Compass Pathways Plc Stock Alpha and Beta Analysis
| CMPS Stock | USD 3.49 0.08 2.35% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Compass Pathways Plc. It also helps investors analyze the systematic and unsystematic risks associated with investing in Compass Pathways over a specified time horizon. Remember, high Compass Pathways' 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 Compass Pathways' market risk premium analysis include:
Beta 1.32 | Alpha (0.85) | Risk 5.54 | Sharpe Ratio (0.15) | Expected Return (0.86) |
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.
Compass |
Compass Pathways Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Compass Pathways market risk premium is the additional return an investor will receive from holding Compass Pathways 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 Compass Pathways. 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 Compass Pathways' performance over market.| α | -0.85 | β | 1.32 |
Compass Pathways 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 Compass Pathways' Buy-and-hold return. Our buy-and-hold chart shows how Compass Pathways performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Compass Pathways Market Price Analysis
Market price analysis indicators help investors to evaluate how Compass Pathways stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Compass Pathways shares will generate the highest return on investment. By understating and applying Compass Pathways stock market price indicators, traders can identify Compass Pathways position entry and exit signals to maximize returns.
Compass Pathways Return and Market Media
The median price of Compass Pathways for the period between Wed, Oct 23, 2024 and Tue, Jan 21, 2025 is 4.52 with a coefficient of variation of 17.61. The daily time series for the period is distributed with a sample standard deviation of 0.8, arithmetic mean of 4.56, and mean deviation of 0.58. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Compass Pathways 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 Compass or other stocks. Alpha measures the amount that position in Compass Pathways Plc 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.
Compass Pathways Upcoming Company Events
As portrayed in its financial statements, the presentation of Compass Pathways' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Compass Pathways' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Compass Pathways' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Compass Pathways. Please utilize our Beneish M Score to check the likelihood of Compass Pathways' management manipulating its earnings.
| 27th of February 2024 Upcoming Quarterly Report | View | |
| 9th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 27th 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 Compass Stock Analysis
When running Compass Pathways' price analysis, check to measure Compass Pathways' 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 Compass Pathways is operating at the current time. Most of Compass Pathways' value examination focuses on studying past and present price action to predict the probability of Compass Pathways' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Compass Pathways' price. Additionally, you may evaluate how the addition of Compass Pathways to your portfolios can decrease your overall portfolio volatility.