Abbott Laboratories Stock Alpha and Beta Analysis
| ABT Stock | USD 105.97 1.30 1.21% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Abbott Laboratories. It also helps investors analyze the systematic and unsystematic risks associated with investing in Abbott Laboratories over a specified time horizon. Remember, high Abbott Laboratories' 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 Abbott Laboratories' market risk premium analysis include:
Beta 0.0501 | Alpha (0.07) | Risk 1.16 | Sharpe Ratio (0.09) | Expected Return (0.11) |
Abbott Laboratories 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.
Abbott |
Abbott Laboratories Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Abbott Laboratories market risk premium is the additional return an investor will receive from holding Abbott Laboratories 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 Abbott Laboratories. 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 Abbott Laboratories' performance over market.| α | -0.07 | β | 0.05 |
Abbott Laboratories 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 Abbott Laboratories' Buy-and-hold return. Our buy-and-hold chart shows how Abbott Laboratories performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Abbott Laboratories Market Price Analysis
Market price analysis indicators help investors to evaluate how Abbott Laboratories stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Abbott Laboratories shares will generate the highest return on investment. By understating and applying Abbott Laboratories stock market price indicators, traders can identify Abbott Laboratories position entry and exit signals to maximize returns.
Abbott Laboratories Return and Market Media
The median price of Abbott Laboratories for the period between Thu, Feb 1, 2024 and Wed, May 1, 2024 is 111.89 with a coefficient of variation of 3.67. The daily time series for the period is distributed with a sample standard deviation of 4.14, arithmetic mean of 112.88, and mean deviation of 3.35. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
| Abbott Laboratories dividend paid on 15th of February 2024 | 02/15/2024 |
1 | Is It Worth Investing in Abbott Based on Wall Streets Bullish Views | 04/05/2024 |
2 | Authorization of the Quebec Opioid Class Action | 04/12/2024 |
3 | FDA Recalls Heart Pumps Linked to Deaths and Injuries | 04/18/2024 |
4 | Should You Expect Accelerating Earnings Growth for Abbott Laboratories | 04/19/2024 |
5 | Should You Pick Abbott Stock At 105 After An Upbeat Q1 | 04/22/2024 |
6 | Its Draft Day Damar Hamlin Helps Build the Abbott HeartMates Team | 04/23/2024 |
7 | Maple-Brown Abbott Ltd Top Holdings and 13F Report | 04/24/2024 |
8 | Reckitt deflects prospect of infant nutrition spin-off amid US litigation | 04/25/2024 |
9 | ABT, DHR, DXCM Which Strong Buy Healthcare Stock Has More Upside | 04/26/2024 |
10 | Abbott gets FDA approval for Esprit BTK stent for PAD | 04/29/2024 |
About Abbott Laboratories 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 Abbott or other stocks. Alpha measures the amount that position in Abbott Laboratories 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 | 2024 (projected) | Dividend Yield | 0.0128 | 0.0172 | 0.0176 | Price To Sales Ratio | 5.8 | 4.41 | 5.01 |
Abbott Laboratories Upcoming Company Events
As portrayed in its financial statements, the presentation of Abbott Laboratories' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Abbott Laboratories' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Abbott Laboratories' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Abbott Laboratories. Please utilize our Beneish M Score to check the likelihood of Abbott Laboratories' management manipulating its earnings.
| 17th of April 2024 Upcoming Quarterly Report | View | |
| 18th 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 Abbott Laboratories
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Check out Abbott Laboratories Backtesting, Abbott Laboratories Valuation, Abbott Laboratories Correlation, Abbott Laboratories Hype Analysis, Abbott Laboratories Volatility, Abbott Laboratories History and analyze Abbott Laboratories Performance. For more information on how to buy Abbott Stock please use our How to Invest in Abbott Laboratories guide.Note that the Abbott Laboratories information on this page should be used as a complementary analysis to other Abbott Laboratories' 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 Analyst Advice module to analyst recommendations and target price estimates broken down by several categories.
Complementary Tools for Abbott Stock analysis
When running Abbott Laboratories' price analysis, check to measure Abbott Laboratories' 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 Abbott Laboratories is operating at the current time. Most of Abbott Laboratories' value examination focuses on studying past and present price action to predict the probability of Abbott Laboratories' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Abbott Laboratories' price. Additionally, you may evaluate how the addition of Abbott Laboratories to your portfolios can decrease your overall portfolio volatility.
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Abbott Laboratories 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.