Arqit Stock Alpha and Beta Analysis


USD 5.74  0.21  3.80%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Arqit Quantum. It also helps investors analyze the systematic and unsystematic risks associated with investing in Arqit Quantum over a specified time horizon. Remember, high Arqit Quantum'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 Arqit Quantum Backtesting, Arqit Quantum Valuation, Arqit Quantum Correlation, Arqit Quantum Hype Analysis, Arqit Quantum Volatility, Arqit Quantum History and analyze Arqit Quantum Performance.
Please note that although Arqit Quantum 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, Arqit Quantum did 0.43  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 Arqit Quantum stock's relative risk over its benchmark. Arqit Quantum has a beta of 1.41  . Let's try to break down what Arqit'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, Arqit Quantum will likely underperform.
As of 8th of August 2022, Tangible Asset Value is likely to grow to about 118.5 M, while Book Value per Share is likely to drop (0.30) .
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.

Arqit Quantum Quarterly Book Value per Share


Arqit Quantum Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Arqit Quantum market risk premium is the additional return an investor will receive from holding Arqit Quantum 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 Arqit Quantum. 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 Arqit Quantum's performance over market.
α-0.43   β1.41
90 days against DJI

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

Arqit Quantum Market Price Analysis

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

Arqit Quantum Return and Market Media

The median price of Arqit Quantum for the period between Tue, May 10, 2022 and Mon, Aug 8, 2022 is 6.19 with a coefficient of variation of 12.96. The daily time series for the period is distributed with a sample standard deviation of 0.81, arithmetic mean of 6.24, and mean deviation of 0.6. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
ROSEN, SKILLED INVESTOR COUNSEL, Encourages Arqit Quantum In...05/26/2022
Arqit Quantum Inc. Investor News Robbins LLP is Investigatin...06/01/2022
SHAREHOLDER ALERT The Gross Law Firm Notifies Shareholders o...06/08/2022
SHAREHOLDER ACTION NOTICE The Schall Law Firm Encourages Inv...06/16/2022
Self-driving tech faces investor slowdown amid rising intere...06/27/2022
SHAREHOLDER ALERT The Gross L - GuruFocus.com06/30/2022
ARQQ, ARQQW Investors Have Opportunity to Lead Arqit Quantum...07/11/2022
Strados Labs wins Best of Sensors 2022 for RESP Smart Sensor...07/25/2022
Arqit Quantum Inc. Short Interest Update - MarketBeat08/03/2022

About Arqit Quantum 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 Arqit Quantum 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.

Arqit Quantum Upcoming Company Events

As portrayed in its financial statements, the presentation of Arqit Quantum's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Arqit Quantum's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Arqit Quantum's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Arqit Quantum. Please utilize our Beneish M Score to check the likelihood of Arqit Quantum's management manipulating its earnings.
Upcoming Quarterly Report (could be delayed)16th of December 2021
Next Fiscal Quarter End30th of September 2021

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Please continue to Arqit Quantum Backtesting, Arqit Quantum Valuation, Arqit Quantum Correlation, Arqit Quantum Hype Analysis, Arqit Quantum Volatility, Arqit Quantum History and analyze Arqit Quantum Performance. Note that the Arqit Quantum information on this page should be used as a complementary analysis to other Arqit Quantum'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 Global Correlations module to find global opportunities by holding instruments from different markets.

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Arqit Quantum 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 Arqit Quantum technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Arqit Quantum 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...