Collplant Biotechnologies Stock Alpha and Beta Analysis
| CLGN Stock | USD 4.25 0.01 0.23% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Collplant Biotechnologies. It also helps investors analyze the systematic and unsystematic risks associated with investing in Collplant Biotechnologies over a specified time horizon. Remember, high Collplant Biotechnologies' 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 Collplant Biotechnologies' market risk premium analysis include:
Beta 1.22 | Alpha (0.38) | Risk 3.25 | Sharpe Ratio (0.09) | Expected Return (0.29) |
Enterprise Value |
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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.
Collplant |
Collplant Biotechnologies Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Collplant Biotechnologies market risk premium is the additional return an investor will receive from holding Collplant Biotechnologies 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 Collplant Biotechnologies. 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 Collplant Biotechnologies' performance over market.| α | -0.38 | β | 1.22 |
Collplant Biotechnologies 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 Collplant Biotechnologies' Buy-and-hold return. Our buy-and-hold chart shows how Collplant Biotechnologies performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Collplant Biotechnologies Market Price Analysis
Market price analysis indicators help investors to evaluate how Collplant Biotechnologies stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Collplant Biotechnologies shares will generate the highest return on investment. By understating and applying Collplant Biotechnologies stock market price indicators, traders can identify Collplant Biotechnologies position entry and exit signals to maximize returns.
Collplant Biotechnologies Return and Market Media
The median price of Collplant Biotechnologies for the period between Sat, Aug 31, 2024 and Fri, Nov 29, 2024 is 4.56 with a coefficient of variation of 11.15. The daily time series for the period is distributed with a sample standard deviation of 0.5, arithmetic mean of 4.51, and mean deviation of 0.44. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | CollPlant Biotechnologies Ltd. Short Interest Up 5.3 percent in September | 10/02/2024 |
2 | CollPlant to Report Q3 2024 Earnings on Nov 27 Conference Call Details CLGN Stock News - StockTitan | 11/12/2024 |
3 | What To Expect From CollPlant Biotechnologies Ltd Q3 2024 Earnings | 11/26/2024 |
About Collplant Biotechnologies 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 Collplant or other stocks. Alpha measures the amount that position in Collplant Biotechnologies 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) | Days Sales Outstanding | 6.3 | 10.99 | 13.09 | 12.43 | PTB Ratio | 3.61 | 2.85 | 2.57 | 4.81 |
Collplant Biotechnologies Upcoming Company Events
As portrayed in its financial statements, the presentation of Collplant Biotechnologies' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Collplant Biotechnologies' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Collplant Biotechnologies' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Collplant Biotechnologies. Please utilize our Beneish M Score to check the likelihood of Collplant Biotechnologies' management manipulating its earnings.
| 3rd of April 2024 Upcoming Quarterly Report | View | |
| 22nd of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 3rd of April 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 Collplant Biotechnologies
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Check out Collplant Biotechnologies Backtesting, Collplant Biotechnologies Valuation, Collplant Biotechnologies Correlation, Collplant Biotechnologies Hype Analysis, Collplant Biotechnologies Volatility, Collplant Biotechnologies History and analyze Collplant Biotechnologies Performance. To learn how to invest in Collplant Stock, please use our How to Invest in Collplant Biotechnologies guide.You can also try the Money Flow Index module to determine momentum by analyzing Money Flow Index and other technical indicators.
Collplant Biotechnologies 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.