Aptorum Group Ltd Stock Alpha and Beta Analysis
| APM Stock | USD 0.74 0.01 1.37% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Aptorum Group Ltd. It also helps investors analyze the systematic and unsystematic risks associated with investing in Aptorum Group over a specified time horizon. Remember, high Aptorum Group'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 Aptorum Group's market risk premium analysis include:
Beta 0.79 | Alpha (1.87) | Risk 8.03 | Sharpe Ratio (0.22) | Expected Return (1.79) |
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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.
Aptorum |
Aptorum Group Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Aptorum Group market risk premium is the additional return an investor will receive from holding Aptorum Group 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 Aptorum Group. 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 Aptorum Group's performance over market.| α | -1.87 | β | 0.79 |
Aptorum Group 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 Aptorum Group's Buy-and-hold return. Our buy-and-hold chart shows how Aptorum Group performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Aptorum Group Market Price Analysis
Market price analysis indicators help investors to evaluate how Aptorum Group stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Aptorum Group shares will generate the highest return on investment. By understating and applying Aptorum Group stock market price indicators, traders can identify Aptorum Group position entry and exit signals to maximize returns.
Aptorum Group Return and Market Media
The median price of Aptorum Group for the period between Mon, Aug 26, 2024 and Sun, Nov 24, 2024 is 1.73 with a coefficient of variation of 38.06. The daily time series for the period is distributed with a sample standard deviation of 0.73, arithmetic mean of 1.92, and mean deviation of 0.6. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Andean Precious Metals Corp. Insider Acquires C233,141.70 in Stock | 09/17/2024 |
2 | Hong Kong restaurants get up to 15 percent uptick in business on National Day | 10/01/2024 |
3 | Aptorum Group Limited Sees Large Growth in Short Interest | 10/29/2024 |
4 | Kalmar and APM Terminals reinforce long-term collaboration with new straddle carrier order | 11/21/2024 |
About Aptorum Group 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 Aptorum or other stocks. Alpha measures the amount that position in Aptorum Group 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) | Dividend Yield | 0.008842 | 0.007859 | Price To Sales Ratio | 25.68 | 24.39 |
Aptorum Group Upcoming Company Events
As portrayed in its financial statements, the presentation of Aptorum Group's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Aptorum Group's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Aptorum Group's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Aptorum Group. Please utilize our Beneish M Score to check the likelihood of Aptorum Group's management manipulating its earnings.
| 26th of April 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
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Check out Aptorum Group Backtesting, Aptorum Group Valuation, Aptorum Group Correlation, Aptorum Group Hype Analysis, Aptorum Group Volatility, Aptorum Group History and analyze Aptorum Group Performance. You can also try the FinTech Suite module to use AI to screen and filter profitable investment opportunities.
Aptorum Group 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.