Assertio Therapeutics Stock Alpha and Beta Analysis

ASRT Stock  USD 1.01  0.07  7.45%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Assertio Therapeutics. It also helps investors analyze the systematic and unsystematic risks associated with investing in Assertio Therapeutics over a specified time horizon. Remember, high Assertio 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 Assertio Therapeutics' market risk premium analysis include:
Beta
0.85
Alpha
(0.36)
Risk
4.63
Sharpe Ratio
(0.03)
Expected Return
(0.12)
Please note that although Assertio Therapeutics alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., Dow Jones Industrial index.) So in this particular case, Assertio Therapeutics did 0.36  worse than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Assertio Therapeutics stock's relative risk over its benchmark. Assertio Therapeutics has a beta of 0.85  . As returns on the market increase, Assertio Therapeutics' returns are expected to increase less than the market. However, during the bear market, the loss of holding Assertio Therapeutics is expected to be smaller as well. At this time, Assertio Therapeutics' Tangible Book Value Per Share is comparatively stable compared to the past year. Enterprise Value is likely to gain to about 1.6 B in 2024, whereas Book Value Per Share is likely to drop 1.85 in 2024.

Enterprise Value

1.55 Billion

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.
  
Check out Assertio Therapeutics Backtesting, Assertio Therapeutics Valuation, Assertio Therapeutics Correlation, Assertio Therapeutics Hype Analysis, Assertio Therapeutics Volatility, Assertio Therapeutics History and analyze Assertio Therapeutics Performance.
For more information on how to buy Assertio Stock please use our How to Invest in Assertio Therapeutics guide.

Assertio Therapeutics Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Assertio Therapeutics market risk premium is the additional return an investor will receive from holding Assertio 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 Assertio 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 Assertio Therapeutics' performance over market.
α-0.36   β0.85

Assertio 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 Assertio Therapeutics' Buy-and-hold return. Our buy-and-hold chart shows how Assertio Therapeutics performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Assertio Therapeutics Market Price Analysis

Market price analysis indicators help investors to evaluate how Assertio 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 Assertio Therapeutics shares will generate the highest return on investment. By understating and applying Assertio Therapeutics stock market price indicators, traders can identify Assertio Therapeutics position entry and exit signals to maximize returns.

Assertio Therapeutics Return and Market Media

The median price of Assertio Therapeutics for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 1.13 with a coefficient of variation of 11.8. The daily time series for the period is distributed with a sample standard deviation of 0.13, arithmetic mean of 1.11, and mean deviation of 0.1. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
       Timeline  
1
Acquisition by Vacirca Jeff L of 34767 shares of Assertio Therapeutics subject to Rule 16b-3
09/06/2024
2
Disposition of 38017 shares by Sam Schlessinger of Assertio Therapeutics subject to Rule 16b-3
09/16/2024
3
Disposition of 22000 shares by Mckee William of Assertio Therapeutics at 3.1384 subject to Rule 16b-3
09/24/2024
4
Acquisition by Sam Schlessinger of 283500 shares of Assertio Therapeutics at 0.79 subject to Rule 16b-3
09/30/2024
5
Disposition of 19404 shares by Sam Schlessinger of Assertio Therapeutics subject to Rule 16b-3
10/01/2024
6
Assertio Holdings Inc Q2 2024 Earnings Call Highlights Navigating Sales Challenges and ...
10/09/2024
7
ASRT - Assertio Holdings, Inc. Latest Stock News Market Updates - StockTitan
10/30/2024
8
Insider Trading
11/07/2024
9
Assertio Holdings Inc Q3 2024 Everything You Need to Know Ahead of Earnings
11/08/2024
10
Assertio Reports Third Quarter 2024 Financial Results
11/11/2024
11
Assertio Holdings, Inc. Q3 2024 Earnings Call Transcript
11/12/2024
12
Acquisition by Ogrady Brendan P. of 11706 shares of Assertio Therapeutics at 0.85 subject to Rule 16b-3
11/14/2024
13
Little Excitement Around Assertio Holdings, Inc.s Revenues As Shares Take 25 percent Pounding
11/15/2024
14
Acquisition by Heather Mason of 75000 shares of Assertio Therapeutics at 0.8 subject to Rule 16b-3
11/18/2024
15
Assertio Holdings, Inc. Director Heather L. Mason Buys 75,000 Shares
11/21/2024

About Assertio 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 Assertio or other stocks. Alpha measures the amount that position in Assertio 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 Number1.2615.8714.2916.29
Receivables Turnover2.53.443.194.83

Assertio Therapeutics Upcoming Company Events

As portrayed in its financial statements, the presentation of Assertio Therapeutics' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Assertio Therapeutics' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Assertio Therapeutics' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Assertio Therapeutics. Please utilize our Beneish M Score to check the likelihood of Assertio Therapeutics' management manipulating its earnings.
13th of March 2024
Upcoming Quarterly Report
View
14th of May 2024
Next Financial Report
View
31st of December 2023
Next Fiscal Quarter End
View
13th of March 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 Assertio Therapeutics

Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.

Build Diversified Portfolios

Align your risk with return expectations

By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations

Additional Tools for Assertio Stock Analysis

When running Assertio Therapeutics' price analysis, check to measure Assertio 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 Assertio Therapeutics is operating at the current time. Most of Assertio Therapeutics' value examination focuses on studying past and present price action to predict the probability of Assertio Therapeutics' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Assertio Therapeutics' price. Additionally, you may evaluate how the addition of Assertio Therapeutics to your portfolios can decrease your overall portfolio volatility.