Centessa Pharmaceuticals Plc Stock Alpha and Beta Analysis
| CNTA Stock | USD 17.60 0.30 1.73% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Centessa Pharmaceuticals PLC. It also helps investors analyze the systematic and unsystematic risks associated with investing in Centessa Pharmaceuticals over a specified time horizon. Remember, high Centessa Pharmaceuticals' 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 Centessa Pharmaceuticals' market risk premium analysis include:
Beta 1.08 | Alpha 0.34 | Risk 3.91 | Sharpe Ratio 0.13 | Expected Return 0.5 |
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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.
Centessa |
Centessa Pharmaceuticals Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Centessa Pharmaceuticals market risk premium is the additional return an investor will receive from holding Centessa Pharmaceuticals 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 Centessa Pharmaceuticals. 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 Centessa Pharmaceuticals' performance over market.| α | 0.34 | β | 1.08 |
Centessa Pharmaceuticals 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 Centessa Pharmaceuticals' Buy-and-hold return. Our buy-and-hold chart shows how Centessa Pharmaceuticals performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Centessa Pharmaceuticals Market Price Analysis
Market price analysis indicators help investors to evaluate how Centessa Pharmaceuticals stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Centessa Pharmaceuticals shares will generate the highest return on investment. By understating and applying Centessa Pharmaceuticals stock market price indicators, traders can identify Centessa Pharmaceuticals position entry and exit signals to maximize returns.
Centessa Pharmaceuticals Return and Market Media
The median price of Centessa Pharmaceuticals for the period between Sat, Aug 31, 2024 and Fri, Nov 29, 2024 is 15.88 with a coefficient of variation of 6.9. The daily time series for the period is distributed with a sample standard deviation of 1.09, arithmetic mean of 15.8, and mean deviation of 0.8. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 25000 shares by Weinhoff Gregory M of Centessa Pharmaceuticals at 15.0 subject to Rule 16b-3 | 09/09/2024 |
2 | Disposition of 16619 shares by Weinhoff Gregory M of Centessa Pharmaceuticals at 15.6883 subject to Rule 16b-3 | 09/25/2024 |
3 | Nantahala Capital Management LLC Buys Shares of 450,000 Centessa Pharmaceuticals plc - MarketBeat | 10/01/2024 |
4 | Disposition of 22205 shares by Saha Saurabh of Centessa Pharmaceuticals at 15.801 subject to Rule 16b-3 | 10/21/2024 |
5 | Disposition of 30203 shares by Saha Saurabh of Centessa Pharmaceuticals at 15.6663 subject to Rule 16b-3 | 10/22/2024 |
6 | Disposition of 2592 shares by Saha Saurabh of Centessa Pharmaceuticals at 15.3151 subject to Rule 16b-3 | 10/23/2024 |
7 | Disposition of 11742 shares by Weinhoff Gregory M of Centessa Pharmaceuticals at 15.3831 subject to Rule 16b-3 | 10/25/2024 |
8 | Centessa Pharmaceuticals Reports Financial Results for the Third Quarter of 2024 and Provides Business Update | 11/12/2024 |
9 | Disposition of 32023 shares by Saha Saurabh of Centessa Pharmaceuticals at 18.2812 subject to Rule 16b-3 | 11/13/2024 |
10 | Is Centessa Pharmaceuticals Using Debt Sensibly | 11/14/2024 |
11 | Guggenheim lifts Centessa Pharma stock target, keeps buy on developments | 11/15/2024 |
12 | Disposition of 3511 shares by Saha Saurabh of Centessa Pharmaceuticals at 18.2365 subject to Rule 16b-3 | 11/21/2024 |
13 | Centessa Pharmaceuticals Shares Down 4.5 percent Time to Sell | 11/22/2024 |
14 | Centessa Pharmaceuticals CEO Saha Saurabh sells 5,450 in shares | 11/27/2024 |
About Centessa Pharmaceuticals 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 Centessa or other stocks. Alpha measures the amount that position in Centessa Pharmaceuticals 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) | Current Ratio | 24.15 | 10.27 | 8.0 | 8.74 | Net Debt To EBITDA | 1.37 | 1.53 | 0.26 | 0.25 |
Centessa Pharmaceuticals Upcoming Company Events
As portrayed in its financial statements, the presentation of Centessa Pharmaceuticals' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Centessa Pharmaceuticals' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Centessa Pharmaceuticals' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Centessa Pharmaceuticals. Please utilize our Beneish M Score to check the likelihood of Centessa Pharmaceuticals' management manipulating its earnings.
| 4th of April 2024 Upcoming Quarterly Report | View | |
| 10th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 4th of April 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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Check out Centessa Pharmaceuticals Backtesting, Centessa Pharmaceuticals Valuation, Centessa Pharmaceuticals Correlation, Centessa Pharmaceuticals Hype Analysis, Centessa Pharmaceuticals Volatility, Centessa Pharmaceuticals History and analyze Centessa Pharmaceuticals Performance. You can also try the Portfolio Volatility module to check portfolio volatility and analyze historical return density to properly model market risk.
Centessa Pharmaceuticals 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.