Atara Biotherapeutics Stock Alpha and Beta Analysis
| ATRA Stock | USD 7.34 0.09 1.24% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Atara Biotherapeutics. It also helps investors analyze the systematic and unsystematic risks associated with investing in Atara Biotherapeutics over a specified time horizon. Remember, high Atara 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 Atara Biotherapeutics' market risk premium analysis include:
Beta 0.87 | Alpha (0.22) | Risk 9.55 | Sharpe Ratio (0.04) | Expected Return (0.37) |
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.
Atara |
Atara Biotherapeutics Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Atara Biotherapeutics market risk premium is the additional return an investor will receive from holding Atara 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 Atara 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 Atara Biotherapeutics' performance over market.| α | -0.22 | β | 0.87 |
Atara 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 Atara Biotherapeutics' Buy-and-hold return. Our buy-and-hold chart shows how Atara Biotherapeutics performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Atara Biotherapeutics Market Price Analysis
Market price analysis indicators help investors to evaluate how Atara 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 Atara Biotherapeutics shares will generate the highest return on investment. By understating and applying Atara Biotherapeutics stock market price indicators, traders can identify Atara Biotherapeutics position entry and exit signals to maximize returns.
Atara Biotherapeutics Return and Market Media
The median price of Atara Biotherapeutics for the period between Thu, Nov 28, 2024 and Wed, Feb 26, 2025 is 10.68 with a coefficient of variation of 25.79. The daily time series for the period is distributed with a sample standard deviation of 2.79, arithmetic mean of 10.82, and mean deviation of 2.29. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Atara Biotherapeutics Provides Regulatory and Business Update on EBVALLOTM | 01/16/2025 |
2 | Atara Biotherapeutics Provides Update on Clinical Programs Related to EBVALLO and ATA3219 | 01/21/2025 |
3 | ATRA Investors Have Opportunity to Join Atara Biotherapeutics, Inc. Securities Fraud Investigation with the Schall Law Firm | 01/27/2025 |
4 | Wolf Haldenstein Adler Freeman Herz LLP announces that it is investigating Atara ... | 01/30/2025 |
5 | Wolf Haldenstein Adler Freeman Herz LLP announces that it is investigating Atara Biotherapeutics, Inc. for potential violations of securities laws | 02/03/2025 |
6 | Atara Biotherapeutics, Inc. Reports Inducement Grant Under Nasdaq Listing Rule 5635 | 02/07/2025 |
7 | LB Pharmaceuticals Announces Key Executive Appointments to Support Growth and Late-Stage Development of LB-102 | 02/11/2025 |
About Atara 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 Atara or other stocks. Alpha measures the amount that position in Atara 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.
| 2022 | 2023 | 2024 | 2025 (projected) | Payables Turnover | 2.12 | 2.41 | 2.17 | 2.28 | Days Of Inventory On Hand | 39.74 | 398.68 | 358.81 | 376.75 |
Atara Biotherapeutics Upcoming Company Events
As portrayed in its financial statements, the presentation of Atara Biotherapeutics' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Atara Biotherapeutics' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Atara Biotherapeutics' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Atara Biotherapeutics. Please utilize our Beneish M Score to check the likelihood of Atara Biotherapeutics' management manipulating its earnings.
| 14th of February 2024 Upcoming Quarterly Report | View | |
| 13th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 14th of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with Atara 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
Check out Atara Biotherapeutics Backtesting, Atara Biotherapeutics Valuation, Atara Biotherapeutics Correlation, Atara Biotherapeutics Hype Analysis, Atara Biotherapeutics Volatility, Atara Biotherapeutics History and analyze Atara Biotherapeutics Performance. For information on how to trade Atara Stock refer to our How to Trade Atara Stock guide.You can also try the Portfolio Analyzer module to portfolio analysis module that provides access to portfolio diagnostics and optimization engine.
Atara Biotherapeutics 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.