Alignment Stock Alpha and Beta Analysis

ALHC
 Stock
  

USD 11.80  0.33  2.72%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Alignment Healthcare. It also helps investors analyze the systematic and unsystematic risks associated with investing in Alignment Healthcare over a specified time horizon. Remember, high Alignment Healthcare'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 Alignment Healthcare Backtesting, Alignment Healthcare Valuation, Alignment Healthcare Correlation, Alignment Healthcare Hype Analysis, Alignment Healthcare Volatility, Alignment Healthcare History and analyze Alignment Healthcare Performance.
  
Please note that although Alignment Healthcare 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, Alignment Healthcare did 0.01408  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 Alignment Healthcare stock's relative risk over its benchmark. Alignment Healthcare has a beta of 1.00  . Let's try to break down what Alignment's beta means in this case. Alignment Healthcare returns are very sensitive to returns on the market. As the market goes up or down, Alignment Healthcare is expected to follow.
.
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.

Alignment Healthcare Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Alignment Healthcare market risk premium is the additional return an investor will receive from holding Alignment Healthcare 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 Alignment Healthcare. 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 Alignment Healthcare's performance over market.
α0.01408   β1.00
90 days against DJI

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

Alignment Healthcare Market Price Analysis

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

Alignment Healthcare Return and Market Media

The median price of Alignment Healthcare for the period between Sat, Jul 9, 2022 and Fri, Oct 7, 2022 is 14.73 with a coefficient of variation of 10.51. The daily time series for the period is distributed with a sample standard deviation of 1.53, arithmetic mean of 14.52, and mean deviation of 1.22. The Stock received a lot of media exposure during the period.
 Price Growth (%)  
       Timeline  
1
24of this The Cooper Companies, Inc. insiders holdings were ...07/20/2022
2
Filing08/03/2022
3
EPS Reported08/04/2022
4
Sale by General Atlantic Aln Hlth Lp of 2120000 shares of Al...08/09/2022
5
Alignment Healthcare exotic insider transaction detected08/12/2022
6
Sale by Warburg Pincus Partners Gp Llc of 2120000 shares of ...08/16/2022
7
Sale by Maroney Dawn Christine of 1790 shares of Alignment H...08/17/2022
8
Larry Mertz of Accelerate Diagnostics, Inc. Just Spent US70k...08/23/2022
9
Sale by Maroney Dawn Christine of 13713 shares of Alignment ...08/24/2022
10
Sale by Kumar Dinesh M of 50000 shares of Alignment Healthca...08/25/2022
11
If EPS Growth Is Important To You, Prestige Consumer Healthc...08/26/2022
12
Despite Accolade, Inc.s recent decline, insiders have made a...08/30/2022
13
Sale by Kumar Dinesh M of 30000 shares of Alignment Healthca...09/02/2022
14
Filing09/06/2022
15
Sale by Kumar Dinesh M of 50000 shares of Alignment Healthca...09/08/2022
16
Sale by Kumar Dinesh M of 50000 shares of Alignment Healthca...09/09/2022
17
Acquisition by Cross Richard A of 102759 shares of Alignment...09/13/2022
18
Alignment Healthcare Announces Secondary Offering Your Money...09/15/2022
19
Sale by General Atlantic Aln Hlth Lp of 6955994 shares of Al...09/20/2022
20
Alignment Healthcare - Social Threats to Aging Well in Nevad...09/21/2022
21
Tabula Rasa HealthCare, Inc.s latest 15 percent decline adds...09/27/2022
22
Sale by Kumar Dinesh M of 20000 shares of Alignment Healthca...10/05/2022

About Alignment Healthcare 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 Alignment or other stocks. Alpha measures the amount that position in Alignment Healthcare 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.

Alignment Healthcare Upcoming Company Events

As portrayed in its financial statements, the presentation of Alignment Healthcare's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Alignment Healthcare's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Alignment Healthcare's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Alignment Healthcare. Please utilize our Beneish M Score to check the likelihood of Alignment Healthcare's management manipulating its earnings.
Upcoming Quarterly Report3rd of February 2022
Next Financial Report16th of May 2022
Next Fiscal Quarter End31st of December 2021
Next Fiscal Year End3rd of February 2022
Last Quarter Report30th of September 2021
Last Financial Announcement31st of December 2020

Build Portfolio with Alignment Healthcare

Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.

Build Diversified Portfolios

Align your risk with return expectations

Fix your portfolio
By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
Please continue to Alignment Healthcare Backtesting, Alignment Healthcare Valuation, Alignment Healthcare Correlation, Alignment Healthcare Hype Analysis, Alignment Healthcare Volatility, Alignment Healthcare History and analyze Alignment Healthcare Performance. Note that the Alignment Healthcare information on this page should be used as a complementary analysis to other Alignment Healthcare'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 Instant Ratings module to determine any equity ratings based on digital recommendations. Macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance.

Complementary Tools for Alignment Stock analysis

When running Alignment Healthcare price analysis, check to measure Alignment Healthcare'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 Alignment Healthcare is operating at the current time. Most of Alignment Healthcare's value examination focuses on studying past and present price action to predict the probability of Alignment Healthcare's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Alignment Healthcare's price. Additionally, you may evaluate how the addition of Alignment Healthcare to your portfolios can decrease your overall portfolio volatility.
Headlines Timeline
Stay connected to all market stories and filter out noise. Drill down to analyze hype elasticity
Go
CEO Directory
Screen CEOs from public companies around the world
Go
Balance Of Power
Check stock momentum by analyzing Balance Of Power indicator and other technical ratios
Go
Equity Analysis
Research over 250,000 global equities including funds, stocks and ETFs to find investment opportunities
Go
Equity Analysis
Research over 250,000 global equities including funds, stocks and ETFs to find investment opportunities
Go
Watchlist Optimization
Optimize watchlists to build efficient portfolio or rebalance existing positions based on mean-variance optimization algorithm
Go
Portfolio Manager
State of the art Portfolio Manager to monitor and improve performance of your invested capital
Go
CEO Directory
Screen CEOs from public companies around the world
Go
Pair Correlation
Compare performance and examine fundamental relationship between any two equity instruments
Go
Equity Search
Search for actively traded equities including funds and ETFs from over 30 global markets
Go
Alignment Healthcare 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 Alignment Healthcare technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Alignment Healthcare 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...