Adobe Stock Alpha and Beta Analysis

ADBE
 Stock
  

USD 294.45  9.21  3.23%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Adobe Systems. It also helps investors analyze the systematic and unsystematic risks associated with investing in Adobe Systems over a specified time horizon. Remember, high Adobe Systems' 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 Adobe Systems Backtesting, Adobe Systems Valuation, Adobe Systems Correlation, Adobe Systems Hype Analysis, Adobe Systems Volatility, Adobe Systems History and analyze Adobe Systems Performance.
  
Please note that although Adobe Systems 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, Adobe Systems did 0.24  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 Adobe Systems stock's relative risk over its benchmark. Adobe Systems has a beta of 1.55  . Let's try to break down what Adobe'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, Adobe Systems will likely underperform.
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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.

Adobe Systems Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Adobe Systems market risk premium is the additional return an investor will receive from holding Adobe Systems 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 Adobe Systems. 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 Adobe Systems' performance over market.
α-0.24   β1.55
90 days against DJI

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

Adobe Systems Market Price Analysis

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

Adobe Systems Return and Market Media

The median price of Adobe Systems for the period between Wed, Jul 6, 2022 and Tue, Oct 4, 2022 is 383.63 with a coefficient of variation of 13.4. The daily time series for the period is distributed with a sample standard deviation of 50.49, arithmetic mean of 376.78, and mean deviation of 37.7. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
       Timeline  
1
Payment of 348 shares by Scott Belsky of Adobe Systems subje...07/21/2022
2
Exercise or conversion by Chen Gloria of 402 shares of Adobe...07/26/2022
3
Sale by Scott Belsky of 2711 shares of Adobe Systems07/28/2022
4
Saratoga Research Investment - GuruFocus.com08/01/2022
5
7 Growth Stocks Looking Attractive Following a Correction - ...08/09/2022
6
Exercise or conversion by Durn Daniel of 3836 shares of Adob...08/16/2022
7
Gabriel Holding AS three quarters of the 202122 financial ye...08/25/2022
8
EPS Estimate08/31/2022
9
When should you sell your Adobe Systems holdings09/14/2022
10
EPS Reported09/15/2022
11
Sale by Mark Garfield of 132 shares of Adobe Systems09/20/2022
12
US Stocks Fall More As Rate Hikes Add To Worries - Barrons09/22/2022
13
Purchase by Durn Daniel of 3250 shares of Adobe Systems09/23/2022
14
Purchase by David Ricks of 1200 shares of Adobe Systems09/27/2022

About Adobe Systems 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 Adobe or other stocks. Alpha measures the amount that position in Adobe Systems 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.

Adobe Systems Upcoming Company Events

As portrayed in its financial statements, the presentation of Adobe Systems' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Adobe Systems' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Adobe Systems' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Adobe Systems. Please utilize our Beneish M Score to check the likelihood of Adobe Systems' management manipulating its earnings.
Upcoming Quarterly Report22nd of March 2022
Next Financial Report16th of June 2022
Next Fiscal Quarter End28th of February 2022
Next Fiscal Year End15th of December 2022
Last Quarter Report30th of November 2021
Last Financial Announcement28th of February 2021

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Please continue to Adobe Systems Backtesting, Adobe Systems Valuation, Adobe Systems Correlation, Adobe Systems Hype Analysis, Adobe Systems Volatility, Adobe Systems History and analyze Adobe Systems Performance. Note that the Adobe Systems information on this page should be used as a complementary analysis to other Adobe Systems' 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 Technical Analysis module to check basic technical indicators and analysis based on most latest market data.

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