Rocket Lab Usa Stock Alpha and Beta Analysis
| RKLB Stock | USD 19.00 1.64 9.45% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Rocket Lab USA. It also helps investors analyze the systematic and unsystematic risks associated with investing in Rocket Lab over a specified time horizon. Remember, high Rocket Lab'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 Rocket Lab's market risk premium analysis include:
Beta 2.85 | Alpha 1.69 | Risk 5.98 | Sharpe Ratio 0.28 | Expected Return 1.69 |
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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.
Rocket |
Rocket Lab Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Rocket Lab market risk premium is the additional return an investor will receive from holding Rocket Lab 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 Rocket Lab. 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 Rocket Lab's performance over market.| α | 1.69 | β | 2.85 |
Rocket Lab 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 Rocket Lab's Buy-and-hold return. Our buy-and-hold chart shows how Rocket Lab performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Rocket Lab Market Price Analysis
Market price analysis indicators help investors to evaluate how Rocket Lab stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Rocket Lab shares will generate the highest return on investment. By understating and applying Rocket Lab stock market price indicators, traders can identify Rocket Lab position entry and exit signals to maximize returns.
Rocket Lab Return and Market Media
The median price of Rocket Lab for the period between Sun, Aug 18, 2024 and Sat, Nov 16, 2024 is 9.41 with a coefficient of variation of 32.53. The daily time series for the period is distributed with a sample standard deviation of 3.06, arithmetic mean of 9.42, and mean deviation of 2.37. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Rocket Lab USA Inc Stock Price Up 8.05 percent on Oct 16 | 10/16/2024 |
2 | Why Rocket Lab Stock Is Rising Today | 10/24/2024 |
3 | Rocket Lab USA Inc Shares Up 3.02 percent on Nov 5 | 11/05/2024 |
4 | Rocket Lab USA Inc Trading 4.98 percent Higher on Nov 7 | 11/07/2024 |
5 | Stock Traders Buy Large Volume of Call Options on Rocket Lab USA | 11/11/2024 |
6 | Rocket Lab Q3 Earnings Revenue Beat, EPS Beat, Continued Strong Demand Growth, Multi-Launch Agreement, Air Force Award And More | 11/12/2024 |
7 | Intuitive Machines, AST SpaceMobile Shares Are Surging Whats Going On | 11/13/2024 |
8 | Why Rocket Lab Stock is Rising Today | 11/15/2024 |
About Rocket Lab 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 Rocket or other stocks. Alpha measures the amount that position in Rocket Lab USA 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) | Payables Turnover | 18.38 | 15.89 | 6.59 | 6.26 | Days Of Inventory On Hand | 272.65 | 175.42 | 203.79 | 153.5 |
Rocket Lab Upcoming Company Events
As portrayed in its financial statements, the presentation of Rocket Lab's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Rocket Lab's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Rocket Lab's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Rocket Lab. Please utilize our Beneish M Score to check the likelihood of Rocket Lab's management manipulating its earnings.
| 27th of February 2024 Upcoming Quarterly Report | View | |
| 14th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 27th of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
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Check out Rocket Lab Backtesting, Rocket Lab Valuation, Rocket Lab Correlation, Rocket Lab Hype Analysis, Rocket Lab Volatility, Rocket Lab History and analyze Rocket Lab Performance. You can also try the Crypto Correlations module to use cryptocurrency correlation module to diversify your cryptocurrency portfolio across multiple coins.
Rocket Lab 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.