Acadia Healthcare Stock Alpha and Beta Analysis
| ACHC Stock | USD 45.10 1.36 3.11% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Acadia Healthcare. It also helps investors analyze the systematic and unsystematic risks associated with investing in Acadia Healthcare over a specified time horizon. Remember, high Acadia Healthcare'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 Acadia Healthcare's market risk premium analysis include:
Beta 0.0537 | Alpha (0.16) | Risk 2.31 | Sharpe Ratio 0.0577 | Expected Return 0.13 |
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.
Acadia |
Acadia Healthcare Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Acadia Healthcare market risk premium is the additional return an investor will receive from holding Acadia Healthcare 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 Acadia Healthcare. 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 Acadia Healthcare's performance over market.| α | -0.16 | β | 0.05 |
Acadia Healthcare 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 Acadia Healthcare's Buy-and-hold return. Our buy-and-hold chart shows how Acadia Healthcare performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Acadia Healthcare Market Price Analysis
Market price analysis indicators help investors to evaluate how Acadia Healthcare stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Acadia Healthcare shares will generate the highest return on investment. By understating and applying Acadia Healthcare stock market price indicators, traders can identify Acadia Healthcare position entry and exit signals to maximize returns.
Acadia Healthcare Return and Market Media
The median price of Acadia Healthcare for the period between Sat, Nov 2, 2024 and Fri, Jan 31, 2025 is 41.5 with a coefficient of variation of 8.49. The daily time series for the period is distributed with a sample standard deviation of 3.57, arithmetic mean of 42.09, and mean deviation of 2.69. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 2025 shares by Khan Nasser of Acadia Healthcare at 72.51 subject to Rule 16b-3 | 11/11/2024 |
2 | Acadia Pharmaceuticals Reports Inducement Grants Under Nasdaq Listing Rule 5635 | 12/16/2024 |
3 | Acquisition by David Duckworth of 195248 shares of Acadia Healthcare subject to Rule 16b-3 | 01/06/2025 |
4 | Behavioral Health Market Size to Surpass USD 141.17 Billion by 2032, Growing at a 5.2 percent CAGR SNS Insider | 01/07/2025 |
5 | Acadia Pharmaceuticals Submits Marketing Authorization Application to the European Medicines ... | 01/14/2025 |
6 | Acadia submits MAA to EMA for Rett syndrome therapy | 01/15/2025 |
About Acadia Healthcare 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 Acadia or other stocks. Alpha measures the amount that position in Acadia Healthcare 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 | 0.002306 | 0.002191 | Price To Sales Ratio | 2.17 | 1.56 |
Acadia Healthcare Upcoming Company Events
As portrayed in its financial statements, the presentation of Acadia Healthcare's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Acadia Healthcare's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Acadia Healthcare's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Acadia Healthcare. Please utilize our Beneish M Score to check the likelihood of Acadia Healthcare's management manipulating its earnings.
| 26th of February 2024 Upcoming Quarterly Report | View | |
| 24th of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 26th of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with Acadia Healthcare
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Check out Acadia Healthcare Backtesting, Acadia Healthcare Valuation, Acadia Healthcare Correlation, Acadia Healthcare Hype Analysis, Acadia Healthcare Volatility, Acadia Healthcare History and analyze Acadia Healthcare Performance. For information on how to trade Acadia Stock refer to our How to Trade Acadia Stock guide.You can also try the Price Ceiling Movement module to calculate and plot Price Ceiling Movement for different equity instruments.
Acadia Healthcare 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.