Amphastar P Stock Alpha and Beta Analysis
| AMPH Stock | USD 44.55 0.46 1.04% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Amphastar P. It also helps investors analyze the systematic and unsystematic risks associated with investing in Amphastar over a specified time horizon. Remember, high Amphastar'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 Amphastar's market risk premium analysis include:
Beta 1.21 | Alpha (0.15) | Risk 2.53 | Sharpe Ratio (0.03) | Expected Return (0.08) |
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.
Amphastar |
Amphastar Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Amphastar market risk premium is the additional return an investor will receive from holding Amphastar 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 Amphastar. 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 Amphastar's performance over market.| α | -0.15 | β | 1.21 |
Amphastar 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 Amphastar's Buy-and-hold return. Our buy-and-hold chart shows how Amphastar performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Amphastar Market Price Analysis
Market price analysis indicators help investors to evaluate how Amphastar stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Amphastar shares will generate the highest return on investment. By understating and applying Amphastar stock market price indicators, traders can identify Amphastar position entry and exit signals to maximize returns.
Amphastar Return and Market Media
The median price of Amphastar for the period between Fri, Aug 23, 2024 and Thu, Nov 21, 2024 is 48.15 with a coefficient of variation of 4.53. The daily time series for the period is distributed with a sample standard deviation of 2.17, arithmetic mean of 47.99, and mean deviation of 1.78. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 3000 shares by Petersen Floyd F. of Amphastar at 46.4724 subject to Rule 16b-3 | 09/05/2024 |
2 | Is Amphastar Pharmaceuticals, Inc. The Top Stock With Improving Technical Ratings According To Piper Sandler | 10/11/2024 |
3 | Bausch Health Beats Q3 Earnings and Revenue Estimates | 10/31/2024 |
4 | Amphastar Pharmaceuticals Inc Q3 2024 Earnings Report Preview What to Expect | 11/05/2024 |
5 | Amphastar Q3 Earnings Snapshot | 11/06/2024 |
6 | Amphastar Pharmaceuticals Third Quarter 2024 Earnings Misses Expectations | 11/08/2024 |
7 | Disposition of 125000 shares by Zhang Jack Y. of Amphastar subject to Rule 16b-3 | 11/11/2024 |
8 | Disposition of 2500 shares by Prins Richard K of Amphastar at 16.69 subject to Rule 16b-3 | 11/12/2024 |
9 | Amphastar Pharmaceuticals director Richard Prins sells 243,985 in stock | 11/14/2024 |
About Amphastar 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 Amphastar or other stocks. Alpha measures the amount that position in Amphastar P 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 | 65.7 | 64.96 | 65.11 | 44.59 | PTB Ratio | 2.5 | 2.57 | 4.67 | 4.9 |
Amphastar Upcoming Company Events
As portrayed in its financial statements, the presentation of Amphastar's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Amphastar's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Amphastar's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Amphastar. Please utilize our Beneish M Score to check the likelihood of Amphastar's management manipulating its earnings.
| 27th of February 2024 Upcoming Quarterly Report | View | |
| 14th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 27th 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 Amphastar Backtesting, Amphastar Valuation, Amphastar Correlation, Amphastar Hype Analysis, Amphastar Volatility, Amphastar History and analyze Amphastar Performance. You can also try the Portfolio Anywhere module to track or share privately all of your investments from the convenience of any device.
Amphastar 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.