Elanco Animal Health Stock Alpha and Beta Analysis
| ELAN Stock | USD 10.44 0.13 1.26% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Elanco Animal Health. It also helps investors analyze the systematic and unsystematic risks associated with investing in Elanco Animal over a specified time horizon. Remember, high Elanco Animal'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 Elanco Animal's market risk premium analysis include:
Beta 0.89 | Alpha (0.10) | Risk 2.19 | Sharpe Ratio (0.10) | Expected Return (0.23) |
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.
Elanco |
Elanco Animal Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Elanco Animal market risk premium is the additional return an investor will receive from holding Elanco Animal 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 Elanco Animal. 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 Elanco Animal's performance over market.| α | -0.1 | β | 0.89 |
Elanco Animal 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 Elanco Animal's Buy-and-hold return. Our buy-and-hold chart shows how Elanco Animal performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Elanco Animal Market Price Analysis
Market price analysis indicators help investors to evaluate how Elanco Animal stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Elanco Animal shares will generate the highest return on investment. By understating and applying Elanco Animal stock market price indicators, traders can identify Elanco Animal position entry and exit signals to maximize returns.
Elanco Animal Return and Market Media
The median price of Elanco Animal for the period between Sun, Dec 15, 2024 and Sat, Mar 15, 2025 is 11.82 with a coefficient of variation of 5.02. The daily time series for the period is distributed with a sample standard deviation of 0.59, arithmetic mean of 11.67, and mean deviation of 0.47. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Acquisition by Rajeev Modi of 114 shares of Elanco Animal subject to Rule 16b-3 | 12/27/2024 |
2 | Acquisition by Lawrence Kurzius of 4954 shares of Elanco Animal subject to Rule 16b-3 | 12/31/2024 |
3 | Disposition of 351 shares by Mcardle Grace of Elanco Animal at 11.98 subject to Rule 16b-3 | 01/03/2025 |
4 | Acquisition by Jeffrey Simmons of 229 shares of Elanco Animal subject to Rule 16b-3 | 01/28/2025 |
5 | Meet the Faces of Zen Elancos Zenrelia Helps Allergic Dogs Get Back to Normal | 01/30/2025 |
6 | Elanco Animal Health Inc Shares Down 3.82 percent on Feb 14 | 02/14/2025 |
7 | Disposition of 195840 shares by Jeffrey Simmons of Elanco Animal at 11.24 subject to Rule 16b-3 | 02/21/2025 |
8 | Elanco Animal Health Inc Stock Price Down 4.23 percent on Feb 25 | 02/25/2025 |
9 | Q4 2024 Elanco Animal Health Inc Earnings Call Transcript | 02/26/2025 |
10 | UBS Group Cuts Elanco Animal Health Price Target to 17.00 | 02/27/2025 |
11 | Disposition of 7162 shares by David Kinard of Elanco Animal at 11.17 subject to Rule 16b-3 | 02/28/2025 |
12 | Acquisition by Mcardle Grace of 59138 shares of Elanco Animal at 11.31 subject to Rule 16b-3 | 03/03/2025 |
13 | Acquisition by Todd Young of 2000 shares of Elanco Animal subject to Rule 16b-3 | 03/04/2025 |
14 | Tesla To 370 Here Are 10 Top Analyst Forecasts For Thursday | 03/06/2025 |
15 | Acquisition by Lawrence Kurzius of 10000 shares of Elanco Animal at 10.2 subject to Rule 16b-3 | 03/11/2025 |
16 | Are Options Traders Betting on a Big Move in Elanco Animal Health Stock | 03/13/2025 |
About Elanco Animal 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 Elanco or other stocks. Alpha measures the amount that position in Elanco Animal Health 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) | Days Sales Outstanding | 82.78 | 83.46 | 72.85 | 95.72 | PTB Ratio | 0.82 | 1.18 | 0.98 | 1.68 |
Elanco Animal Upcoming Company Events
As portrayed in its financial statements, the presentation of Elanco Animal's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Elanco Animal's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Elanco Animal's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Elanco Animal. Please utilize our Beneish M Score to check the likelihood of Elanco Animal's management manipulating its earnings.
| 20th of February 2024 Upcoming Quarterly Report | View | |
| 14th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 20th 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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Check out Elanco Animal Backtesting, Elanco Animal Valuation, Elanco Animal Correlation, Elanco Animal Hype Analysis, Elanco Animal Volatility, Elanco Animal History and analyze Elanco Animal Performance. You can also try the Portfolio File Import module to quickly import all of your third-party portfolios from your local drive in csv format.
Elanco Animal 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.