Arcturus Therapeutics Holdings Stock Alpha and Beta Analysis
| ARCT Stock | USD 16.91 0.16 0.94% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Arcturus Therapeutics Holdings. It also helps investors analyze the systematic and unsystematic risks associated with investing in Arcturus Therapeutics over a specified time horizon. Remember, high Arcturus Therapeutics' 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 Arcturus Therapeutics' market risk premium analysis include:
Beta 1.37 | Alpha (0.45) | Risk 4.11 | Sharpe Ratio (0.05) | Expected Return (0.23) |
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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.
Arcturus |
Arcturus Therapeutics Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Arcturus Therapeutics market risk premium is the additional return an investor will receive from holding Arcturus Therapeutics 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 Arcturus Therapeutics. 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 Arcturus Therapeutics' performance over market.| α | -0.45 | β | 1.37 |
Arcturus Therapeutics 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 Arcturus Therapeutics' Buy-and-hold return. Our buy-and-hold chart shows how Arcturus Therapeutics performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Arcturus Therapeutics Market Price Analysis
Market price analysis indicators help investors to evaluate how Arcturus Therapeutics stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Arcturus Therapeutics shares will generate the highest return on investment. By understating and applying Arcturus Therapeutics stock market price indicators, traders can identify Arcturus Therapeutics position entry and exit signals to maximize returns.
Arcturus Therapeutics Return and Market Media
The median price of Arcturus Therapeutics for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 20.61 with a coefficient of variation of 9.98. The daily time series for the period is distributed with a sample standard deviation of 2.02, arithmetic mean of 20.24, and mean deviation of 1.56. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Disposition of 5000 shares by Chivukula Pad of Arcturus Therapeutics at 25.38 subject to Rule 16b-3 | 08/30/2024 |
2 | Japans Ministry of Health, Labor and Welfare Approves CSL and Arcturus Therapeutics Updated Self-amplifying mRNA COVID-19 Vaccine for Protection against JN.1 St... | 09/13/2024 |
3 | Disposition of 12000 shares by Chivukula Pad of Arcturus Therapeutics at 20.7601 subject to Rule 16b-3 | 10/15/2024 |
4 | Arcturus Therapeutics Upgraded to Buy What Does It Mean for the Stock | 10/30/2024 |
5 | Disposition of 3131 shares by Marquet Magda of Arcturus Therapeutics subject to Rule 16b-3 | 11/05/2024 |
6 | Arcturus Therapeutics Holdings Inc Q3 2024 Earnings Report Preview What To Look For | 11/06/2024 |
7 | Arcturus Therapeutics GAAP EPS of -0.26 beats by 0.88, revenue of 41.67M beats by 5.08M | 11/07/2024 |
8 | Arcturus Therapeutics Holdings Inc Q3 2024 Earnings Call Highlights Strategic Advances ... | 11/08/2024 |
9 | Arcturus gets FDA clearance for H5N1 avian flu vaccine study | 11/11/2024 |
10 | Meiji Seika Pharma Announces Investment in ARCALIS, Inc. | 11/14/2024 |
11 | Arcturus Therapeutics to Present at Jefferies London Healthcare Conference | 11/19/2024 |
About Arcturus Therapeutics 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 Arcturus or other stocks. Alpha measures the amount that position in Arcturus Therapeutics 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) | Graham Number | 39.16 | 9.02 | 16.21 | 15.4 | Receivables Turnover | 3.67 | 74.44 | 4.92 | 4.67 |
Arcturus Therapeutics Upcoming Company Events
As portrayed in its financial statements, the presentation of Arcturus Therapeutics' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Arcturus Therapeutics' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Arcturus Therapeutics' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Arcturus Therapeutics. Please utilize our Beneish M Score to check the likelihood of Arcturus Therapeutics' management manipulating its earnings.
| 26th of March 2024 Upcoming Quarterly Report | View | |
| 14th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 26th 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 Arcturus Stock Analysis
When running Arcturus Therapeutics' price analysis, check to measure Arcturus Therapeutics' 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 Arcturus Therapeutics is operating at the current time. Most of Arcturus Therapeutics' value examination focuses on studying past and present price action to predict the probability of Arcturus Therapeutics' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Arcturus Therapeutics' price. Additionally, you may evaluate how the addition of Arcturus Therapeutics to your portfolios can decrease your overall portfolio volatility.