Iterum Therapeutics Plc Stock Alpha and Beta Analysis
| ITRM Stock | USD 1.54 0.06 3.75% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Iterum Therapeutics PLC. It also helps investors analyze the systematic and unsystematic risks associated with investing in Iterum Therapeutics over a specified time horizon. Remember, high Iterum 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 Iterum Therapeutics' market risk premium analysis include:
Beta 0.0838 | Alpha 1.26 | Risk 10.96 | Sharpe Ratio 0.0947 | Expected Return 1.04 |
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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.
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Iterum Therapeutics Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Iterum Therapeutics market risk premium is the additional return an investor will receive from holding Iterum 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 Iterum 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 Iterum Therapeutics' performance over market.| α | 1.26 | β | 0.08 |
Iterum 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 Iterum Therapeutics' Buy-and-hold return. Our buy-and-hold chart shows how Iterum Therapeutics performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Iterum Therapeutics Market Price Analysis
Market price analysis indicators help investors to evaluate how Iterum 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 Iterum Therapeutics shares will generate the highest return on investment. By understating and applying Iterum Therapeutics stock market price indicators, traders can identify Iterum Therapeutics position entry and exit signals to maximize returns.
Iterum Therapeutics Return and Market Media
The median price of Iterum Therapeutics for the period between Sun, Oct 20, 2024 and Sat, Jan 18, 2025 is 1.67 with a coefficient of variation of 26.29. The daily time series for the period is distributed with a sample standard deviation of 0.44, arithmetic mean of 1.66, and mean deviation of 0.35. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Iterum Therapeutics Receives U.S. FDA Approval of ORLYNVAH for the Treatment of Uncomplicated Urinary Tract Infections | 10/25/2024 |
2 | Iterum Therapeutics to Host Morning Conference Call on U.S. FDA Approval of ORLYNVAH for the Treatment of Uncomplicated Urinary Tract Infections | 10/28/2024 |
3 | ITRM - Iterum Therapeutics plc Ordinary Share Latest Stock News Market Updates - StockTitan | 10/29/2024 |
4 | Acquisition by Ahrens Brenton Karl of 113276 shares of Iterum Therapeutics at 0.2 subject to Rule 16b-3 | 11/05/2024 |
5 | A Look at Iterum Therapeuticss Upcoming Earnings Report - Benzinga | 11/13/2024 |
6 | Iterum Therapeutics PLC Q3 2024 Earnings Call Highlights Strategic Moves Amid Financial ... | 11/15/2024 |
7 | Disposition of 36798 shares by Dunne Michael W. of Iterum Therapeutics subject to Rule 16b-3 | 12/09/2024 |
About Iterum 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 Iterum or other stocks. Alpha measures the amount that position in Iterum Therapeutics PLC 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.
| 2024 | 2025 (projected) | Graham Number | 6.6 | 6.27 | Receivables Turnover | 0.0385 | 0.0366 |
Iterum Therapeutics Upcoming Company Events
As portrayed in its financial statements, the presentation of Iterum Therapeutics' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Iterum Therapeutics' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Iterum Therapeutics' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Iterum Therapeutics. Please utilize our Beneish M Score to check the likelihood of Iterum Therapeutics' management manipulating its earnings.
| 21st of March 2024 Upcoming Quarterly Report | View | |
| 10th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 21st of March 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 Iterum Therapeutics Backtesting, Iterum Therapeutics Valuation, Iterum Therapeutics Correlation, Iterum Therapeutics Hype Analysis, Iterum Therapeutics Volatility, Iterum Therapeutics History and analyze Iterum Therapeutics Performance. You can also try the Piotroski F Score module to get Piotroski F Score based on the binary analysis strategy of nine different fundamentals.
Iterum Therapeutics 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.