Scilex Holding Stock Alpha and Beta Analysis
| SCLXW Stock | 0.09 0.02 18.18% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Scilex Holding. It also helps investors analyze the systematic and unsystematic risks associated with investing in Scilex Holding over a specified time horizon. Remember, high Scilex Holding'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 Scilex Holding's market risk premium analysis include:
Beta (0.58) | Alpha (0.01) | Risk 18.2 | Sharpe Ratio 0.0049 | Expected Return 0.0889 |
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.
Scilex |
Scilex Holding Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Scilex Holding market risk premium is the additional return an investor will receive from holding Scilex Holding 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 Scilex Holding. 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 Scilex Holding's performance over market.| α | -0.0078 | β | -0.58 |
Scilex Holding 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 Scilex Holding's Buy-and-hold return. Our buy-and-hold chart shows how Scilex Holding performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Scilex Holding Market Price Analysis
Market price analysis indicators help investors to evaluate how Scilex Holding stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Scilex Holding shares will generate the highest return on investment. By understating and applying Scilex Holding stock market price indicators, traders can identify Scilex Holding position entry and exit signals to maximize returns.
Scilex Holding Return and Market Media
The median price of Scilex Holding for the period between Wed, Dec 18, 2024 and Tue, Mar 18, 2025 is 0.2 with a coefficient of variation of 35.36. The daily time series for the period is distributed with a sample standard deviation of 0.07, arithmetic mean of 0.2, and mean deviation of 0.05. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Denali Capital Extends Business Combination Deadline, Secures 180K Convertible Note From Scilex - StockTitan | 12/11/2024 |
2 | Scilex Holding Company Announces Early Installment Payment on its Senior Secured Promissory Note, Paving the Way for Future Growth and Innovation - Yahoo Financ... | 12/16/2024 |
3 | Thinking about buying stock in Scilex Holding, iCoreConnect, Genius Group, Helius Medical Technologies, or TradeUP Acquisition - Marketscreener.com | 01/03/2025 |
4 | Court Mandates 15-Month Extension on Scilex Dividend Stock Trading Restrictions - StockTitan | 01/31/2025 |
5 | Scilex Holding ends sales agreement, shares details - Investing.com | 03/03/2025 |
6 | Scilex announces change in record date for dividend of preferred stock - TipRanks | 03/10/2025 |
About Scilex Holding 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 Scilex or other stocks. Alpha measures the amount that position in Scilex Holding 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 | 2024 | 2025 (projected) | Payables Turnover | 1.28 | 0.38 | 0.34 | 0.55 | Days Of Inventory On Hand | 46.58 | 98.09 | 112.8 | 164.03 |
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Scilex Holding in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Scilex Holding's short interest history, or implied volatility extrapolated from Scilex Holding options trading.
Build Portfolio with Scilex Holding
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Additional Tools for Scilex Stock Analysis
When running Scilex Holding's price analysis, check to measure Scilex Holding'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 Scilex Holding is operating at the current time. Most of Scilex Holding's value examination focuses on studying past and present price action to predict the probability of Scilex Holding's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Scilex Holding's price. Additionally, you may evaluate how the addition of Scilex Holding to your portfolios can decrease your overall portfolio volatility.