Axos Financial Stock Alpha and Beta Analysis
| AX Stock | USD 50.30 1.09 2.21% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Axos Financial. It also helps investors analyze the systematic and unsystematic risks associated with investing in Axos Financial over a specified time horizon. Remember, high Axos Financial'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 Axos Financial's market risk premium analysis include:
Beta 1.38 | Alpha (0.15) | Risk 1.89 | Sharpe Ratio (0.07) | Expected Return (0.14) |
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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.
Axos |
Axos Financial Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Axos Financial market risk premium is the additional return an investor will receive from holding Axos Financial 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 Axos Financial. 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 Axos Financial's performance over market.| α | -0.15 | β | 1.38 |
Axos Financial 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 Axos Financial's Buy-and-hold return. Our buy-and-hold chart shows how Axos Financial performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Axos Financial Market Price Analysis
Market price analysis indicators help investors to evaluate how Axos Financial stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Axos Financial shares will generate the highest return on investment. By understating and applying Axos Financial stock market price indicators, traders can identify Axos Financial position entry and exit signals to maximize returns.
Axos Financial Return and Market Media
The median price of Axos Financial for the period between Sat, Jan 20, 2024 and Fri, Apr 19, 2024 is 51.81 with a coefficient of variation of 3.74. The daily time series for the period is distributed with a sample standard deviation of 1.95, arithmetic mean of 52.03, and mean deviation of 1.53. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Axos Financial Non-GAAP EPS of 1.60 beats by 0.22, revenue of 352.75M beats by 105.32M | 01/30/2024 |
2 | Axos Financial, Inc. Announces New 100 Million Stock Repurchase Program | 02/12/2024 |
3 | Short Interest in Axos Financial, Inc. Grows By 11.0 | 03/06/2024 |
4 | Disposition of 3000 shares by James Argalas of Axos Financial at 50.75 subject to Rule 16b-3 | 03/12/2024 |
5 | Disposition of 13000 shares by Andrew Micheletti of Axos Financial at 51.16 subject to Rule 16b-3 | 03/13/2024 |
6 | Axos Financial Upgraded to Strong Buy Heres Why | 03/19/2024 |
7 | Disposition of 1289 shares by Bar-adon Eshel of Axos Financial subject to Rule 16b-3 | 03/22/2024 |
8 | Axos Financial, Inc. to Announce Third Quarter Fiscal 2024 Results on April 30, 2024 | 03/27/2024 |
9 | Wall Street Analysts Believe Axos Financial Could Rally 25.15 percent Heres is How to Trade | 04/03/2024 |
10 | Acquisition by Derrick Walsh of 4856 shares of Axos Financial subject to Rule 16b-3 | 04/10/2024 |
11 | The total return for Axos Financial investors has risen faster than earnings growth over the last five years | 04/11/2024 |
12 | Paystand Brings Full Payments Integration to Microsoft Business Central, Including NAV, GP and AX | 04/15/2024 |
13 | Axos Financial, Inc. Holdings Raised by Arizona State Retirement System - Defense World | 04/18/2024 |
About Axos Financial 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 Axos or other stocks. Alpha measures the amount that position in Axos Financial 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.
| 2021 | 2023 | 2024 (projected) | Dividend Yield | 0.0462 | 0.0416 | 0.0436 | Price To Sales Ratio | 3.03 | 3.04 | 2.89 |
Axos Financial Upcoming Company Events
As portrayed in its financial statements, the presentation of Axos Financial's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Axos Financial's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Axos Financial's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Axos Financial. Please utilize our Beneish M Score to check the likelihood of Axos Financial's management manipulating its earnings.
| 30th of January 2024 Upcoming Quarterly Report | View | |
| 25th of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 25th of July 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 30th of June 2023 Last Financial Announcement | View |
Build Portfolio with Axos Financial
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 Axos Financial Backtesting, Axos Financial Valuation, Axos Financial Correlation, Axos Financial Hype Analysis, Axos Financial Volatility, Axos Financial History and analyze Axos Financial Performance. For more information on how to buy Axos Stock please use our How to Invest in Axos Financial guide.You can also try the Piotroski F Score module to get Piotroski F Score based on the binary analysis strategy of nine different fundamentals.
Complementary Tools for Axos Stock analysis
When running Axos Financial's price analysis, check to measure Axos Financial'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 Axos Financial is operating at the current time. Most of Axos Financial's value examination focuses on studying past and present price action to predict the probability of Axos Financial's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Axos Financial's price. Additionally, you may evaluate how the addition of Axos Financial to your portfolios can decrease your overall portfolio volatility.
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Axos Financial 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.