Arbutus Biopharma Corp Stock Alpha and Beta Analysis
| ABUS Stock | USD 3.33 0.03 0.91% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Arbutus Biopharma Corp. It also helps investors analyze the systematic and unsystematic risks associated with investing in Arbutus Biopharma over a specified time horizon. Remember, high Arbutus Biopharma'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 Arbutus Biopharma's market risk premium analysis include:
Beta (0.65) | Alpha (0.20) | Risk 2.63 | Sharpe Ratio (0.08) | Expected Return (0.22) |
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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.
Arbutus |
Arbutus Biopharma Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Arbutus Biopharma market risk premium is the additional return an investor will receive from holding Arbutus Biopharma 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 Arbutus Biopharma. 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 Arbutus Biopharma's performance over market.| α | -0.2 | β | -0.65 |
Arbutus Biopharma 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 Arbutus Biopharma's Buy-and-hold return. Our buy-and-hold chart shows how Arbutus Biopharma performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Arbutus Biopharma Market Price Analysis
Market price analysis indicators help investors to evaluate how Arbutus Biopharma stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Arbutus Biopharma shares will generate the highest return on investment. By understating and applying Arbutus Biopharma stock market price indicators, traders can identify Arbutus Biopharma position entry and exit signals to maximize returns.
Arbutus Biopharma Return and Market Media
The median price of Arbutus Biopharma for the period between Sun, Nov 3, 2024 and Sat, Feb 1, 2025 is 3.46 with a coefficient of variation of 7.53. The daily time series for the period is distributed with a sample standard deviation of 0.26, arithmetic mean of 3.52, and mean deviation of 0.22. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Arbutus Biopharma Corp Q3 2024 Earnings Call Highlights Promising Clinical Trials and ... | 11/07/2024 |
2 | Arbutus Biopharma Co. Position Trimmed by Verus Capital Partners LLC | 11/14/2024 |
3 | HC Wainwright Reiterates Buy Rating for Arbutus Biopharma - MarketBeat | 11/18/2024 |
4 | Arbutus to Participate in H.C Wainwright Home Virtual Fireside Chat | 11/26/2024 |
5 | Arbutus Biopharma Co. Short Interest Update - MarketBeat | 12/02/2024 |
6 | Investor urges Bucks County firm Arbutus to seek partner over sale of stock | 12/05/2024 |
7 | Heres Why Arbutus Surged in Q3 | 12/06/2024 |
8 | Arbutus Biopharmas SWOT analysis hepatitis B focus drives stock potential | 12/16/2024 |
9 | Arbutus Biopharma Sees Large Volume Increase - Should You Buy - MarketBeat | 01/07/2025 |
10 | Jim Cramer onArbutus Biopharma Corporation It Loses Money | 01/16/2025 |
About Arbutus Biopharma 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 Arbutus or other stocks. Alpha measures the amount that position in Arbutus Biopharma Corp 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.
| 2024 | 2025 (projected) | Dividend Yield | 0.0338 | 0.0529 | Price To Sales Ratio | 20.58 | 13.01 |
Arbutus Biopharma Upcoming Company Events
As portrayed in its financial statements, the presentation of Arbutus Biopharma's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Arbutus Biopharma's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Arbutus Biopharma's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Arbutus Biopharma. Please utilize our Beneish M Score to check the likelihood of Arbutus Biopharma's management manipulating its earnings.
| 7th of March 2024 Upcoming Quarterly Report | View | |
| 2nd of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 7th 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 Arbutus Stock Analysis
When running Arbutus Biopharma's price analysis, check to measure Arbutus Biopharma'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 Arbutus Biopharma is operating at the current time. Most of Arbutus Biopharma's value examination focuses on studying past and present price action to predict the probability of Arbutus Biopharma's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Arbutus Biopharma's price. Additionally, you may evaluate how the addition of Arbutus Biopharma to your portfolios can decrease your overall portfolio volatility.