Karyopharm Therapeutics Stock Alpha and Beta Analysis
| KPTI Stock | USD 0.85 0.03 3.41% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Karyopharm Therapeutics. It also helps investors analyze the systematic and unsystematic risks associated with investing in Karyopharm Therapeutics over a specified time horizon. Remember, high Karyopharm Therapeutics' 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 Karyopharm Therapeutics' market risk premium analysis include:
Beta 1 | Alpha 0.12 | Risk 5.25 | Sharpe Ratio 0.075 | Expected Return 0.39 |
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.
Karyopharm |
Karyopharm Therapeutics Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Karyopharm Therapeutics market risk premium is the additional return an investor will receive from holding Karyopharm Therapeutics 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 Karyopharm Therapeutics. 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 Karyopharm Therapeutics' performance over market.| α | 0.12 | β | 1.00 |
Karyopharm Therapeutics 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 Karyopharm Therapeutics' Buy-and-hold return. Our buy-and-hold chart shows how Karyopharm Therapeutics performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Karyopharm Therapeutics Market Price Analysis
Market price analysis indicators help investors to evaluate how Karyopharm Therapeutics stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Karyopharm Therapeutics shares will generate the highest return on investment. By understating and applying Karyopharm Therapeutics stock market price indicators, traders can identify Karyopharm Therapeutics position entry and exit signals to maximize returns.
Karyopharm Therapeutics Return and Market Media
The median price of Karyopharm Therapeutics for the period between Sun, Sep 1, 2024 and Sat, Nov 30, 2024 is 0.84 with a coefficient of variation of 8.23. The daily time series for the period is distributed with a sample standard deviation of 0.07, arithmetic mean of 0.82, and mean deviation of 0.06. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 3607 shares by Paulson Richard A. of Karyopharm Therapeutics at 0.8793 subject to Rule 16b-3 | 10/04/2024 |
2 | Disposition of 5109 shares by Cheng Sohanya Roshan of Karyopharm Therapeutics at 1.2 subject to Rule 16b-3 | 10/14/2024 |
3 | Antengene Announces XPOVIO Approved for Its Third Indication in South Korea, Bringing Fresh Hope to Patients with MM in the Country | 10/18/2024 |
4 | Karyopharm Reports Third Quarter 2024 Financial Results and Highlights Recent Company Progress | 11/05/2024 |
5 | Karyopharm Therapeutics Inc Q3 2024 Earnings Call Highlights Navigating Growth Amidst ... | 11/06/2024 |
6 | Karyopharm Therapeutics Inc. Just Reported Third-Quarter Earnings Have Analysts Changed Their Mind On The Stock | 11/08/2024 |
7 | Acquisition by Su Zhen of 68000 shares of Karyopharm Therapeutics at 1.28 subject to Rule 16b-3 | 11/13/2024 |
8 | Karyopharm Therapeutics SWOT analysis stock outlook amid pipeline progress | 11/14/2024 |
9 | Disposition of 3592 shares by Paulson Richard A. of Karyopharm Therapeutics at 0.99 subject to Rule 16b-3 | 11/15/2024 |
10 | Karyopharm to Present Selinexor Data at the 66th American Society of Hematology Annual Meeting and Exposition | 11/18/2024 |
11 | Karyopharm Therapeutics SWOT analysis oncology stock faces pivotal trials | 11/25/2024 |
About Karyopharm Therapeutics 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 Karyopharm or other stocks. Alpha measures the amount that position in Karyopharm Therapeutics 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) | Payables Turnover | 2.12 | 1.88 | 1.58 | 1.5 | Days Of Inventory On Hand | 440.53 | 295.75 | 224.75 | 219.24 |
Karyopharm Therapeutics Upcoming Company Events
As portrayed in its financial statements, the presentation of Karyopharm Therapeutics' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Karyopharm Therapeutics' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Karyopharm Therapeutics' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Karyopharm Therapeutics. Please utilize our Beneish M Score to check the likelihood of Karyopharm Therapeutics' management manipulating its earnings.
| 21st of February 2024 Upcoming Quarterly Report | View | |
| 2nd of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 21st of February 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 Karyopharm Therapeutics Backtesting, Karyopharm Therapeutics Valuation, Karyopharm Therapeutics Correlation, Karyopharm Therapeutics Hype Analysis, Karyopharm Therapeutics Volatility, Karyopharm Therapeutics History and analyze Karyopharm Therapeutics Performance. For more detail on how to invest in Karyopharm Stock please use our How to Invest in Karyopharm Therapeutics guide.You can also try the Correlation Analysis module to reduce portfolio risk simply by holding instruments which are not perfectly correlated.
Karyopharm Therapeutics 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.