Neuroone Medical Technologies Stock Alpha and Beta Analysis
| NMTC Stock | USD 1.12 0.08 7.69% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Neuroone Medical Technologies. It also helps investors analyze the systematic and unsystematic risks associated with investing in Neuroone Medical over a specified time horizon. Remember, high Neuroone Medical'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 Neuroone Medical's market risk premium analysis include:
Beta (1.25) | Alpha 0.38 | Risk 6.45 | Sharpe Ratio 0.0569 | Expected Return 0.37 |
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.
Neuroone |
Neuroone Medical Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Neuroone Medical market risk premium is the additional return an investor will receive from holding Neuroone Medical 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 Neuroone Medical. 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 Neuroone Medical's performance over market.| α | 0.38 | β | -1.25 |
Neuroone Medical 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 Neuroone Medical's Buy-and-hold return. Our buy-and-hold chart shows how Neuroone Medical performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Neuroone Medical Market Price Analysis
Market price analysis indicators help investors to evaluate how Neuroone Medical stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Neuroone Medical shares will generate the highest return on investment. By understating and applying Neuroone Medical stock market price indicators, traders can identify Neuroone Medical position entry and exit signals to maximize returns.
Neuroone Medical Return and Market Media
The median price of Neuroone Medical for the period between Fri, Oct 25, 2024 and Thu, Jan 23, 2025 is 0.87 with a coefficient of variation of 17.58. The daily time series for the period is distributed with a sample standard deviation of 0.15, arithmetic mean of 0.85, and mean deviation of 0.13. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 22 shares by Rosa David A of Neuroone Medical at 1.21 subject to Rule 16b-3 | 11/04/2024 |
2 | Disposition of 343 shares by Mark Christianson of Neuroone Medical at 0.99 subject to Rule 16b-3 | 11/08/2024 |
3 | Disposition of 22 shares by Rosa David A of Neuroone Medical at 1.61 subject to Rule 16b-3 | 11/29/2024 |
4 | Neuroone stock hits 52-week low at 0.56 amid market challenges - Investing.com | 12/05/2024 |
5 | NeuroOne Product Revenue Increases 77 percent to 3.5 Million in Fisca | 12/17/2024 |
6 | Q4 2024 Neuroone Medical Technologies Corp Earnings Call Transcript | 12/18/2024 |
7 | Disposition of 4697 shares by Rosa David A of Neuroone Medical at 0.826 subject to Rule 16b-3 | 12/31/2024 |
8 | NeuroOne Announces Virtual Investor Webinar on January 9, 2025 | 01/03/2025 |
9 | Symbol Lookup | 01/06/2025 |
10 | NeuroOne Announces Preliminary Unaudited First Quarter Fiscal 2025 Revenue Increase to a Record 6.2 Million | 01/10/2025 |
11 | NeuroOne CEO shares company strategy in letter to shareholders | 01/14/2025 |
About Neuroone Medical 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 Neuroone or other stocks. Alpha measures the amount that position in Neuroone Medical Tec 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.
| 2022 | 2023 | 2025 (projected) | Payables Turnover | 2.18 | 2.31 | 0.33 | Days Of Inventory On Hand | 421.31 | 405.27 | 403.88 |
Neuroone Medical Upcoming Company Events
As portrayed in its financial statements, the presentation of Neuroone Medical's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Neuroone Medical's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Neuroone Medical's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Neuroone Medical. Please utilize our Beneish M Score to check the likelihood of Neuroone Medical's management manipulating its earnings.
| 12th of February 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
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Check out Neuroone Medical Backtesting, Neuroone Medical Valuation, Neuroone Medical Correlation, Neuroone Medical Hype Analysis, Neuroone Medical Volatility, Neuroone Medical History and analyze Neuroone Medical Performance. You can also try the Price Exposure Probability module to analyze equity upside and downside potential for a given time horizon across multiple markets.
Neuroone Medical 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.