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 (0.0007) | Risk 4.51 | Sharpe Ratio 0.0165 | Expected Return 0.0745 |
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.
Teva |
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 | -0.0007 | 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 17.73 with a coefficient of variation of 13.93. The daily time series for the period is distributed with a sample standard deviation of 2.63, arithmetic mean of 18.88, and mean deviation of 2.51. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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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.
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 | View | |
| 8th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 31st of January 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 Teva Pharma Backtesting, Teva Pharma Valuation, Teva Pharma Correlation, Teva Pharma Hype Analysis, Teva Pharma Volatility, Teva Pharma History and analyze Teva Pharma Performance. You can also try the Top Crypto Exchanges module to search and analyze digital assets across top global cryptocurrency exchanges.
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.