Deep Dive into Market Sentiment | 10/01/2024 |
9 | Morgan Stanley Downgrades ASML Holding N.V. to Equal Weight, Citing Balanced RiskReward and Market Pressures | 10/02/2024 |
About ASML Holding Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including ASML or other stocks. Alpha measures the amount that position in ASML Holding NV has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
| 2021 | 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.004769 | 0.0126 | 0.009194 | 0.0102 | Price To Sales Ratio | 15.42 | 9.58 | 9.27 | 9.73 |
ASML Holding Upcoming Company Events
As portrayed in its financial statements, the presentation of ASML Holding's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, ASML Holding's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of ASML Holding's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of ASML Holding. Please utilize our Beneish M Score to check the likelihood of ASML Holding's management manipulating its earnings.
| 17th of April 2024 Upcoming Quarterly Report | View | |
| 17th of July 2024 Next Financial Report | View | |
| 31st of March 2024 Next Fiscal Quarter End | View | |
| 22nd of January 2025 Next Fiscal Year End | View | |
| 31st of December 2023 Last Quarter Report | View | |
| 31st of December 2023 Last Financial Announcement | View |
Build Portfolio with ASML Holding
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Additional Information and Resources on Investing in ASML Stock
When determining whether ASML Holding NV is a strong investment it is important to analyze ASML Holding's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact ASML Holding's future performance. For an informed investment choice regarding ASML Stock, refer to the following important reports:Check out ASML Holding Backtesting, ASML Holding Valuation, ASML Holding Correlation, ASML Holding Hype Analysis, ASML Holding Volatility, ASML Holding History and analyze ASML Holding Performance. You can also try the Share Portfolio module to track or share privately all of your investments from the convenience of any device.
ASML Holding technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.