Savara Inc Stock Alpha and Beta Analysis
| SVRA Stock | USD 3.36 0.11 3.17% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Savara Inc. It also helps investors analyze the systematic and unsystematic risks associated with investing in Savara over a specified time horizon. Remember, high Savara'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 Savara's market risk premium analysis include:
Beta 1.49 | Alpha (0.47) | Risk 3.67 | Sharpe Ratio (0.08) | Expected Return (0.28) |
Enterprise Value |
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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.
Savara |
Savara Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Savara market risk premium is the additional return an investor will receive from holding Savara 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 Savara. 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 Savara's performance over market.| α | -0.47 | β | 1.49 |
Savara 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 Savara's Buy-and-hold return. Our buy-and-hold chart shows how Savara performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Savara Market Price Analysis
Market price analysis indicators help investors to evaluate how Savara stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Savara shares will generate the highest return on investment. By understating and applying Savara stock market price indicators, traders can identify Savara position entry and exit signals to maximize returns.
Savara Return and Market Media
The median price of Savara for the period between Mon, Sep 2, 2024 and Sun, Dec 1, 2024 is 3.78 with a coefficient of variation of 11.48. The daily time series for the period is distributed with a sample standard deviation of 0.44, arithmetic mean of 3.84, and mean deviation of 0.37. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Acquisition by Mathers Edward T of 333333 shares of Savara at 3.0 subject to Rule 16b-3 | 09/13/2024 |
2 | Acquisition by Pratt Raymond Dennis of 3500 shares of Savara at 1.5434 subject to Rule 16b-3 | 09/20/2024 |
3 | Savara Announces Expanded Access Program for Molgramostim Inhalation Solution for Patients with Autoimmune Pulmonary Alveolar Proteinosis | 09/27/2024 |
4 | Acquisition by Elam Nevan C of 1758 shares of Savara at 0.82 subject to Rule 16b-3 | 10/17/2024 |
5 | Disposition of 381 shares by Anne Erickson of Savara at 3.57 subject to Rule 16b-3 | 10/21/2024 |
6 | Savara Announces the Rare Lung Disease, Autoimmune Pulmonary Alveolar Proteinosis , is Highlighted on a New Episode of The Balancing Act Airing on Lifetime TV | 10/22/2024 |
7 | Disposition of 49950 shares by Pratt Raymond Dennis of Savara at 3.97 subject to Rule 16b-3 | 11/08/2024 |
8 | Jennison Associates LLCs Strategic Acquisition of Savara Inc Shares | 11/13/2024 |
9 | Acquisition by Ramsay David A of 100000 shares of Savara at 2.876 subject to Rule 16b-3 | 11/18/2024 |
10 | Director David Ramsay Acquires 100,000 Shares of Savara Inc | 11/19/2024 |
11 | Independent Director of Savara Picks Up 4.5 percent More Stock | 11/21/2024 |
12 | Savara Announces Encore Presentation of Results from the Phase 3 IMPALA-2 Trial of Molgramostim Inhalation Solution in Patients with Autoimmune Pulmonary Alveol... | 11/22/2024 |
13 | Estimating The Fair Value Of Savara Inc. | 11/25/2024 |
14 | Vestal Point Capital LP Raises Holdings in Savara Inc | 11/29/2024 |
About Savara 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 Savara or other stocks. Alpha measures the amount that position in Savara Inc 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) | Graham Number | 2.52 | 2.39 | Receivables Turnover | 0.14 | 0.13 |
Savara Upcoming Company Events
As portrayed in its financial statements, the presentation of Savara's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Savara's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Savara's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Savara. Please utilize our Beneish M Score to check the likelihood of Savara's management manipulating its earnings.
| 4th of April 2024 Upcoming Quarterly Report | View | |
| 20th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 4th of April 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 Savara Backtesting, Savara Valuation, Savara Correlation, Savara Hype Analysis, Savara Volatility, Savara History and analyze Savara Performance. You can also try the Stocks Directory module to find actively traded stocks across global markets.
Savara 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.