Altimmune Stock Alpha and Beta Analysis
| ALT Stock | USD 8.25 0.07 0.86% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Altimmune. It also helps investors analyze the systematic and unsystematic risks associated with investing in Altimmune over a specified time horizon. Remember, high Altimmune'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 Altimmune's market risk premium analysis include:
Beta 0.98 | Alpha 0.25 | Risk 5.65 | Sharpe Ratio 0.0633 | Expected Return 0.36 |
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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.
Altimmune |
Altimmune Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Altimmune market risk premium is the additional return an investor will receive from holding Altimmune 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 Altimmune. 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 Altimmune's performance over market.| α | 0.25 | β | 0.98 |
Altimmune 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 Altimmune's Buy-and-hold return. Our buy-and-hold chart shows how Altimmune performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Altimmune Market Price Analysis
Market price analysis indicators help investors to evaluate how Altimmune stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Altimmune shares will generate the highest return on investment. By understating and applying Altimmune stock market price indicators, traders can identify Altimmune position entry and exit signals to maximize returns.
Altimmune Return and Market Media
The median price of Altimmune for the period between Mon, Sep 23, 2024 and Sun, Dec 22, 2024 is 7.35 with a coefficient of variation of 14.1. The daily time series for the period is distributed with a sample standard deviation of 1.07, arithmetic mean of 7.57, and mean deviation of 0.93. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Supreme Court dropsFacebooks appeal of investor suit in Cambridge Analytica scandal | 11/22/2024 |
2 | Augmented Reality Software Development Kit Market Valuation is Set to Skyrocket to US 26.14 Billion By 2032 Astute Analytica | 11/27/2024 |
3 | Global Chronic Ocular Pain Market Poised to Reach 12.44 Billion by 2032, Growing at a CAGR of 6.58 percent Astute Analytica | 12/02/2024 |
4 | Saudi Arabia Artisanal Cakes Market Set to Exceed 2 Billion by 2032, Growing at a CAGR of 8.8 percent Astute Analytica | 12/05/2024 |
5 | Global Event and Exhibition Market to Reach US 58.96 Billion by 2032, Growing at a CAGR of 3.30 percent Astute Analytica | 12/06/2024 |
6 | Meta shareholders seek sanctions for Sandberg, Zients for deleting Cambridge Analytica emails | 12/09/2024 |
7 | Japan Mobile Mapping Market to Hit Valuation of US 65.0 Billion By 2033 Astute Analytica | 12/10/2024 |
8 | Altimmune reports positive trial results for liver disease drug | 12/12/2024 |
9 | Altimmunes SWOT analysis pemvidutides potential reshapes obesity stock outlook | 12/16/2024 |
10 | Facebook-parent Meta settles with Australias privacy watchdog over Cambridge Analytica lawsuit | 12/17/2024 |
11 | Saudi Arabia Light Commercial Vehicle Market to Attain Valuation of US 8,836.27 Million By 2032 Astute Analytica | 12/19/2024 |
12 | Altimmune Gains on Nasdaq Biotechnology Index Inclusion | 12/20/2024 |
About Altimmune 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 Altimmune or other stocks. Alpha measures the amount that position in Altimmune 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.
Altimmune Upcoming Company Events
As portrayed in its financial statements, the presentation of Altimmune's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Altimmune's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Altimmune's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Altimmune. Please utilize our Beneish M Score to check the likelihood of Altimmune's 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 Altimmune Stock Analysis
When running Altimmune's price analysis, check to measure Altimmune'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 Altimmune is operating at the current time. Most of Altimmune's value examination focuses on studying past and present price action to predict the probability of Altimmune's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Altimmune's price. Additionally, you may evaluate how the addition of Altimmune to your portfolios can decrease your overall portfolio volatility.