Abbott Stock Alpha and Beta Analysis


USD 111.48  0.99  0.90%   

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.
Please continue to Abbott Laboratories Backtesting, Abbott Laboratories Valuation, Abbott Laboratories Correlation, Abbott Laboratories Hype Analysis, Abbott Laboratories Volatility, Abbott Laboratories History and analyze Abbott Laboratories Performance.
Please note that although Abbott Laboratories alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., DOW index.) So in this particular case, Abbott Laboratories did 0.004299  better than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Abbott Laboratories stock's relative risk over its benchmark. Abbott Laboratories has a beta of 0.99  . Let's try to break down what Abbott's beta means in this case. Abbott Laboratories returns are very sensitive to returns on the market. As the market goes up or down, Abbott Laboratories is expected to follow.
Abbott Laboratories Book Value per Share is comparatively stable at the moment as compared to the past year. Abbott Laboratories reported Book Value per Share of 20.30 in 2021. Enterprise Value over EBIT is likely to gain to 35.79 in 2022, whereas Enterprise Value over EBITDA is likely to drop 20.81 in 2022.
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 Laboratories Quarterly Book Value per Share


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.
α0.004299   β0.99
90 days against DJI

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 Sun, May 15, 2022 and Sat, Aug 13, 2022 is 109.14 with a coefficient of variation of 3.27. The daily time series for the period is distributed with a sample standard deviation of 3.59, arithmetic mean of 109.58, and mean deviation of 2.69. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
Payment of 1768 shares by John Ginascol of Abbott Laboratori...06/03/2022
Abbott Restarts Michigan Baby Formula Plant Street Says Buy ...06/06/2022
The Zacks Analyst Blog Highlights Novo Nordisk, Toyota Motor...06/10/2022
Payment of 19592 shares by Lisa Earnhardt of Abbott Laborato...06/14/2022
Abbott Baby Formula Plant Again Stops Production, This Time ...06/16/2022
EPS Estimate06/30/2022
Acquisition by Patricia Gonzalez of 303 shares of Abbott Lab...07/01/2022
ABT This Biotech Stock Looks Like a Prime Growth Play - Stoc...07/08/2022
Abbott Laboratories stock falls Wednesday, underperforms mar...07/13/2022
EPS Reported07/20/2022
Abbott Laboratories exotic insider transaction detected07/28/2022
ABT 5 Stocks With the Most Long-Term Growth Potential - Stoc...07/29/2022
Abbott Laboratories exotic insider transaction detected08/03/2022
EPS Estimate08/09/2022
Abbott Labs Dividend Strength Is Top Notch - Seeking Alpha08/10/2022

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 equity instruments such as Ford or other stocks, funds, and ETFs. 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.
 2019 2020 2021 (projected)
Long Term Debt to Equity0.540.570.48
Interest Coverage7.8710.7117.19

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.
Upcoming Quarterly Report26th of January 2022
Next Financial Report19th of April 2022
Next Fiscal Quarter End31st of December 2021
Next Fiscal Year End26th of January 2022
Last Quarter Report30th of September 2021
Last Financial Announcement31st of December 2020

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Please continue to Abbott Laboratories Backtesting, Abbott Laboratories Valuation, Abbott Laboratories Correlation, Abbott Laboratories Hype Analysis, Abbott Laboratories Volatility, Abbott Laboratories History and analyze Abbott Laboratories Performance. 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 Portfolio Diagnostics module to use generated alerts and portfolio events aggregator to diagnose current holdings.

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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.
A focus of Abbott Laboratories technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Abbott Laboratories trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...