Arconic Alpha and Beta Analysis
| ARNCDelisted Stock | USD 29.99 0.00 0.00% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Arconic. It also helps investors analyze the systematic and unsystematic risks associated with investing in Arconic over a specified time horizon. Remember, high Arconic'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. Key technical indicators related to Arconic's market risk premium analysis include:
Beta 0.01 | Alpha 0.0449 | Risk 0.0 | Sharpe Ratio 0.0 | Expected Return 0.0 |
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.
Arconic |
Arconic Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Arconic market risk premium is the additional return an investor will receive from holding Arconic 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 Arconic. 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 Arconic's performance over market.| α | 0.04 | β | 0.01 |
Arconic Fundamentals Vs Peers
Comparing Arconic's fundamentals to the average values of its peers is one of the most widely used and accepted methods of equity analyses. It helps to analyze Arconic's direct or indirect competition across all of the common fundamentals between Arconic and the related equities. This way, we can detect undervalued stocks with similar characteristics as Arconic or determine the stocks which would be an excellent addition to an existing portfolio. Peer analysis of Arconic's fundamental indicators could also be used in its relative valuation, which is a method of valuing Arconic by comparing valuation metrics with those of similar companies.
| Better Than Average | Worse Than Average | Compare Arconic to competition |
| Fundamentals | Arconic | Peer Average |
| Return On Equity | -0.15 | -0.31 |
| Return On Asset | 0.0267 | -0.14 |
| Profit Margin | (0.03) % | (1.27) % |
| Operating Margin | 0.03 % | (5.51) % |
| Current Valuation | 4.46 B | 16.62 B |
| Shares Outstanding | 100.35 M | 571.82 M |
| Shares Owned By Insiders | 1.22 % | 10.09 % |
Arconic Opportunities
Arconic Return and Market Media
The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | IMPORTANT ALERT Halper Sadeh LLC Investigates CFMS, DFFN, ARNC, GRNA | 06/23/2023 |
2 | Arconic Shareholders Approve Acquisition by Apollo Funds - InvestorsObserver | 07/25/2023 |
3 | Arconic GAAP EPS of 0.58, revenue of 2B | 07/31/2023 |
4 | Arconic Releases Quarterly Earnings Results, Beats Expectations By 0.08 EPS | 08/02/2023 |
5 | Aluminum Casting Market Is Growing At A Healthy CAGR Of 9.50 percent In The Above-Mentioned Research Forecast Period - openPR | 08/11/2023 |
About Arconic 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 Arconic or other delisted stocks. Alpha measures the amount that position in Arconic 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.
Arconic Upcoming Company Events
As portrayed in its financial statements, the presentation of Arconic's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Arconic's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Arconic's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Arconic. Please utilize our Beneish M Score to check the likelihood of Arconic's management manipulating its earnings.
| 7th of November 2023 Upcoming Quarterly Report | View | |
| 20th of February 2024 Next Financial Report | View | |
| 30th of September 2023 Next Fiscal Quarter End | View | |
| 20th of February 2024 Next Fiscal Year End | View | |
| 30th of June 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with Arconic
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
Check out Trending Equities to better understand how to build diversified portfolios. Also, note that the market value of any company could be tightly coupled with the direction of predictive economic indicators such as signals in board of governors. You can also try the Sectors module to list of equity sectors categorizing publicly traded companies based on their primary business activities.
Other Consideration for investing in Arconic Stock
If you are still planning to invest in Arconic check if it may still be traded through OTC markets such as Pink Sheets or OTC Bulletin Board. You may also purchase it directly from the company, but this is not always possible and may require contacting the company directly. Please note that delisted stocks are often considered to be more risky investments, as they are no longer subject to the same regulatory and reporting requirements as listed stocks. Therefore, it is essential to carefully research the Arconic's history and understand the potential risks before investing.
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