Teva Pharma Industries Stock Alpha and Beta Analysis

TEVA Stock  USD 16.33  0.13  0.79%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Teva Pharma Industries. It also helps investors analyze the systematic and unsystematic risks associated with investing in Teva Pharma over a specified time horizon. Remember, high Teva Pharma'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 Teva Pharma's market risk premium analysis include:
Beta
(0.60)
Alpha
(0.13)
Risk
4.51
Sharpe Ratio
0.0165
Expected Return
0.0745
Please note that although Teva Pharma alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., Dow Jones Industrial index.) So in this particular case, Teva Pharma did 0.13  worse than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Teva Pharma Industries stock's relative risk over its benchmark. Teva Pharma Industries has a beta of 0.60  . As returns on the market increase, returns on owning Teva Pharma are expected to decrease at a much lower rate. During the bear market, Teva Pharma is likely to outperform the market. At present, Teva Pharma's Book Value Per Share is projected to decrease significantly based on the last few years of reporting. The current year's Enterprise Value Over EBITDA is expected to grow to 67.62, whereas Tangible Book Value Per Share is projected to grow to (11.61).

Enterprise Value

34.17 Billion

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.
  
Check out Teva Pharma Backtesting, Teva Pharma Valuation, Teva Pharma Correlation, Teva Pharma Hype Analysis, Teva Pharma Volatility, Teva Pharma History and analyze Teva Pharma Performance.

Teva Pharma Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Teva Pharma market risk premium is the additional return an investor will receive from holding Teva Pharma 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 Teva Pharma. 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 Teva Pharma's performance over market.
α-0.13   β-0.6

Teva Pharma 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 Teva Pharma's Buy-and-hold return. Our buy-and-hold chart shows how Teva Pharma performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Teva Pharma Market Price Analysis

Market price analysis indicators help investors to evaluate how Teva Pharma stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Teva Pharma shares will generate the highest return on investment. By understating and applying Teva Pharma stock market price indicators, traders can identify Teva Pharma position entry and exit signals to maximize returns.

Teva Pharma Return and Market Media

The median price of Teva Pharma for the period between Sun, Dec 15, 2024 and Sat, Mar 15, 2025 is 17.45 with a coefficient of variation of 13.56. The daily time series for the period is distributed with a sample standard deviation of 2.54, arithmetic mean of 18.75, and mean deviation of 2.39. The Stock received a lot of media exposure during the period.
 Price Growth (%)  
       Timeline  
1
Acquisition by Eliyahu Kalif of 183169 shares of Teva Pharma subject to Rule 16b-3
01/28/2025
2
Spotlight on Teva Pharmaceutical Indus Analyzing the Surge in Options Activity
02/10/2025
3
Disposition of 161655 shares by Richard Francis of Teva Pharma subject to Rule 16b-3
02/14/2025
4
Teva to Host Conference Call on February 24, 2025 to Discuss New Data Presented for Duvakitug Positive Phase 2b results at the 20th Annual Congress of the Europ...
02/18/2025
5
Teva and Medincell Announce FDA Acceptance of Supplemental New Drug Application for UZEDY Extended-Release Injectable Suspension as a Treatment for Patients wit...
02/25/2025
6
2025 Community Routes Access to Mental Health Care Grants Awarded to Clinics in Alabama, ...
02/27/2025
7
Disposition of 55750 shares by Eliyahu Kalif of Teva Pharma at 16.2056 subject to Rule 16b-3
02/28/2025
8
Teva to Present at Barclays Global Healthcare Conference and Leerink Partners Global Healthcare Conferences in March
03/03/2025
9
Teva Pharmaceutical Industries Ltd Shares Gap Down to 15.42 on Mar 4
03/04/2025
10
Acetylcholine Receptor Antagonists Clinical Trial Pipeline Appears Robust With 30 Key Pharma Companies Actively Working in the Therapeutics Segment DelveInsight
03/06/2025
11
Disposition of 21108 shares by Tal Zaks of Teva Pharma subject to Rule 16b-3
03/07/2025
12
Can Institutional Shifts Redefine Pharma Performance
03/10/2025

About Teva Pharma 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 Teva or other stocks. Alpha measures the amount that position in Teva Pharma Industries 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.
 2024 2025 (projected)
Dividend Yield0.0043380.004121
Price To Sales Ratio1.531.45

Teva Pharma Upcoming Company Events

As portrayed in its financial statements, the presentation of Teva Pharma's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Teva Pharma's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Teva Pharma's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Teva Pharma. Please utilize our Beneish M Score to check the likelihood of Teva Pharma's management manipulating its earnings.
31st of January 2024
Upcoming Quarterly Report
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8th of May 2024
Next Financial Report
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31st of December 2023
Next Fiscal Quarter End
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31st of January 2024
Next Fiscal Year End
View
30th of September 2023
Last Quarter Report
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31st of December 2022
Last Financial Announcement
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When determining whether Teva Pharma Industries offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Teva Pharma's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Teva Pharma Industries Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Teva Pharma Industries Stock:
Teva Pharma 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.
A focus of Teva Pharma technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Teva Pharma trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...