Arcutis Biotherapeutics Stock Alpha and Beta Analysis
| ARQT Stock | USD 10.77 0.63 6.21% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Arcutis Biotherapeutics. It also helps investors analyze the systematic and unsystematic risks associated with investing in Arcutis Biotherapeutics over a specified time horizon. Remember, high Arcutis Biotherapeutics' 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 Arcutis Biotherapeutics' market risk premium analysis include:
Beta 1.64 | Alpha (0) | Risk 3.46 | Sharpe Ratio 0.0204 | Expected Return 0.0707 |
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.
Arcutis |
Arcutis Biotherapeutics Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Arcutis Biotherapeutics market risk premium is the additional return an investor will receive from holding Arcutis Biotherapeutics 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 Arcutis Biotherapeutics. 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 Arcutis Biotherapeutics' performance over market.| α | -0.005 | β | 1.64 |
Arcutis Biotherapeutics 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 Arcutis Biotherapeutics' Buy-and-hold return. Our buy-and-hold chart shows how Arcutis Biotherapeutics performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Arcutis Biotherapeutics Market Price Analysis
Market price analysis indicators help investors to evaluate how Arcutis Biotherapeutics stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Arcutis Biotherapeutics shares will generate the highest return on investment. By understating and applying Arcutis Biotherapeutics stock market price indicators, traders can identify Arcutis Biotherapeutics position entry and exit signals to maximize returns.
Arcutis Biotherapeutics Return and Market Media
The median price of Arcutis Biotherapeutics for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 9.93 with a coefficient of variation of 7.88. The daily time series for the period is distributed with a sample standard deviation of 0.77, arithmetic mean of 9.81, and mean deviation of 0.64. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Disposition of 10000 shares by Welgus Howard G. of Arcutis Biotherapeutics at 10.7695 subject to Rule 16b-3 | 09/03/2024 |
2 | Acquisition by Leonard Keith R of 27052 shares of Arcutis Biotherapeutics at 8.63 subject to Rule 16b-3 | 09/04/2024 |
3 | Arcutis Biotherapeutics, Inc. This Small-Cap Healthcare Stock Is A Good Buy Right Now | 09/05/2024 |
4 | Acquisition by David Topper of 60000 shares of Arcutis Biotherapeutics subject to Rule 16b-3 | 09/20/2024 |
5 | Disposition of 10000 shares by Welgus Howard G. of Arcutis Biotherapeutics at 9.2616 subject to Rule 16b-3 | 10/01/2024 |
6 | Disposition of 3725 shares by Edwards Larry Todd of Arcutis Biotherapeutics at 10.0122 subject to Rule 16b-3 | 10/02/2024 |
7 | Disposition of 10000 shares by Welgus Howard G. of Arcutis Biotherapeutics at 8.6541 subject to Rule 16b-3 | 11/01/2024 |
8 | Earnings To Watch Arcutis Biotherapeutics Inc Reports Q3 2024 Result | 11/05/2024 |
9 | Arcutis Biotherapeutics Inc Q3 2024 Earnings Revenue Surges to 44.8M, EPS Loss of 0. ... | 11/06/2024 |
10 | Morgan Stanleys Strategic Reduction in Arcutis Biotherapeutics Holdings | 11/07/2024 |
11 | Arcutis Biotherapeutics Third Quarter 2024 Earnings Beats Expectations | 11/08/2024 |
12 | GSA Capital Partners LLP Increases Holdings in Arcutis Biotherapeutics, Inc. | 11/12/2024 |
13 | Rubric Capital Management LPs Strategic Acquisition in Arcutis Biotherapeutics Inc | 11/14/2024 |
14 | Disposition of 100 shares by Burnett Patrick of Arcutis Biotherapeutics at 10.03 subject to Rule 16b-3 | 11/15/2024 |
15 | Acquisition by Matsuda Masaru of 4875 shares of Arcutis Biotherapeutics subject to Rule 16b-3 | 11/18/2024 |
16 | Arcutis Biotherapeutics, Inc. Recently Broke Out Above the 20-Day Moving Average | 11/19/2024 |
17 | Disposition of 3760 shares by Matsuda Masaru of Arcutis Biotherapeutics at 11.1212 subject to Rule 16b-3 | 11/20/2024 |
18 | Arcutis Biotherapeutics, Inc. Stock Position Increased by Jennison Associates LLC - MarketBeat | 11/21/2024 |
About Arcutis Biotherapeutics 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 Arcutis or other stocks. Alpha measures the amount that position in Arcutis Biotherapeutics 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) | Graham Number | 10.43 | 10.52 | Receivables Turnover | 2.31 | 2.43 |
Arcutis Biotherapeutics Upcoming Company Events
As portrayed in its financial statements, the presentation of Arcutis Biotherapeutics' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Arcutis Biotherapeutics' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Arcutis Biotherapeutics' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Arcutis Biotherapeutics. Please utilize our Beneish M Score to check the likelihood of Arcutis Biotherapeutics' 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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Additional Tools for Arcutis Stock Analysis
When running Arcutis Biotherapeutics' price analysis, check to measure Arcutis Biotherapeutics' 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 Arcutis Biotherapeutics is operating at the current time. Most of Arcutis Biotherapeutics' value examination focuses on studying past and present price action to predict the probability of Arcutis Biotherapeutics' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Arcutis Biotherapeutics' price. Additionally, you may evaluate how the addition of Arcutis Biotherapeutics to your portfolios can decrease your overall portfolio volatility.