Replicel Life Sciences Stock Alpha and Beta Analysis
| RP Stock | CAD 0.01 0.00 0.00% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as RepliCel Life Sciences. It also helps investors analyze the systematic and unsystematic risks associated with investing in RepliCel Life over a specified time horizon. Remember, high RepliCel Life'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 RepliCel Life's market risk premium analysis include:
Beta 2.37 | Alpha (1.03) | Risk 21.7 | Sharpe Ratio (0.04) | Expected Return (0.79) |
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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.
RepliCel |
RepliCel Life Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. RepliCel Life market risk premium is the additional return an investor will receive from holding RepliCel Life 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 RepliCel Life. 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 RepliCel Life's performance over market.| α | -1.03 | β | 2.37 |
RepliCel Life 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 RepliCel Life's Buy-and-hold return. Our buy-and-hold chart shows how RepliCel Life performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.RepliCel Life Market Price Analysis
Market price analysis indicators help investors to evaluate how RepliCel Life stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading RepliCel Life shares will generate the highest return on investment. By understating and applying RepliCel Life stock market price indicators, traders can identify RepliCel Life position entry and exit signals to maximize returns.
RepliCel Life Return and Market Media
The median price of RepliCel Life for the period between Fri, Aug 30, 2024 and Thu, Nov 28, 2024 is 0.055 with a coefficient of variation of 49.54. The daily time series for the period is distributed with a sample standard deviation of 0.02, arithmetic mean of 0.04, and mean deviation of 0.02. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | RepliCel Life Sciences Shares Outstanding 65.00 Mil - GuruFocus.com | 11/19/2024 |
About RepliCel Life 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 RepliCel or other stocks. Alpha measures the amount that position in RepliCel Life Sciences 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) | Graham Number | 0.77 | 0.26 | 0.0952 | 0.0904 | Receivables Turnover | 5.78 | 4.3 | 10.0 | 9.5 |
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards RepliCel Life in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, RepliCel Life's short interest history, or implied volatility extrapolated from RepliCel Life options trading.
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Additional Tools for RepliCel Stock Analysis
When running RepliCel Life's price analysis, check to measure RepliCel Life's 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 RepliCel Life is operating at the current time. Most of RepliCel Life's value examination focuses on studying past and present price action to predict the probability of RepliCel Life's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move RepliCel Life's price. Additionally, you may evaluate how the addition of RepliCel Life to your portfolios can decrease your overall portfolio volatility.