Certara Stock Alpha and Beta Analysis
| CERT Stock | USD 10.36 0.59 6.04% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Certara. It also helps investors analyze the systematic and unsystematic risks associated with investing in Certara over a specified time horizon. Remember, high Certara'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 Certara's market risk premium analysis include:
Beta 0.19 | Alpha (0.45) | Risk 2.67 | Sharpe Ratio (0.13) | 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.
Certara |
Certara Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Certara market risk premium is the additional return an investor will receive from holding Certara 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 Certara. 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 Certara's performance over market.| α | -0.45 | β | 0.19 |
Certara 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 Certara's Buy-and-hold return. Our buy-and-hold chart shows how Certara performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Certara Market Price Analysis
Market price analysis indicators help investors to evaluate how Certara stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Certara shares will generate the highest return on investment. By understating and applying Certara stock market price indicators, traders can identify Certara position entry and exit signals to maximize returns.
Certara Return and Market Media
The median price of Certara for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 11.03 with a coefficient of variation of 7.55. The daily time series for the period is distributed with a sample standard deviation of 0.84, arithmetic mean of 11.15, and mean deviation of 0.63. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Acquisition by Richard Traynor of 6651 shares of Certara subject to Rule 16b-3 | 09/06/2024 |
2 | Disposition of 51224 shares by Leif Pedersen of Certara at 11.29 subject to Rule 16b-3 | 09/09/2024 |
3 | Should You Increase Your Holdings in Certara | 09/17/2024 |
4 | Acquisition by Smith Patrick F of 7151 shares of Certara subject to Rule 16b-3 | 10/04/2024 |
5 | Disposition of 5409 shares by Smith Patrick F of Certara at 11.03 subject to Rule 16b-3 | 10/07/2024 |
6 | Certara to Report Third Quarter 2024 Financial Results on November 6th, 2024 | 10/09/2024 |
7 | Certara Appoints John Reynders as New Independent Board Member | 10/16/2024 |
8 | Certara Inc Shares Gap Down to 10.77 on Oct 23 | 10/23/2024 |
9 | Certara to Participate in the Stephens Annual Investment Conference | 10/28/2024 |
10 | Acquisition by Rona Anhalt of 21440 shares of Certara subject to Rule 16b-3 | 10/31/2024 |
11 | Certara Inc Reports Q3 2024 Revenue of 94.8M, GAAP EPS Loss of 0.01, Aligns with Estimates | 11/06/2024 |
12 | Certara Inc Q3 2024 Earnings Call Highlights Strong Revenue Growth and Strategic ... | 11/07/2024 |
13 | Certara Is Reinvesting At Lower Rates Of Return | 11/15/2024 |
14 | CERT Earnings per Share -0.20 - GuruFocus.com | 11/20/2024 |
About Certara 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 Certara or other stocks. Alpha measures the amount that position in Certara 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) | Days Sales Outstanding | 99.9 | 96.57 | 96.06 | 105.69 | PTB Ratio | 4.09 | 2.34 | 2.67 | 2.54 |
Certara Upcoming Company Events
As portrayed in its financial statements, the presentation of Certara's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Certara's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Certara's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Certara. Please utilize our Beneish M Score to check the likelihood of Certara's management manipulating its earnings.
| 6th of March 2024 Upcoming Quarterly Report | View | |
| 13th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 6th 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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Additional Tools for Certara Stock Analysis
When running Certara's price analysis, check to measure Certara'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 Certara is operating at the current time. Most of Certara's value examination focuses on studying past and present price action to predict the probability of Certara's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Certara's price. Additionally, you may evaluate how the addition of Certara to your portfolios can decrease your overall portfolio volatility.