Sab Biotherapeutics Stock Alpha and Beta Analysis
| SABSW Stock | USD 0.07 0.0005 0.73% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as SAB Biotherapeutics. It also helps investors analyze the systematic and unsystematic risks associated with investing in SAB Biotherapeutics over a specified time horizon. Remember, high SAB Biotherapeutics' 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 SAB Biotherapeutics' market risk premium analysis include:
Beta (0.58) | Alpha 4.35 | Risk 139.42 | Sharpe Ratio 0.15 | Expected Return 20.7 |
Enterprise Value |
|
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.
SAB |
SAB Biotherapeutics Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. SAB Biotherapeutics market risk premium is the additional return an investor will receive from holding SAB Biotherapeutics 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 SAB Biotherapeutics. 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 SAB Biotherapeutics' performance over market.| α | 4.35 | β | -0.58 |
SAB Biotherapeutics 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 SAB Biotherapeutics' Buy-and-hold return. Our buy-and-hold chart shows how SAB Biotherapeutics performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.SAB Biotherapeutics Market Price Analysis
Market price analysis indicators help investors to evaluate how SAB Biotherapeutics stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading SAB Biotherapeutics shares will generate the highest return on investment. By understating and applying SAB Biotherapeutics stock market price indicators, traders can identify SAB Biotherapeutics position entry and exit signals to maximize returns.
SAB Biotherapeutics Return and Market Media
The median price of SAB Biotherapeutics for the period between Sat, Aug 31, 2024 and Fri, Nov 29, 2024 is 0.0431 with a coefficient of variation of 45.36. The daily time series for the period is distributed with a sample standard deviation of 0.02, arithmetic mean of 0.04, and mean deviation of 0.02. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Discretionary transaction by Ellias Helen K. of 2857142 shares of SAB Biotherapeutics at 0.63 subject to Rule 16b-3 | 10/10/2024 |
2 | SAB Bios Q3 Loss Widens to 10.3M Despite Progress in Diabetes Drug Trial SABS Stock News - StockTitan | 11/06/2024 |
About SAB Biotherapeutics 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 SAB or other stocks. Alpha measures the amount that position in SAB Biotherapeutics 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) | Graham Number | 44.99 | 26.29 | 42.24 | 26.62 | Receivables Turnover | 7.6 | 4.3 | 3.87 | 3.16 |
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 SAB Biotherapeutics 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, SAB Biotherapeutics' short interest history, or implied volatility extrapolated from SAB Biotherapeutics options trading.
Build Portfolio with SAB Biotherapeutics
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
Additional Tools for SAB Stock Analysis
When running SAB Biotherapeutics' price analysis, check to measure SAB Biotherapeutics' 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 SAB Biotherapeutics is operating at the current time. Most of SAB Biotherapeutics' value examination focuses on studying past and present price action to predict the probability of SAB Biotherapeutics' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move SAB Biotherapeutics' price. Additionally, you may evaluate how the addition of SAB Biotherapeutics to your portfolios can decrease your overall portfolio volatility.