Alibaba Group Holding Stock Alpha and Beta Analysis
| BABA Stock | USD 75.55 0.44 0.59% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Alibaba Group Holding. It also helps investors analyze the systematic and unsystematic risks associated with investing in Alibaba Group over a specified time horizon. Remember, high Alibaba Group'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 Alibaba Group's market risk premium analysis include:
Beta 0.91 | Alpha (0.06) | Risk 2 | Sharpe Ratio 0.0446 | Expected Return 0.0893 |
Alibaba Group Quarterly Cash And Equivalents |
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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.
Alibaba |
Alibaba Group Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Alibaba Group market risk premium is the additional return an investor will receive from holding Alibaba Group 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 Alibaba Group. 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 Alibaba Group's performance over market.| α | -0.06 | β | 0.91 |
Alibaba Group 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 Alibaba Group's Buy-and-hold return. Our buy-and-hold chart shows how Alibaba Group performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Alibaba Group Market Price Analysis
Market price analysis indicators help investors to evaluate how Alibaba Group stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Alibaba Group shares will generate the highest return on investment. By understating and applying Alibaba Group stock market price indicators, traders can identify Alibaba Group position entry and exit signals to maximize returns.
Alibaba Group Return and Market Media
The median price of Alibaba Group for the period between Tue, Jan 30, 2024 and Mon, Apr 29, 2024 is 73.4 with a coefficient of variation of 2.67. The daily time series for the period is distributed with a sample standard deviation of 1.96, arithmetic mean of 73.24, and mean deviation of 1.52. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | US STOCKS-Wall St slides as inflation stalls, rate cut hopes wane | 04/10/2024 |
2 | Alibaba.com Unveils Affordable, Customizable Logistics Solutions for U.S. SMEs | 04/17/2024 |
3 | Olympics-Games broadcaster embracing AI but remains wary of deepfakes | 04/19/2024 |
4 | Nuvve Announces the PowerPort Neo ISO 15118 Hardware Ready and BABA Certified | 04/22/2024 |
5 | US is reviewing risks of Chinas use of RISC-V chip technology | 04/23/2024 |
6 | Tennessee Valley Asset Management Partners Top Holdings and 13F Report | 04/24/2024 |
7 | Should You Buy Advanced Micro Devices Ahead of Q1 Earnings | 04/25/2024 |
About Alibaba Group 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 Alibaba or other stocks. Alpha measures the amount that position in Alibaba Group Holding 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.
| 2023 | 2024 (projected) | Dividend Yield | 2.47E-4 | 2.35E-4 | Price To Sales Ratio | 563.04 | 349.7 |
Alibaba Group Upcoming Company Events
As portrayed in its financial statements, the presentation of Alibaba Group's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Alibaba Group's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Alibaba Group's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Alibaba Group. Please utilize our Beneish M Score to check the likelihood of Alibaba Group's management manipulating its earnings.
| 7th of February 2024 Upcoming Quarterly Report | View | |
| 16th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 16th of May 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of March 2023 Last Financial Announcement | View |
Build Portfolio with Alibaba Group
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Check out Alibaba Group Backtesting, Alibaba Group Valuation, Alibaba Group Correlation, Alibaba Group Hype Analysis, Alibaba Group Volatility, Alibaba Group History and analyze Alibaba Group Performance. Note that the Alibaba Group Holding information on this page should be used as a complementary analysis to other Alibaba Group's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Fundamentals Comparison module to compare fundamentals across multiple equities to find investing opportunities.
Complementary Tools for Alibaba Stock analysis
When running Alibaba Group's price analysis, check to measure Alibaba Group's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Alibaba Group is operating at the current time. Most of Alibaba Group's value examination focuses on studying past and present price action to predict the probability of Alibaba Group's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Alibaba Group's price. Additionally, you may evaluate how the addition of Alibaba Group to your portfolios can decrease your overall portfolio volatility.
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