Roivant Sciences Stock Alpha and Beta Analysis
| ROIV Stock | USD 12.53 0.71 6.01% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Roivant Sciences. It also helps investors analyze the systematic and unsystematic risks associated with investing in Roivant Sciences over a specified time horizon. Remember, high Roivant Sciences' 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 Roivant Sciences' market risk premium analysis include:
Beta 0.82 | Alpha 0.0118 | Risk 1.75 | Sharpe Ratio 0.0585 | Expected Return 0.1 |
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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.
Roivant |
Roivant Sciences Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Roivant Sciences market risk premium is the additional return an investor will receive from holding Roivant Sciences 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 Roivant Sciences. 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 Roivant Sciences' performance over market.| α | 0.01 | β | 0.82 |
Roivant Sciences 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 Roivant Sciences' Buy-and-hold return. Our buy-and-hold chart shows how Roivant Sciences performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Roivant Sciences Market Price Analysis
Market price analysis indicators help investors to evaluate how Roivant Sciences stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Roivant Sciences shares will generate the highest return on investment. By understating and applying Roivant Sciences stock market price indicators, traders can identify Roivant Sciences position entry and exit signals to maximize returns.
Roivant Sciences Return and Market Media
The median price of Roivant Sciences for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 11.8 with a coefficient of variation of 2.58. The daily time series for the period is distributed with a sample standard deviation of 0.3, arithmetic mean of 11.78, and mean deviation of 0.23. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Disposition of 96950 shares by Venker Eric of Roivant Sciences at 10.92 subject to Rule 16b-3 | 08/30/2024 |
2 | Roivant Unveils New Pipeline Program Mosliciguat, A Potential First-In-Class and Best-In-Category Inhaled Once-Daily Soluble Guanylate Cyclase Activator | 09/10/2024 |
3 | Disposition of 894 shares by Fitzgerald Meghan of Roivant Sciences at 12.12 subject to Rule 16b-3 | 09/12/2024 |
4 | Disposition of 10945 shares by Venker Eric of Roivant Sciences at 11.97 subject to Rule 16b-3 | 09/20/2024 |
5 | Disposition of 250000 shares by Rakhi Kumar of Roivant Sciences at 11.89 subject to Rule 16b-3 | 09/23/2024 |
6 | Disposition of 577186 shares by Gold Daniel Allen of Roivant Sciences at 11.625 subject to Rule 16b-3 | 09/24/2024 |
7 | Disposition of 876000 shares by Gold Daniel Allen of Roivant Sciences at 11.82 subject to Rule 16b-3 | 09/26/2024 |
8 | Disposition of 2340 shares by Richard Pulik of Roivant Sciences at 11.48 subject to Rule 16b-3 | 09/27/2024 |
9 | Roivant Sciences High-Growth UK Stock with Innovative Drug Development Model | 10/17/2024 |
10 | Disposition of 10945 shares by Matthew Gline of Roivant Sciences at 11.92 subject to Rule 16b-3 | 10/18/2024 |
11 | Disposition of 100000 shares by Venker Eric of Roivant Sciences at 11.65 subject to Rule 16b-3 | 10/21/2024 |
12 | OrganonDermavantVTAMA1 | 10/29/2024 |
13 | Vanguard Group Incs Strategic Acquisition in Roivant Sciences Ltd | 11/05/2024 |
14 | Roivant Sciences Ltd Q2 2025 Earnings Report Preview What To Expect | 11/11/2024 |
15 | FMR LLC Bolsters Stake in Roivant Sciences Ltd | 11/13/2024 |
16 | Rubric Capital Management LP Adjusts Stake in BGC Group Inc | 11/14/2024 |
17 | Andreas Halvorsens Recent Transaction in Roivant Sciences Ltd | 11/15/2024 |
18 | Roivant Sciences Shareholders Should Assess Earnings With Caution | 11/19/2024 |
19 | Disposition of 10945 shares by Venker Eric of Roivant Sciences at 11.49 subject to Rule 16b-3 | 11/20/2024 |
About Roivant Sciences 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 Roivant or other stocks. Alpha measures the amount that position in Roivant 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) | Days Sales Outstanding | 44.44 | 224.22 | 242.21 | 128.87 | PTB Ratio | 2.0 | 4.54 | 1.37 | 2.04 |
Roivant Sciences Upcoming Company Events
As portrayed in its financial statements, the presentation of Roivant Sciences' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Roivant Sciences' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Roivant Sciences' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Roivant Sciences. Please utilize our Beneish M Score to check the likelihood of Roivant Sciences' management manipulating its earnings.
| 12th of February 2024 Upcoming Quarterly Report | View | |
| 26th of June 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 26th of June 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of March 2023 Last Financial Announcement | View |
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Additional Tools for Roivant Stock Analysis
When running Roivant Sciences' price analysis, check to measure Roivant Sciences' 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 Roivant Sciences is operating at the current time. Most of Roivant Sciences' value examination focuses on studying past and present price action to predict the probability of Roivant Sciences' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Roivant Sciences' price. Additionally, you may evaluate how the addition of Roivant Sciences to your portfolios can decrease your overall portfolio volatility.