Abbvie Stock Alpha and Beta Analysis

ABBV
 Stock
  

USD 142.60  0.52  0.37%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Abbvie Inc. It also helps investors analyze the systematic and unsystematic risks associated with investing in Abbvie over a specified time horizon. Remember, high Abbvie'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.
Please continue to Abbvie Backtesting, Abbvie Valuation, Abbvie Correlation, Abbvie Hype Analysis, Abbvie Volatility, Abbvie History and analyze Abbvie Performance.
  
Please note that although Abbvie 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, Abbvie did 0.11  worse 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 Abbvie Inc stock's relative risk over its benchmark. Abbvie Inc has a beta of 0.37  . Let's try to break down what Abbvie's beta means in this case. As returns on the market increase, Abbvie returns are expected to increase less than the market. However, during the bear market, the loss on holding Abbvie will be expected to be smaller as well.
Abbvie Book Value per Share is fairly stable at the moment as compared to the past year. Abbvie reported Book Value per Share of 8.71 in 2021. Enterprise Value over EBIT is likely to climb to 24.48 in 2022, whereas Tangible Assets Book Value per Share are likely to drop 20.90 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.

Abbvie Quarterly Book Value per Share

8.279

Abbvie Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Abbvie market risk premium is the additional return an investor will receive from holding Abbvie 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 Abbvie. 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 Abbvie's performance over market.
α-0.11   β0.37
90 days against DJI

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

Abbvie Market Price Analysis

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

Abbvie Return and Market Media

The median price of Abbvie for the period between Tue, May 17, 2022 and Mon, Aug 15, 2022 is 148.61 with a coefficient of variation of 3.41. The daily time series for the period is distributed with a sample standard deviation of 5.01, arithmetic mean of 147.06, and mean deviation of 4.27. The Stock received a lot of media exposure during the period.
 Price Growth (%)  
       Timeline  
1
Exercise or conversion by Henry Gosebruch of 83960 shares of...05/18/2022
2
3.44 Earnings Per Share Expected for AbbVie Inc. This Quarte...05/19/2022
3
Exercise or conversion by Henry Gosebruch of 83960 shares of...05/20/2022
4
Exercise or conversion by Michael Severino of 217 shares of ...06/02/2022
5
AbbVie Healthcare Sector In The US Has Already Given A Good ...06/15/2022
6
AbbVie Stock Why It Increased 3.9 percent Today - Pulse 2.006/21/2022
7
Is AbbVie About To Get A New Blockbuster Drug - The Motley F...06/27/2022
8
Filing06/28/2022
9
Financial Statements06/29/2022
10
Financial Statements07/06/2022
11
Senate Finance report says AbbVie shifted profit overseas to...07/07/2022
12
Biogen Inc. stock underperforms Monday when compared to comp...07/11/2022
13
Zacks Investment Ideas feature highlights Dollar Tree, AbbVi...07/15/2022
14
A Dose of AbbVie Stock Can Help Your Bear Market Portfolio -...07/19/2022
15
Best Cannabis Stocks To Buy Long Term 2 To Watch Before Augu...07/28/2022
16
Financial Statements07/29/2022
17
ABBV 3 Stocks to Help You Survive and Thrive in Todays Marke...08/03/2022
18
Top 5 2nd Quarter Trades of Robert Bruce - GuruFocus.com08/09/2022

About Abbvie 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 Abbvie 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 Equity4.174.56
Interest Coverage7.527.71

Abbvie Upcoming Company Events

As portrayed in its financial statements, the presentation of Abbvie's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Abbvie's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Abbvie's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Abbvie. Please utilize our Beneish M Score to check the likelihood of Abbvie's management manipulating its earnings.
Upcoming Quarterly Report2nd of February 2022
Next Financial Report29th of April 2022
Next Fiscal Quarter End31st of December 2021
Next Fiscal Year End2nd of February 2022
Last Quarter Report30th of September 2021
Last Financial Announcement31st of December 2020

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Please continue to Abbvie Backtesting, Abbvie Valuation, Abbvie Correlation, Abbvie Hype Analysis, Abbvie Volatility, Abbvie History and analyze Abbvie Performance. Note that the Abbvie Inc information on this page should be used as a complementary analysis to other Abbvie'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 Portfolio Volatility module to check portfolio volatility and analyze historical return density to properly model market risk.

Complementary Tools for Abbvie Stock analysis

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