Biohaven Pharmaceutical Holding Stock Alpha and Beta Analysis
| BHVN Stock | USD 46.01 0.37 0.80% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Biohaven Pharmaceutical Holding. It also helps investors analyze the systematic and unsystematic risks associated with investing in Biohaven Pharmaceutical over a specified time horizon. Remember, high Biohaven Pharmaceutical'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 Biohaven Pharmaceutical's market risk premium analysis include:
Beta 0.91 | Alpha 0.11 | Risk 3.52 | Sharpe Ratio 0.0999 | Expected Return 0.35 |
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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.
Biohaven |
Biohaven Pharmaceutical Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Biohaven Pharmaceutical market risk premium is the additional return an investor will receive from holding Biohaven Pharmaceutical 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 Biohaven Pharmaceutical. 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 Biohaven Pharmaceutical's performance over market.| α | 0.11 | β | 0.91 |
Biohaven Pharmaceutical 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 Biohaven Pharmaceutical's Buy-and-hold return. Our buy-and-hold chart shows how Biohaven Pharmaceutical performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Biohaven Pharmaceutical Market Price Analysis
Market price analysis indicators help investors to evaluate how Biohaven Pharmaceutical stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Biohaven Pharmaceutical shares will generate the highest return on investment. By understating and applying Biohaven Pharmaceutical stock market price indicators, traders can identify Biohaven Pharmaceutical position entry and exit signals to maximize returns.
Biohaven Pharmaceutical Return and Market Media
The median price of Biohaven Pharmaceutical for the period between Mon, Sep 2, 2024 and Sun, Dec 1, 2024 is 48.66 with a coefficient of variation of 12.22. The daily time series for the period is distributed with a sample standard deviation of 5.72, arithmetic mean of 46.85, and mean deviation of 4.84. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Acquisition by Michael Heffernan of 4119 shares of Biohaven Pharmaceutical at 4.84 subject to Rule 16b-3 | 09/13/2024 |
2 | Acquisition by Gregory Bailey of 5000 shares of Biohaven Pharmaceutical at 44.1932 subject to Rule 16b-3 | 09/24/2024 |
3 | BioAge prices 198M IPO, validating pivot to obesity drug research | 09/25/2024 |
4 | Biohaven director Childs buys shares worth nearly 1 million | 10/03/2024 |
5 | As a Billionaire Activist Takes a Stake, Is Now the Time to Buy Pfizer Stock | 10/09/2024 |
6 | Vanguard Group Incs Strategic Acquisition in Biohaven Ltd | 11/05/2024 |
7 | Biohaven Price Target Raised to 75.00 | 11/13/2024 |
8 | Biohaven Releases Earnings Results, Misses Estimates By 0.03 EPS | 11/14/2024 |
9 | Acquisition by John Childs of 16592 shares of Biohaven Pharmaceutical at 38.8 subject to Rule 16b-3 | 11/20/2024 |
10 | Biohaven Provides Update on Taldefgrobep Alfa Development Program for Spinal Muscular Atrophy and Obesity | 11/25/2024 |
About Biohaven Pharmaceutical 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 Biohaven or other stocks. Alpha measures the amount that position in Biohaven Pharmaceutical 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 | 27.84 | 17.61 | Receivables Turnover | 42.0 | 37.34 |
Biohaven Pharmaceutical Upcoming Company Events
As portrayed in its financial statements, the presentation of Biohaven Pharmaceutical's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Biohaven Pharmaceutical's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Biohaven Pharmaceutical's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Biohaven Pharmaceutical. Please utilize our Beneish M Score to check the likelihood of Biohaven Pharmaceutical's management manipulating its earnings.
| 28th of March 2024 Upcoming Quarterly Report | View | |
| 10th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 28th 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 Biohaven Pharmaceutical Backtesting, Biohaven Pharmaceutical Valuation, Biohaven Pharmaceutical Correlation, Biohaven Pharmaceutical Hype Analysis, Biohaven Pharmaceutical Volatility, Biohaven Pharmaceutical History and analyze Biohaven Pharmaceutical Performance. You can also try the Technical Analysis module to check basic technical indicators and analysis based on most latest market data.
Biohaven Pharmaceutical 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.