Aclaris Therapeutics Stock Alpha and Beta Analysis
| ACRS Stock | USD 3.82 0.19 5.23% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Aclaris Therapeutics. It also helps investors analyze the systematic and unsystematic risks associated with investing in Aclaris Therapeutics over a specified time horizon. Remember, high Aclaris 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 Aclaris Therapeutics' market risk premium analysis include:
Beta (0.49) | Alpha 2.26 | Risk 10.58 | Sharpe Ratio 0.22 | Expected Return 2.38 |
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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.
Aclaris |
Aclaris Therapeutics Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Aclaris Therapeutics market risk premium is the additional return an investor will receive from holding Aclaris 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 Aclaris 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 Aclaris Therapeutics' performance over market.| α | 2.26 | β | -0.49 |
Aclaris 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 Aclaris Therapeutics' Buy-and-hold return. Our buy-and-hold chart shows how Aclaris Therapeutics performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Aclaris Therapeutics Market Price Analysis
Market price analysis indicators help investors to evaluate how Aclaris 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 Aclaris Therapeutics shares will generate the highest return on investment. By understating and applying Aclaris Therapeutics stock market price indicators, traders can identify Aclaris Therapeutics position entry and exit signals to maximize returns.
Aclaris Therapeutics Return and Market Media
The median price of Aclaris Therapeutics for the period between Sat, Aug 31, 2024 and Fri, Nov 29, 2024 is 1.19 with a coefficient of variation of 53.4. The daily time series for the period is distributed with a sample standard deviation of 0.93, arithmetic mean of 1.74, and mean deviation of 0.72. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Aclaris Therapeutics Announces First Patient Dosed in Phase 2a Clinical Trial of ATI-2138, an Investigational Oral Covalent ITKJAK3 Inhibitor for the Treatment ... | 09/17/2024 |
2 | Disposition of 9467 shares by Walker Neal of Aclaris Therapeutics subject to Rule 16b-3 | 10/01/2024 |
3 | Citadel Advisors LLC Adjusts Position in Aclaris Therapeutics Inc | 11/15/2024 |
4 | Aclaris Therapeutics Announces Exclusive, Global License Agreement with Biosion, Inc., adding Potential Best-in-Class Biologics Assets to Pipeline | 11/18/2024 |
5 | Aclaris stock boosted by BTIG on transformative AD drug acquisition and outlook | 11/19/2024 |
6 | Aclaris Therapeutics director acquires 1.5 million in stock | 11/20/2024 |
7 | Acquisition by Leonard Braden Michael of 206025 shares of Aclaris Therapeutics at 1.2443 subject to Rule 16b-3 | 11/21/2024 |
8 | Aclaris Therapeutics to Participate in the Piper Sandler 36th Annual Healthcare Conference | 11/26/2024 |
About Aclaris 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 Aclaris or other stocks. Alpha measures the amount that position in Aclaris 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.
| 2021 | 2022 | 2023 | 2024 (projected) | Net Debt To EBITDA | 0.41 | 0.53 | 0.34 | 0.32 | Intangibles To Total Assets | 0.0281 | 0.0274 | 0.001363 | 0.001295 |
Aclaris Therapeutics Upcoming Company Events
As portrayed in its financial statements, the presentation of Aclaris Therapeutics' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Aclaris Therapeutics' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Aclaris Therapeutics' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Aclaris Therapeutics. Please utilize our Beneish M Score to check the likelihood of Aclaris Therapeutics' management manipulating its earnings.
| 22nd of February 2024 Upcoming Quarterly Report | View | |
| 13th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 22nd of February 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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Additional Tools for Aclaris Stock Analysis
When running Aclaris Therapeutics' price analysis, check to measure Aclaris Therapeutics' market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Aclaris Therapeutics is operating at the current time. Most of Aclaris Therapeutics' value examination focuses on studying past and present price action to predict the probability of Aclaris Therapeutics' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Aclaris Therapeutics' price. Additionally, you may evaluate how the addition of Aclaris Therapeutics to your portfolios can decrease your overall portfolio volatility.