Verrica Pharmaceuticals Stock Alpha and Beta Analysis
| VRCA Stock | USD 1.00 0.01 1.01% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Verrica Pharmaceuticals. It also helps investors analyze the systematic and unsystematic risks associated with investing in Verrica Pharmaceuticals over a specified time horizon. Remember, high Verrica Pharmaceuticals' 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 Verrica Pharmaceuticals' market risk premium analysis include:
Beta 0.86 | Alpha (1.17) | Risk 9.45 | Sharpe Ratio (0.1) | Expected Return (0.90) |
Enterprise Value |
|
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.
Verrica |
Verrica Pharmaceuticals Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Verrica Pharmaceuticals market risk premium is the additional return an investor will receive from holding Verrica Pharmaceuticals 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 Verrica Pharmaceuticals. 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 Verrica Pharmaceuticals' performance over market.| α | -1.17 | β | 0.86 |
Verrica Pharmaceuticals 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 Verrica Pharmaceuticals' Buy-and-hold return. Our buy-and-hold chart shows how Verrica Pharmaceuticals performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Verrica Pharmaceuticals Market Price Analysis
Market price analysis indicators help investors to evaluate how Verrica Pharmaceuticals stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Verrica Pharmaceuticals shares will generate the highest return on investment. By understating and applying Verrica Pharmaceuticals stock market price indicators, traders can identify Verrica Pharmaceuticals position entry and exit signals to maximize returns.
Verrica Pharmaceuticals Return and Market Media
The median price of Verrica Pharmaceuticals for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 1.53 with a coefficient of variation of 32.75. The daily time series for the period is distributed with a sample standard deviation of 0.51, arithmetic mean of 1.57, and mean deviation of 0.4. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Acquisition by Prygocki Mark A Sr of 20000 shares of Verrica Pharmaceuticals at 8.78 subject to Rule 16b-3 | 09/10/2024 |
2 | Disposition of 2675611 shares by Manning Paul B of Verrica Pharmaceuticals subject to Rule 16b-3 | 09/19/2024 |
3 | Verrica Pharmaceuticals CFO resigns to pursue new opportunity - Investing.com | 09/27/2024 |
4 | Verrica Pharmaceuticals to lay off about half of its staff in restructuring | 10/02/2024 |
5 | Verrica downgraded to hold by Needham, cash position cited | 10/03/2024 |
6 | Verrica Pharmaceuticals Strives for Nasdaq Compliance - TipRanks | 10/08/2024 |
7 | Verrica Pharmaceuticals Price Target Lowered to 10.00 at TD Cowen | 10/21/2024 |
8 | Insider Trading | 11/05/2024 |
9 | This Super Micro Computer Analyst Turns Bearish Here Are Top 5 Upgrades For Wednesday | 11/06/2024 |
10 | Verrica Announces Pricing of 42.0 Million Public Offering | 11/21/2024 |
About Verrica Pharmaceuticals 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 Verrica or other stocks. Alpha measures the amount that position in Verrica Pharmaceuticals 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 | 3.81 | 4.61 | Receivables Turnover | 1.16 | 1.1 |
Verrica Pharmaceuticals Upcoming Company Events
As portrayed in its financial statements, the presentation of Verrica Pharmaceuticals' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Verrica Pharmaceuticals' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Verrica Pharmaceuticals' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Verrica Pharmaceuticals. Please utilize our Beneish M Score to check the likelihood of Verrica Pharmaceuticals' management manipulating its earnings.
| 4th of March 2024 Upcoming Quarterly Report | View | |
| 14th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 4th of March 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with Verrica Pharmaceuticals
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Check out Verrica Pharmaceuticals Backtesting, Verrica Pharmaceuticals Valuation, Verrica Pharmaceuticals Correlation, Verrica Pharmaceuticals Hype Analysis, Verrica Pharmaceuticals Volatility, Verrica Pharmaceuticals History and analyze Verrica Pharmaceuticals Performance. For information on how to trade Verrica Stock refer to our How to Trade Verrica Stock guide.You can also try the ETFs module to find actively traded Exchange Traded Funds (ETF) from around the world.
Verrica Pharmaceuticals 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.