Qualys Stock Alpha and Beta Analysis


USD 153.50  0.44  0.29%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Qualys Inc. It also helps investors analyze the systematic and unsystematic risks associated with investing in Qualys over a specified time horizon. Remember, high Qualys' 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 see Qualys Backtesting, Qualys Valuation, Qualys Correlation, Qualys Hype Analysis, Qualys Volatility, Qualys History and analyze Qualys Performance.
Please note that although Qualys 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, Qualys did 0.38  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 Qualys Inc stock's relative risk over its benchmark. Qualys Inc has a beta of 1.43  . Let's try to break down what Qualys's beta means in this case. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Qualys will likely underperform.
Qualys Book Value per Share is relatively stable at the moment as compared to the past year. Qualys reported last year Book Value per Share of 6.50. As of 08/16/2022, Enterprise Value over EBIT is likely to grow to 38.95, while Tangible Assets Book Value per Share are likely to drop 12.61.
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.

Enterprise Value

857.65 Million

Qualys Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Qualys market risk premium is the additional return an investor will receive from holding Qualys 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 Qualys. 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 Qualys' performance over market.
α0.38   β1.43
90 days against DJI

Qualys 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 Qualys' Buy-and-hold return. Our buy-and-hold chart shows how Qualys performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Qualys Market Price Analysis

Market price analysis indicators help investors to evaluate how Qualys stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Qualys shares will generate the highest return on investment. By understating and applying Qualys stock market price indicators, traders can identify Qualys position entry and exit signals to maximize returns.

Qualys Return and Market Media

The median price of Qualys for the period between Wed, May 18, 2022 and Tue, Aug 16, 2022 is 127.56 with a coefficient of variation of 6.3. The daily time series for the period is distributed with a sample standard deviation of 8.04, arithmetic mean of 127.77, and mean deviation of 6.01. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
Exercise or conversion by Bruce Posey of 1244 shares of Qual...05/25/2022
Exercise or conversion by Sumedh Thakar of 7000 shares of Qu...05/26/2022
Exercise or conversion by Kristi Rogers of 1800 shares of Qu...05/31/2022
117.55 Million in Sales Expected for Qualys, Inc. This Quart...06/01/2022
Payment of 1882 shares by Peters Allan of Qualys subject to ...06/02/2022
Acquisition by Zangardi John A of 1556 shares of Qualys subj...06/10/2022
Exercise or conversion by Sumedh Thakar of 7000 shares of Qu...06/15/2022
Sale by Bruce Posey of 1400 shares of Qualys06/21/2022
Exercise or conversion by Bruce Posey of 1000 shares of Qual...06/22/2022
Qualys Is Investing Its Capital With Increasing Efficiency -...06/23/2022
EPS Estimate06/30/2022
Payment of 1175 shares by Kim Joo Mi of Qualys subject to Ru...07/05/2022
Sherwin-Williams, Kraft Heinz And Some Other Big Stocks Movi...07/27/2022
Payment of 1341 shares by Kim Joo Mi of Qualys subject to Ru...08/02/2022
Qualys Brings External Attack Surface Management to the Qual...08/03/2022
EPS Reported08/08/2022
Exercise or conversion by Sumedh Thakar of 7000 shares of Qu...08/10/2022
Sale by Peters Allan of 1083 shares of Qualys08/11/2022
Sale by Bruce Posey of tradable shares of Qualys08/12/2022
Exercise or conversion by Bruce Posey of 1000 shares of Qual...08/15/2022

About Qualys 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 Qualys Inc 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 (projected)
Long Term Debt to Equity0.0079430.007896
Interest Coverage15.1913.44

Qualys Upcoming Company Events

As portrayed in its financial statements, the presentation of Qualys' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Qualys' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Qualys' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Qualys. Please utilize our Beneish M Score to check the likelihood of Qualys' management manipulating its earnings.
Upcoming Quarterly Report9th of February 2022
Next Financial Report4th of May 2022
Next Fiscal Quarter End31st of December 2021
Next Fiscal Year End9th of February 2022
Last Quarter Report30th of September 2021
Last Financial Announcement31st of December 2020

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Please see Qualys Backtesting, Qualys Valuation, Qualys Correlation, Qualys Hype Analysis, Qualys Volatility, Qualys History and analyze Qualys Performance. Note that the Qualys Inc information on this page should be used as a complementary analysis to other Qualys' 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 Center module to all portfolio management and optimization tools to improve performance of your portfolios.

Complementary Tools for Qualys Stock analysis

When running Qualys Inc price analysis, check to measure Qualys' 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 Qualys is operating at the current time. Most of Qualys' value examination focuses on studying past and present price action to predict the probability of Qualys' future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Qualys' price. Additionally, you may evaluate how the addition of Qualys to your portfolios can decrease your overall portfolio volatility.
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Qualys 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 Qualys technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Qualys 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...