Allovir Stock Alpha and Beta Analysis
| ALVR Stock | USD 0.55 0.01 1.85% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Allovir. It also helps investors analyze the systematic and unsystematic risks associated with investing in Allovir over a specified time horizon. Remember, high Allovir'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 Allovir's market risk premium analysis include:
Beta 1.29 | Alpha (0.39) | Risk 6.98 | Sharpe Ratio (0.03) | Expected Return (0.23) |
Enterprise Value |
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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.
Allovir |
Allovir Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Allovir market risk premium is the additional return an investor will receive from holding Allovir 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 Allovir. 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 Allovir's performance over market.| α | -0.39 | β | 1.29 |
Allovir 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 Allovir's Buy-and-hold return. Our buy-and-hold chart shows how Allovir performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Allovir Market Price Analysis
Market price analysis indicators help investors to evaluate how Allovir stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Allovir shares will generate the highest return on investment. By understating and applying Allovir stock market price indicators, traders can identify Allovir position entry and exit signals to maximize returns.
Allovir Return and Market Media
The median price of Allovir for the period between Sun, Sep 1, 2024 and Sat, Nov 30, 2024 is 0.77 with a coefficient of variation of 15.6. The daily time series for the period is distributed with a sample standard deviation of 0.12, arithmetic mean of 0.75, and mean deviation of 0.08. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 5045 shares by Brett Hagen of Allovir at 5.6398 subject to Rule 16b-3 | 09/05/2024 |
2 | Disposition of 5251 shares by Sinha Vikas of Allovir at 0.7348 subject to Rule 16b-3 | 09/06/2024 |
3 | Disposition of 301 shares by Brett Hagen of Allovir at 0.8148 subject to Rule 16b-3 | 10/03/2024 |
4 | Allovir executive sells shares to cover tax withholding obligations | 10/04/2024 |
5 | Disposition of 635 shares by Miller Edward of Allovir at 0.779 subject to Rule 16b-3 | 10/21/2024 |
6 | Disposition of 766 shares by Miller Edward of Allovir at 0.7678 subject to Rule 16b-3 | 10/22/2024 |
7 | Allovirs general counsel Edward Miller sells 1,082 in stock | 10/23/2024 |
8 | AlloVir Will Have To Spend Its Cash Wisely | 10/29/2024 |
9 | Disposition of 5136 shares by Sinha Vikas of Allovir at 0.8649 subject to Rule 16b-3 | 11/05/2024 |
10 | Disposition of 2272 shares by Miller Edward of Allovir at 0.8649 subject to Rule 16b-3 | 11/06/2024 |
11 | Shareholder Alert Ademi LLP Investigates Whether AlloVir, Inc. Is Obtaining a Fair Price for Its Public Shareholders | 11/08/2024 |
12 | AlloVir and Kalaris enter merger to advance retinal disease therapies - Pharmaceutical Technology | 11/11/2024 |
13 | Disposition of 8706 shares by Brainard Diana of Allovir at 0.5485 subject to Rule 16b-3 | 11/19/2024 |
14 | SHAREHOLDER INVESTIGATION Halper Sadeh LLC Investigates ALVR, BRKH, MKFG on Behalf of Shareholders | 11/22/2024 |
About Allovir 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 Allovir or other stocks. Alpha measures the amount that position in Allovir 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 | 2022 | 2023 | 2024 (projected) | Current Ratio | 6.69 | 9.99 | 6.61 | 6.28 | Net Debt To EBITDA | 1.01 | 0.42 | 0.33 | 0.31 |
Allovir Upcoming Company Events
As portrayed in its financial statements, the presentation of Allovir's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Allovir's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Allovir's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Allovir. Please utilize our Beneish M Score to check the likelihood of Allovir's management manipulating its earnings.
| 21st of February 2024 Upcoming Quarterly Report | View | |
| 2nd of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 21st of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
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Additional Tools for Allovir Stock Analysis
When running Allovir's price analysis, check to measure Allovir'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 Allovir is operating at the current time. Most of Allovir's value examination focuses on studying past and present price action to predict the probability of Allovir's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Allovir's price. Additionally, you may evaluate how the addition of Allovir to your portfolios can decrease your overall portfolio volatility.