Amicus Therapeutics Stock Alpha and Beta Analysis
| FOLD Stock | USD 8.90 0.09 1.02% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Amicus Therapeutics. It also helps investors analyze the systematic and unsystematic risks associated with investing in Amicus Therapeutics over a specified time horizon. Remember, high Amicus Therapeutics' 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 Amicus Therapeutics' market risk premium analysis include:
Beta 0.78 | Alpha (0.03) | Risk 1.67 | Sharpe Ratio (0.1) | Expected Return (0.16) |
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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.
Amicus |
Amicus Therapeutics Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Amicus Therapeutics market risk premium is the additional return an investor will receive from holding Amicus Therapeutics 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 Amicus Therapeutics. 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 Amicus Therapeutics' performance over market.| α | -0.03 | β | 0.78 |
Amicus Therapeutics 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 Amicus Therapeutics' Buy-and-hold return. Our buy-and-hold chart shows how Amicus Therapeutics performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Amicus Therapeutics Market Price Analysis
Market price analysis indicators help investors to evaluate how Amicus Therapeutics stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Amicus Therapeutics shares will generate the highest return on investment. By understating and applying Amicus Therapeutics stock market price indicators, traders can identify Amicus Therapeutics position entry and exit signals to maximize returns.
Amicus Therapeutics Return and Market Media
The median price of Amicus Therapeutics for the period between Sat, Dec 14, 2024 and Fri, Mar 14, 2025 is 9.56 with a coefficient of variation of 3.54. The daily time series for the period is distributed with a sample standard deviation of 0.34, arithmetic mean of 9.48, and mean deviation of 0.27. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Disposition of 3127 shares by Castelli Jeff of Amicus Therapeutics at 9.41 subject to Rule 16b-3 | 01/03/2025 |
2 | Acquisition by Castelli Jeff of 83073 shares of Amicus Therapeutics subject to Rule 16b-3 | 01/07/2025 |
3 | Amicus Therapeutics shareholders have endured a 26 percent loss from investing in the stock a year ago | 01/27/2025 |
4 | Acquisition by Campbell Bradley L of 482908 shares of Amicus Therapeutics at 9.41 subject to Rule 16b-3 | 01/30/2025 |
5 | Disposition of 28584 shares by Ellen Rosenberg of Amicus Therapeutics at 9.57 subject to Rule 16b-3 | 02/11/2025 |
6 | Disposition of 10005 shares by Castelli Jeff of Amicus Therapeutics at 13.65 subject to Rule 16b-3 | 02/14/2025 |
7 | Amicus Therapeutics beats FY topline estimates | 02/19/2025 |
8 | Amicus Therapeutics Full Year 2024 Earnings EPS Beats Expectations | 02/21/2025 |
9 | United Therapeutics Stock Down Despite Q4 Earnings Sales Beat | 02/26/2025 |
10 | Amicus Therapeutics to Present at Upcoming Investor Conferences in March 2025 | 02/27/2025 |
11 | Acquisition by David Clark of 125430 shares of Amicus Therapeutics at 9.41 subject to Rule 16b-3 | 03/04/2025 |
12 | In NCLA Amicus Win, D.C. Circuit Recognizes President Trumps Right to Fire Principal Officer | 03/06/2025 |
13 | Amicus Therapeutics stock hits 52-week low at 8.78 By Investing.com - Investing.com Canada | 03/10/2025 |
14 | Amicus Therapeutics, Inc. Among the Stocks Under 10 With High Upside Potential | 03/12/2025 |
About Amicus Therapeutics 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 Amicus or other stocks. Alpha measures the amount that position in Amicus Therapeutics 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 | 2.5 | 2.47 | 4.09 | 2.98 | Days Of Inventory On Hand | 225.21 | 583.75 | 818.91 | 532.3 |
Amicus Therapeutics Upcoming Company Events
As portrayed in its financial statements, the presentation of Amicus Therapeutics' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Amicus Therapeutics' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Amicus Therapeutics' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Amicus Therapeutics. Please utilize our Beneish M Score to check the likelihood of Amicus Therapeutics' management manipulating its earnings.
| 6th of March 2024 Upcoming Quarterly Report | View | |
| 8th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 6th of March 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 Amicus Therapeutics Backtesting, Amicus Therapeutics Valuation, Amicus Therapeutics Correlation, Amicus Therapeutics Hype Analysis, Amicus Therapeutics Volatility, Amicus Therapeutics History and analyze Amicus Therapeutics Performance. For information on how to trade Amicus Stock refer to our How to Trade Amicus Stock guide.You can also try the Price Transformation module to use Price Transformation models to analyze the depth of different equity instruments across global markets.
Amicus Therapeutics 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.