Protagenic Therapeutics Stock Alpha and Beta Analysis
| PTIX Stock | USD 0.73 0.08 12.31% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Protagenic Therapeutics. It also helps investors analyze the systematic and unsystematic risks associated with investing in Protagenic Therapeutics over a specified time horizon. Remember, high Protagenic 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 Protagenic Therapeutics' market risk premium analysis include:
Beta (1.63) | Alpha 0.55 | Risk 9.17 | Sharpe Ratio 0.0826 | Expected Return 0.76 |
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.
Protagenic |
Protagenic Therapeutics Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Protagenic Therapeutics market risk premium is the additional return an investor will receive from holding Protagenic 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 Protagenic 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 Protagenic Therapeutics' performance over market.| α | 0.55 | β | -1.63 |
Protagenic 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 Protagenic Therapeutics' Buy-and-hold return. Our buy-and-hold chart shows how Protagenic Therapeutics performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Protagenic Therapeutics Market Price Analysis
Market price analysis indicators help investors to evaluate how Protagenic 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 Protagenic Therapeutics shares will generate the highest return on investment. By understating and applying Protagenic Therapeutics stock market price indicators, traders can identify Protagenic Therapeutics position entry and exit signals to maximize returns.
Protagenic Therapeutics Return and Market Media
The median price of Protagenic Therapeutics for the period between Thu, Aug 29, 2024 and Wed, Nov 27, 2024 is 0.62 with a coefficient of variation of 15.17. The daily time series for the period is distributed with a sample standard deviation of 0.1, arithmetic mean of 0.64, and mean deviation of 0.07. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 50000 shares by Ziroyan Robert of Protagenic Therapeutics at 1.0 subject to Rule 16b-3 | 09/05/2024 |
2 | Acquisition by Wright Timothy R of 21250 shares of Protagenic Therapeutics at 1.74 subject to Rule 16b-3 | 09/20/2024 |
3 | 12 Health Care Stocks Moving In Mondays Pre-Market Session - Benzinga | 09/30/2024 |
4 | Protagenic Therapeutics Announces Pricing of Private Placement for Aggregate Gross Proceeds of 1.275 Million | 10/29/2024 |
5 | Protagenic Therapeutics Announces Closing of Private Placement for Aggregate Gross Proceeds of 1.275 Million | 11/05/2024 |
About Protagenic 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 Protagenic or other stocks. Alpha measures the amount that position in Protagenic 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.
| 2023 | 2024 (projected) | Payables Turnover | 0.25 | 0.24 | Days Of Inventory On Hand | 269.53 | 275.1 |
Protagenic Therapeutics Upcoming Company Events
As portrayed in its financial statements, the presentation of Protagenic Therapeutics' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Protagenic Therapeutics' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Protagenic Therapeutics' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Protagenic Therapeutics. Please utilize our Beneish M Score to check the likelihood of Protagenic Therapeutics' management manipulating its earnings.
| 13th of February 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
Build Portfolio with Protagenic Therapeutics
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
Additional Tools for Protagenic Stock Analysis
When running Protagenic Therapeutics' price analysis, check to measure Protagenic Therapeutics' 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 Protagenic Therapeutics is operating at the current time. Most of Protagenic Therapeutics' value examination focuses on studying past and present price action to predict the probability of Protagenic Therapeutics' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Protagenic Therapeutics' price. Additionally, you may evaluate how the addition of Protagenic Therapeutics to your portfolios can decrease your overall portfolio volatility.