Alibaba Stock Performance

BABA -  USA Stock  

USD 87.31  4.68  5.09%

The firm shows a Beta (market volatility) of 1.5577, which signifies a somewhat significant risk relative to the market. Let's try to break down what Alibaba'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, Alibaba Group will likely underperform. Even though it is essential to pay attention to Alibaba Group Holding historical returns, it is always good to be careful when utilizing equity current trending patterns. Our philosophy towards foreseeing any stock's future performance is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Alibaba Group Holding exposes twenty-seven different technical indicators, which can help you to evaluate its performance. Alibaba Group Holding has an expected return of -0.32%. Please be advised to confirm Alibaba Group Holding sortino ratio, potential upside, and the relationship between the jensen alpha and maximum drawdown to decide if Alibaba Group Holding performance from the past will be repeated at some point in the near future.
  
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Alibaba Performance
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Over the last 90 days Alibaba Group Holding has generated negative risk-adjusted returns adding no value to investors with long positions. Despite fragile performance in the last few months, the Stock's fundamental drivers remain somewhat strong which may send shares a bit higher in June 2022. The current disturbance may also be a sign of long term up-swing for the company investors. ...more

Alibaba Price Channel

Quick Ratio1.18
Fifty Two Week Low73.28
Target High Price314.31
Fifty Two Week High230.89
Target Low Price129.71

Alibaba Group Relative Risk vs. Return Landscape

If you would invest  11,899  in Alibaba Group Holding on February 18, 2022 and sell it today you would lose (3,168)  from holding Alibaba Group Holding or give up 26.62% of portfolio value over 90 days. Alibaba Group Holding is currently does not generate positive expected returns and assumes 6.3267% risk (volatility on return distribution) over the 90 days horizon. In different words, 54% of stocks are less volatile than Alibaba, and 99% of all traded equity instruments are projected to make higher returns than the company over the 90 days investment horizon.
 Daily Expected Return (%) 
      Risk (%) 
Given the investment horizon of 90 days Alibaba Group is expected to under-perform the market. In addition to that, the company is 4.62 times more volatile than its market benchmark. It trades about -0.05 of its total potential returns per unit of risk. The DOW is currently generating roughly -0.09 per unit of volatility.

Alibaba Group Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for Alibaba Group's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Alibaba Group Holding, and traders can use it to determine the average amount a Alibaba Group's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.

Sharpe Ratio = -0.051

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Negative ReturnsBABA
Estimated Market Risk
 6.33
  actual daily
 
 54 %
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5454
Expected Return
 -0.32
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 0 %
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Based on monthly moving average Alibaba Group is performing at about 0% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Alibaba Group by adding it to a well-diversified portfolio.

About Alibaba Group Performance

To evaluate Alibaba Group Holding Stock as a possible investment, you need to clearly understand its upside potential, downside risk, and overall future performance outlook. You may be satisfied when Alibaba Group generates a 15% return over the last few months, but what if the market is generating 25% over the same period? In this case, it makes sense to compare Alibaba Stock's performance with different market indexes, such as the Dow or NASDAQ Composite. These indexes can act as benchmarks that will help you to understand Alibaba Group Holding stock market performance in a much more refined way. At Macroaxis, we take it even further. The Macroaxis performance score is an integer between 0 and 100 that represents Alibaba's market performance from a risk-adjusted return perspective. Generally speaking, the higher the score, the better is overall performance as compared to other investors. The score is normalized against the average investing universe (the best we can interpret from the data available). Within this methodology, scores of individual equity instruments will always be inferior to the scores of portfolios of equities as portfolios typically diversify a lot of unsystematic risks away. The formula to derive the Macroaxis score bases on multiple unequally-weighted factors. For more information, refer to our portfolio performance evaluation section.
Please also refer to our technical analysis and fundamental analysis pages.
Last ReportedProjected for 2022
Effect of Exchange Rate Changes on Cash-6.5 B-6.6 B
Return on Average Assets 0.09  0.10 
Return on Average Equity 0.15  0.17 
Return on Invested Capital 0.24  0.31 
Return on Sales 0.23  0.29 
Alibaba Group Holding Limited, through its subsidiaries, provides technology infrastructure and marketing reach to merchants, brands, retailers, and other businesses to engage with their users and customers in the Peoples Republic of China and internationally. The company was incorporated in 1999 and is based in Hangzhou, the Peoples Republic of China. Alibaba Group operates under Internet Retail classification in the United States and is traded on New York Stock Exchange. It employs 258578 people.

Things to note about Alibaba Group Holding

Checking the ongoing alerts about Alibaba Group for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for Alibaba Group Holding help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.

Alibaba Group Alerts

Equity Alerts and Improvement Suggestions

Alibaba Group generated a negative expected return over the last 90 days
Alibaba Group has high historical volatility and very poor performance
Alibaba Group has a strong financial position based on the latest SEC filings
About 26.0% of the company shares are held by company insiders
Latest headline from www.nasdaq.com: Top Stock Reports for Alibaba, McDonalds Advanced Micro Devices - Nasdaq
Continue to Trending Equities. 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 Efficient Frontier module to plot and analyze your portfolio and positions against risk-return landscape of the market..

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When running Alibaba Group Holding 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 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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Is Alibaba Group's industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Alibaba Group. If investors know Alibaba will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Alibaba Group listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of Alibaba Group Holding is measured differently than its book value, which is the value of Alibaba that is recorded on the company's balance sheet. Investors also form their own opinion of Alibaba Group's value that differs from its market value or its book value, called intrinsic value, which is Alibaba Group's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Alibaba Group's market value can be influenced by many factors that don't directly affect Alibaba Group's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Alibaba Group's value and its price as these two are different measures arrived at by different means. Investors typically determine Alibaba Group value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Alibaba Group's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.