Scilex Holding Stock Alpha and Beta Analysis
| SCLXW Stock | 0.27 0.01 3.85% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Scilex Holding. It also helps investors analyze the systematic and unsystematic risks associated with investing in Scilex Holding over a specified time horizon. Remember, high Scilex Holding'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 Scilex Holding's market risk premium analysis include:
Beta 5.37 | Alpha 0.25 | Risk 17.31 | Sharpe Ratio 0.0555 | Expected Return 0.96 |
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.
Scilex |
Scilex Holding Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Scilex Holding market risk premium is the additional return an investor will receive from holding Scilex Holding 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 Scilex Holding. 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 Scilex Holding's performance over market.| α | 0.25 | β | 5.37 |
Scilex Holding 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 Scilex Holding's Buy-and-hold return. Our buy-and-hold chart shows how Scilex Holding performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Scilex Holding Market Price Analysis
Market price analysis indicators help investors to evaluate how Scilex Holding stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Scilex Holding shares will generate the highest return on investment. By understating and applying Scilex Holding stock market price indicators, traders can identify Scilex Holding position entry and exit signals to maximize returns.
Scilex Holding Return and Market Media
The median price of Scilex Holding for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 0.29 with a coefficient of variation of 18.13. The daily time series for the period is distributed with a sample standard deviation of 0.05, arithmetic mean of 0.29, and mean deviation of 0.04. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Scilex Holding Stock Quotes, Forecast and News Summary - Benzinga | 09/10/2024 |
2 | Scilex Holding Company Announces that the U.S. Bankruptcy - GlobeNewswire | 09/26/2024 |
3 | Acquisition by Henry Ji of 200000 shares of Scilex Holding at 1.41 subject to Rule 16b-3 | 09/30/2024 |
4 | Scilex Holding Secures 50M for Debt Restructuring and Growth - TipRanks | 10/08/2024 |
5 | Scilex Holding Company, Following its Prior Announcement of - GlobeNewswire | 10/29/2024 |
6 | Scilex Holding Company Announces Receipt of Notice from Nasdaq - Yahoo Finance | 11/22/2024 |
About Scilex Holding 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 Scilex or other stocks. Alpha measures the amount that position in Scilex Holding 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) | Payables Turnover | 0.85 | 1.28 | 0.38 | 0.55 | Days Of Inventory On Hand | 257.33 | 46.58 | 98.09 | 164.03 |
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 Scilex Holding 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, Scilex Holding's short interest history, or implied volatility extrapolated from Scilex Holding options trading.
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Additional Tools for Scilex Stock Analysis
When running Scilex Holding's price analysis, check to measure Scilex Holding'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 Scilex Holding is operating at the current time. Most of Scilex Holding's value examination focuses on studying past and present price action to predict the probability of Scilex Holding's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Scilex Holding's price. Additionally, you may evaluate how the addition of Scilex Holding to your portfolios can decrease your overall portfolio volatility.