Genenta Science Spa Stock Alpha and Beta Analysis
| GNTA Stock | USD 5.18 0.01 0.19% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Genenta Science SpA. It also helps investors analyze the systematic and unsystematic risks associated with investing in Genenta Science over a specified time horizon. Remember, high Genenta Science'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 Genenta Science's market risk premium analysis include:
Beta 0.74 | Alpha 0.41 | Risk 6.4 | Sharpe Ratio 0.098 | Expected Return 0.63 |
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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.
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Genenta Science Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Genenta Science market risk premium is the additional return an investor will receive from holding Genenta Science 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 Genenta Science. 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 Genenta Science's performance over market.| α | 0.41 | β | 0.74 |
Genenta Science 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 Genenta Science's Buy-and-hold return. Our buy-and-hold chart shows how Genenta Science performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Genenta Science Market Price Analysis
Market price analysis indicators help investors to evaluate how Genenta Science stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Genenta Science shares will generate the highest return on investment. By understating and applying Genenta Science stock market price indicators, traders can identify Genenta Science position entry and exit signals to maximize returns.
Genenta Science Return and Market Media
The median price of Genenta Science for the period between Fri, Sep 13, 2024 and Thu, Dec 12, 2024 is 4.99 with a coefficient of variation of 14.32. The daily time series for the period is distributed with a sample standard deviation of 0.69, arithmetic mean of 4.85, and mean deviation of 0.54. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | AlTi Global Inc. Acquires Shares of 200,288 Genenta Science S.p.A. - MarketBeat | 09/26/2024 |
2 | Genenta Secures Approval for Innovative Trial for Metastatic Renal Cell Cancer | 10/02/2024 |
3 | Genenta Science S.p.A.s market cap rose US46m last week individual investors who hold 55 percent profited and so did insiders | 10/11/2024 |
4 | Genenta Science S.p.A. Quarterly 10-Q Report - Quartzy | 11/12/2024 |
5 | Genenta Science Shares Down 4.9 percent - Whats Next - MarketBeat | 11/20/2024 |
6 | Acquisition by Driscoll Martin J of 4999 shares of Genenta Science at 0.25 subject to Rule 16b-3 | 12/02/2024 |
7 | Technical Data - Stock Traders Daily | 12/10/2024 |
About Genenta Science 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 Genenta or other stocks. Alpha measures the amount that position in Genenta Science SpA 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) | PB Ratio | 4.52 | 3.0 | 3.99 | 6.97 | Capex To Depreciation | 1.84 | 4.41 | 0.32 | 0.31 |
Genenta Science Upcoming Company Events
As portrayed in its financial statements, the presentation of Genenta Science's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Genenta Science's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Genenta Science's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Genenta Science. Please utilize our Beneish M Score to check the likelihood of Genenta Science's management manipulating its earnings.
| 24th of April 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 24th 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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Align your risk with return expectations
Check out Genenta Science Backtesting, Genenta Science Valuation, Genenta Science Correlation, Genenta Science Hype Analysis, Genenta Science Volatility, Genenta Science History and analyze Genenta Science Performance. You can also try the Global Markets Map module to get a quick overview of global market snapshot using zoomable world map. Drill down to check world indexes.
Genenta Science 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.