Galmed Pharmaceuticals Stock Alpha and Beta Analysis
| GLMD Stock | USD 2.88 0.17 5.57% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Galmed Pharmaceuticals. It also helps investors analyze the systematic and unsystematic risks associated with investing in Galmed Pharmaceuticals over a specified time horizon. Remember, high Galmed 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 Galmed Pharmaceuticals' market risk premium analysis include:
Beta (1.17) | Alpha 2.91 | Risk 37.77 | Sharpe Ratio 0.0666 | Expected Return 2.52 |
Enterprise Value |
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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.
Galmed |
Galmed Pharmaceuticals Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Galmed Pharmaceuticals market risk premium is the additional return an investor will receive from holding Galmed 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 Galmed 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 Galmed Pharmaceuticals' performance over market.| α | 2.91 | β | -1.17 |
Galmed 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 Galmed Pharmaceuticals' Buy-and-hold return. Our buy-and-hold chart shows how Galmed Pharmaceuticals performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Galmed Pharmaceuticals Market Price Analysis
Market price analysis indicators help investors to evaluate how Galmed 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 Galmed Pharmaceuticals shares will generate the highest return on investment. By understating and applying Galmed Pharmaceuticals stock market price indicators, traders can identify Galmed Pharmaceuticals position entry and exit signals to maximize returns.
Galmed Pharmaceuticals Return and Market Media
The median price of Galmed Pharmaceuticals for the period between Thu, Sep 12, 2024 and Wed, Dec 11, 2024 is 3.64 with a coefficient of variation of 50.03. The daily time series for the period is distributed with a sample standard deviation of 2.14, arithmetic mean of 4.27, and mean deviation of 1.42. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | StockNews.com Begins Coverage on Galmed Pharmaceuticals | 09/18/2024 |
2 | Benzingas Stock Whisper Index 5 Stocks Investors Secretly Monitor But Dont Talk About Yet - Benzinga | 09/20/2024 |
3 | Galmed publishes Results from Aramchol Phase 3 Open Label part in Hepatology | 09/25/2024 |
4 | Galmed Pharmaceuticals Ltd. Sees Large Increase in Short Interest | 10/17/2024 |
5 | Galmed Pharmaceuticals Stock Crosses Below 200 Day Moving Average Time to Sell | 11/15/2024 |
About Galmed 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 Galmed or other stocks. Alpha measures the amount that position in Galmed 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.
| 2023 | 2024 (projected) | Graham Number | 202.0 | 212.1 | Receivables Turnover | 35.96 | 37.76 |
Galmed Pharmaceuticals Upcoming Company Events
As portrayed in its financial statements, the presentation of Galmed Pharmaceuticals' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Galmed Pharmaceuticals' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Galmed Pharmaceuticals' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Galmed Pharmaceuticals. Please utilize our Beneish M Score to check the likelihood of Galmed Pharmaceuticals' management manipulating its earnings.
| 3rd of April 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
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Check out Galmed Pharmaceuticals Backtesting, Galmed Pharmaceuticals Valuation, Galmed Pharmaceuticals Correlation, Galmed Pharmaceuticals Hype Analysis, Galmed Pharmaceuticals Volatility, Galmed Pharmaceuticals History and analyze Galmed Pharmaceuticals Performance. For information on how to trade Galmed Stock refer to our How to Trade Galmed Stock guide.You can also try the Equity Search module to search for actively traded equities including funds and ETFs from over 30 global markets.
Galmed 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.