Collegium Pharmaceutical Stock Alpha and Beta Analysis
| COLL Stock | USD 30.41 0.41 1.37% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Collegium Pharmaceutical. It also helps investors analyze the systematic and unsystematic risks associated with investing in Collegium Pharmaceutical over a specified time horizon. Remember, high Collegium Pharmaceutical'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 Collegium Pharmaceutical's market risk premium analysis include:
Beta 1.15 | Alpha (0.34) | Risk 2.36 | Sharpe Ratio (0.13) | Expected Return (0.30) |
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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.
Collegium |
Collegium Pharmaceutical Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Collegium Pharmaceutical market risk premium is the additional return an investor will receive from holding Collegium Pharmaceutical 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 Collegium Pharmaceutical. 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 Collegium Pharmaceutical's performance over market.| α | -0.34 | β | 1.15 |
Collegium Pharmaceutical 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 Collegium Pharmaceutical's Buy-and-hold return. Our buy-and-hold chart shows how Collegium Pharmaceutical performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Collegium Pharmaceutical Market Price Analysis
Market price analysis indicators help investors to evaluate how Collegium Pharmaceutical stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Collegium Pharmaceutical shares will generate the highest return on investment. By understating and applying Collegium Pharmaceutical stock market price indicators, traders can identify Collegium Pharmaceutical position entry and exit signals to maximize returns.
Collegium Pharmaceutical Return and Market Media
The median price of Collegium Pharmaceutical for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 37.11 with a coefficient of variation of 8.22. The daily time series for the period is distributed with a sample standard deviation of 2.97, arithmetic mean of 36.14, and mean deviation of 2.36. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 977 shares by Shirley Kuhlmann of Collegium Pharmaceutical at 37.4556 subject to Rule 16b-3 | 09/06/2024 |
2 | Collegium Pharmaceutical Upgraded to Buy Heres Why | 09/09/2024 |
3 | Disposition of 9593 shares by Smith Thomas B of Collegium Pharmaceutical at 36.6225 subject to Rule 16b-3 | 09/13/2024 |
4 | Collegium Pharmaceutical Inc Shares Up 3.08 percent on Oct 11 | 10/11/2024 |
5 | What To Expect From Collegium Pharmaceutical Inc Q3 2024 Earnings | 11/06/2024 |
6 | Collegium Pharmaceutical Q3 Earnings Snapshot | 11/07/2024 |
7 | Is the Options Market Predicting a Spike in Collegium Pharmaceutical Stock | 11/08/2024 |
8 | Collegium Pharmaceutical Inc Stock Price Down 3.67 percent on Nov 12 | 11/12/2024 |
9 | Is Collegium Pharmaceutical a Great Value Stock Right Now | 11/13/2024 |
10 | Rubric Capital Management LP Adjusts Stake in Collegium Pharmaceutical Inc | 11/14/2024 |
11 | Empowered Funds LLC Acquires New Position in Collegium Pharmaceutical, Inc. | 11/18/2024 |
About Collegium Pharmaceutical 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 Collegium or other stocks. Alpha measures the amount that position in Collegium Pharmaceutical 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.
| 2023 | 2024 (projected) | Dividend Yield | 0.0748 | 0.0721 | Price To Sales Ratio | 1.83 | 1.74 |
Collegium Pharmaceutical Upcoming Company Events
As portrayed in its financial statements, the presentation of Collegium Pharmaceutical's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Collegium Pharmaceutical's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Collegium Pharmaceutical's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Collegium Pharmaceutical. Please utilize our Beneish M Score to check the likelihood of Collegium Pharmaceutical's management manipulating its earnings.
| 22nd of February 2024 Upcoming Quarterly Report | View | |
| 2nd 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 |
Build Portfolio with Collegium Pharmaceutical
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Check out Collegium Pharmaceutical Backtesting, Collegium Pharmaceutical Valuation, Collegium Pharmaceutical Correlation, Collegium Pharmaceutical Hype Analysis, Collegium Pharmaceutical Volatility, Collegium Pharmaceutical History and analyze Collegium Pharmaceutical Performance. For more information on how to buy Collegium Stock please use our How to buy in Collegium Stock guide.You can also try the Portfolio Rebalancing module to analyze risk-adjusted returns against different time horizons to find asset-allocation targets.
Collegium Pharmaceutical 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.