Livanova Plc Stock Alpha and Beta Analysis
| LIVN Stock | USD 51.75 0.43 0.84% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as LivaNova PLC. It also helps investors analyze the systematic and unsystematic risks associated with investing in LivaNova PLC over a specified time horizon. Remember, high LivaNova PLC'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 LivaNova PLC's market risk premium analysis include:
Beta 0.98 | Alpha 0.0477 | Risk 1.71 | Sharpe Ratio 0.0706 | Expected Return 0.12 |
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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.
LivaNova |
LivaNova PLC Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. LivaNova PLC market risk premium is the additional return an investor will receive from holding LivaNova PLC 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 LivaNova PLC. 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 LivaNova PLC's performance over market.| α | 0.05 | β | 0.98 |
LivaNova PLC 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 LivaNova PLC's Buy-and-hold return. Our buy-and-hold chart shows how LivaNova PLC performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.LivaNova PLC Market Price Analysis
Market price analysis indicators help investors to evaluate how LivaNova PLC stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading LivaNova PLC shares will generate the highest return on investment. By understating and applying LivaNova PLC stock market price indicators, traders can identify LivaNova PLC position entry and exit signals to maximize returns.
LivaNova PLC Return and Market Media
The median price of LivaNova PLC for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 51.75 with a coefficient of variation of 4.11. The daily time series for the period is distributed with a sample standard deviation of 2.1, arithmetic mean of 51.19, and mean deviation of 1.68. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 914 shares by Alex Shvartsburg of LivaNova PLC subject to Rule 16b-3 | 09/06/2024 |
2 | LivaNova NASDAQLIVN investor three-year losses grow to 44 percent as the stock sheds US141m this past week | 09/11/2024 |
3 | Acquisition by Franco Poletti of 1287 shares of LivaNova PLC subject to Rule 16b-3 | 09/13/2024 |
4 | LivaNova Coverage Initiated by Analysts at The Goldman Sachs Group | 10/08/2024 |
5 | LivaNova Is Experiencing Growth In Returns On Capital | 10/31/2024 |
6 | LivaNova PLC Trading Down 4.62 percent on Nov 4 | 11/04/2024 |
7 | Xeltis expands leadership team with appointment of Luc Verhees as Vice President of Clinical Business Development | 11/05/2024 |
8 | Chest Drainage Catheters Market Driven by Advancements in Medical Devices LivaNova PLC, Mediplus, | 11/07/2024 |
9 | Insider Trading | 11/08/2024 |
10 | LivaNova Announces OSPREY Clinical Study Meets Primary Safety and Efficacy Endpoints | 11/11/2024 |
11 | LivaNova to Present at the Stifel, Wolfe, and Piper Sandler Healthcare Conferences | 11/14/2024 |
12 | Disposition of 3357 shares by Franco Poletti of LivaNova PLC at 43.57 subject to Rule 16b-3 | 11/25/2024 |
About LivaNova PLC 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 LivaNova or other stocks. Alpha measures the amount that position in LivaNova 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.
| 2021 | 2022 | 2023 | 2024 (projected) | Days Sales Outstanding | 65.34 | 65.41 | 68.05 | 93.67 | PTB Ratio | 3.42 | 2.46 | 2.18 | 2.08 |
LivaNova PLC Upcoming Company Events
As portrayed in its financial statements, the presentation of LivaNova PLC's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, LivaNova PLC's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of LivaNova PLC's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of LivaNova PLC. Please utilize our Beneish M Score to check the likelihood of LivaNova PLC's management manipulating its earnings.
| 21st of February 2024 Upcoming Quarterly Report | View | |
| 1st of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 21st 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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Check out LivaNova PLC Backtesting, LivaNova PLC Valuation, LivaNova PLC Correlation, LivaNova PLC Hype Analysis, LivaNova PLC Volatility, LivaNova PLC History and analyze LivaNova PLC Performance. To learn how to invest in LivaNova Stock, please use our How to Invest in LivaNova PLC guide.You can also try the Idea Breakdown module to analyze constituents of all Macroaxis ideas. Macroaxis investment ideas are predefined, sector-focused investing themes.
LivaNova PLC 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.