Arbe Robotics Stock Alpha and Beta Analysis


USD 7.12  0.16  2.30%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Arbe Robotics. It also helps investors analyze the systematic and unsystematic risks associated with investing in Arbe Robotics over a specified time horizon. Remember, high Arbe Robotics' 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 Arbe Robotics Backtesting, Arbe Robotics Valuation, Arbe Robotics Correlation, Arbe Robotics Hype Analysis, Arbe Robotics Volatility, Arbe Robotics History and analyze Arbe Robotics Performance.
Please note that although Arbe Robotics 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, Arbe Robotics did 0.25  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 Arbe Robotics stock's relative risk over its benchmark. Arbe Robotics has a beta of 0.65  . Let's try to break down what Arbe Robotics's beta means in this case. As returns on the market increase, Arbe Robotics returns are expected to increase less than the market. However, during the bear market, the loss on holding Arbe Robotics will be expected to be smaller as well.
Arbe Robotics Price to Book Value is projected to increase based on the last few years of reporting. The past year's Price to Book Value was at 7.24. The current year Tangible Asset Value is expected to grow to about 113.7 M, whereas Enterprise Value over EBITDA is forecasted to decline to (19.97) .
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.

Arbe Robotics Quarterly Book Value per Share


Arbe Robotics Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Arbe Robotics market risk premium is the additional return an investor will receive from holding Arbe Robotics 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 Arbe Robotics. 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 Arbe Robotics' performance over market.
α0.25   β0.65
90 days against DJI

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

Arbe Robotics Market Price Analysis

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

Arbe Robotics Return and Market Media

The median price of Arbe Robotics for the period between Wed, May 18, 2022 and Tue, Aug 16, 2022 is 5.82 with a coefficient of variation of 8.97. The daily time series for the period is distributed with a sample standard deviation of 0.53, arithmetic mean of 5.87, and mean deviation of 0.45. The Stock received some media coverage during the period.
 Price Growth (%)  
Catalyst watch Apples WWDC, eyes on AMD, Spotify and Hyzon e...06/03/2022
Arbe Robotics shareholders have endured a 44 percent loss fr...06/28/2022
Short Interest in Arbe Robotics Ltd. Declines By 12.3 percen...08/15/2022

About Arbe Robotics 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 Arbe Robotics 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.

Arbe Robotics Upcoming Company Events

As portrayed in its financial statements, the presentation of Arbe Robotics' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Arbe Robotics' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Arbe Robotics' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Arbe Robotics. Please utilize our Beneish M Score to check the likelihood of Arbe Robotics' management manipulating its earnings.
Upcoming Quarterly Report1st of March 2022
Next Fiscal Quarter End31st of December 2021
Next Fiscal Year End1st of March 2022
Last Quarter Report30th of September 2021
Last Financial Announcement31st of December 2020

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Please continue to Arbe Robotics Backtesting, Arbe Robotics Valuation, Arbe Robotics Correlation, Arbe Robotics Hype Analysis, Arbe Robotics Volatility, Arbe Robotics History and analyze Arbe Robotics Performance. Note that the Arbe Robotics information on this page should be used as a complementary analysis to other Arbe Robotics' 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 Risk-Return Analysis module to view associations between returns expected from investment and the risk you assume.

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