Atai Life Sciences Stock Alpha and Beta Analysis
| ATAI Stock | USD 1.69 0.01 0.60% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as ATAI Life Sciences. It also helps investors analyze the systematic and unsystematic risks associated with investing in ATAI Life over a specified time horizon. Remember, high ATAI 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 ATAI Life's market risk premium analysis include:
Beta 2.71 | Alpha 0.18 | Risk 5.29 | Sharpe Ratio 0.11 | Expected Return 0.58 |
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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.
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ATAI Life Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. ATAI Life market risk premium is the additional return an investor will receive from holding ATAI 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 ATAI 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 ATAI Life's performance over market.| α | 0.18 | β | 2.71 |
ATAI 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 ATAI Life's Buy-and-hold return. Our buy-and-hold chart shows how ATAI Life performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.ATAI Life Market Price Analysis
Market price analysis indicators help investors to evaluate how ATAI 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 ATAI Life shares will generate the highest return on investment. By understating and applying ATAI Life stock market price indicators, traders can identify ATAI Life position entry and exit signals to maximize returns.
ATAI Life Return and Market Media
The median price of ATAI Life for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 1.22 with a coefficient of variation of 13.02. The daily time series for the period is distributed with a sample standard deviation of 0.16, arithmetic mean of 1.26, and mean deviation of 0.12. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | atai Life Sciences to Participate in the H.C. Wainwright 26th Annual Global Investment Conference | 09/04/2024 |
2 | Acquisition by Florian Brand of 350000 shares of ATAI Life subject to Rule 16b-3 | 09/18/2024 |
3 | Disposition of 4240000 shares by Florian Brand of ATAI Life at 0.37 subject to Rule 16b-3 | 10/04/2024 |
4 | Acquisition by Braunstein Scott of 206000 shares of ATAI Life at 1.34 subject to Rule 16b-3 | 10/28/2024 |
5 | atai Life Sciences Reports Third Quarter 2024 Financial Results and Provides Corporate Updates | 11/13/2024 |
6 | Atai Life Sciences stock target cut, retains buy rating on developments | 11/19/2024 |
About ATAI 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 ATAI or other stocks. Alpha measures the amount that position in ATAI 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) | Current Ratio | 17.92 | 14.43 | 9.22 | 16.29 | Net Debt To EBITDA | 3.01 | 1.3 | 0.71 | 0.68 |
ATAI Life Upcoming Company Events
As portrayed in its financial statements, the presentation of ATAI Life's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, ATAI Life's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of ATAI Life's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of ATAI Life. Please utilize our Beneish M Score to check the likelihood of ATAI Life's management manipulating its earnings.
| 22nd of March 2024 Upcoming Quarterly Report | View | |
| 9th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 22nd of March 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 ATAI Life Backtesting, ATAI Life Valuation, ATAI Life Correlation, ATAI Life Hype Analysis, ATAI Life Volatility, ATAI Life History and analyze ATAI Life Performance. You can also try the Idea Analyzer module to analyze all characteristics, volatility and risk-adjusted return of Macroaxis ideas.
ATAI Life 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.