Bioventus Stock Alpha and Beta Analysis
| BVS Stock | USD 11.51 0.10 0.88% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Bioventus. It also helps investors analyze the systematic and unsystematic risks associated with investing in Bioventus over a specified time horizon. Remember, high Bioventus' 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 Bioventus' market risk premium analysis include:
Beta 0.23 | Alpha 0.55 | Risk 3.64 | Sharpe Ratio 0.0808 | Expected Return 0.29 |
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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.
Bioventus |
Bioventus Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Bioventus market risk premium is the additional return an investor will receive from holding Bioventus 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 Bioventus. 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 Bioventus' performance over market.| α | 0.55 | β | 0.23 |
Bioventus 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 Bioventus' Buy-and-hold return. Our buy-and-hold chart shows how Bioventus performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Bioventus Market Price Analysis
Market price analysis indicators help investors to evaluate how Bioventus stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Bioventus shares will generate the highest return on investment. By understating and applying Bioventus stock market price indicators, traders can identify Bioventus position entry and exit signals to maximize returns.
Bioventus Return and Market Media
The median price of Bioventus for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 11.48 with a coefficient of variation of 10.82. The daily time series for the period is distributed with a sample standard deviation of 1.24, arithmetic mean of 11.48, and mean deviation of 0.95. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Disposition of 8886 shares by Dadamio Anthony of Bioventus subject to Rule 16b-3 | 09/06/2024 |
2 | Bravura Solutions Returns On Capital Tell Us There Is Reason To Feel Uneasy | 09/18/2024 |
3 | Are Investors Undervaluing Bravura Solutions Limited By | 10/04/2024 |
4 | Durham public company inks 45M deal to divest business unit | 10/08/2024 |
5 | Are Medical Stocks Lagging ChromaDex This Year | 10/18/2024 |
6 | Bioventus files for 200M mixed securities shelf | 10/25/2024 |
7 | Bioventus Inc Q3 2024 Earnings Report Preview What To Look For | 11/04/2024 |
8 | Bioventus Inc Reports Q3 2024 Earnings Revenue Hits 1 Million, EPS Loss Narrows to 0.07 | 11/05/2024 |
9 | Bioventus Inc Q3 2024 Earnings Call Highlights Strong Revenue Growth and Raised Guidance ... | 11/06/2024 |
10 | Bioventus Price Target Raised to 15.00 | 11/08/2024 |
11 | German toy and games sector hopes for seasonal upswing amid slowdown | 11/20/2024 |
About Bioventus 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 Bioventus or other stocks. Alpha measures the amount that position in Bioventus 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 | 2023 | 2024 (projected) | Dividend Yield | 4.25E-4 | 3.83E-4 | 3.64E-4 | Price To Sales Ratio | 2.0 | 0.64 | 0.61 |
Bioventus Upcoming Company Events
As portrayed in its financial statements, the presentation of Bioventus' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Bioventus' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Bioventus' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Bioventus. Please utilize our Beneish M Score to check the likelihood of Bioventus' management manipulating its earnings.
| 29th of March 2024 Upcoming Quarterly Report | View | |
| 21st of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 29th of March 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with Bioventus
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Additional Tools for Bioventus Stock Analysis
When running Bioventus' price analysis, check to measure Bioventus' 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 Bioventus is operating at the current time. Most of Bioventus' value examination focuses on studying past and present price action to predict the probability of Bioventus' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Bioventus' price. Additionally, you may evaluate how the addition of Bioventus to your portfolios can decrease your overall portfolio volatility.