Aurinia Pharmaceuticals Stock Alpha and Beta Analysis
| AUPH Stock | USD 8.85 0.14 1.61% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Aurinia Pharmaceuticals. It also helps investors analyze the systematic and unsystematic risks associated with investing in Aurinia Pharmaceuticals over a specified time horizon. Remember, high Aurinia Pharmaceuticals' 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 Aurinia Pharmaceuticals' market risk premium analysis include:
Beta 0.71 | Alpha 0.32 | Risk 2.65 | Sharpe Ratio 0.16 | Expected Return 0.42 |
Enterprise Value |
|
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.
Aurinia |
Aurinia Pharmaceuticals Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Aurinia Pharmaceuticals market risk premium is the additional return an investor will receive from holding Aurinia Pharmaceuticals 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 Aurinia Pharmaceuticals. 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 Aurinia Pharmaceuticals' performance over market.| α | 0.32 | β | 0.71 |
Aurinia Pharmaceuticals 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 Aurinia Pharmaceuticals' Buy-and-hold return. Our buy-and-hold chart shows how Aurinia Pharmaceuticals performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Aurinia Pharmaceuticals Market Price Analysis
Market price analysis indicators help investors to evaluate how Aurinia Pharmaceuticals stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Aurinia Pharmaceuticals shares will generate the highest return on investment. By understating and applying Aurinia Pharmaceuticals stock market price indicators, traders can identify Aurinia Pharmaceuticals position entry and exit signals to maximize returns.
Aurinia Pharmaceuticals Return and Market Media
The median price of Aurinia Pharmaceuticals for the period between Thu, Aug 29, 2024 and Wed, Nov 27, 2024 is 7.16 with a coefficient of variation of 8.03. The daily time series for the period is distributed with a sample standard deviation of 0.59, arithmetic mean of 7.31, and mean deviation of 0.44. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Insider Trading | 09/09/2024 |
2 | Disposition of 18249 shares by Scott Habig of Aurinia Pharmaceuticals at 5.31 subject to Rule 16b-3 | 09/25/2024 |
3 | Disposition of 4650 shares by Billen Daniel of Aurinia Pharmaceuticals at 11.26 subject to Rule 16b-3 | 10/21/2024 |
4 | Disposition of 8733 shares by Jayne David R.w. of Aurinia Pharmaceuticals subject to Rule 16b-3 | 10/25/2024 |
5 | Aurinia Pharma Q3 2024 Earnings Preview | 11/06/2024 |
6 | Aurinia Pharma GAAP EPS of 0.10 beats by 0.09, revenue of 67.77M beats by 10.08M | 11/07/2024 |
7 | Aurinia Pharmaceuticals Inc Q3 2024 Earnings Call Highlights Strong Revenue Growth Amid ... | 11/08/2024 |
8 | Disposition of 5241 shares by Smith Karen L. of Aurinia Pharmaceuticals at 8.43 subject to Rule 16b-3 | 11/11/2024 |
9 | Aurinia Pharmaceuticals director Karen Smith sells 44,181 in stock | 11/13/2024 |
10 | Aurinia to Participate in Jefferies London Healthcare Conference | 11/14/2024 |
11 | Acquisition by Jayne David R.w. of 18641 shares of Aurinia Pharmaceuticals at 8.24 subject to Rule 16b-3 | 11/21/2024 |
About Aurinia Pharmaceuticals 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 Aurinia or other stocks. Alpha measures the amount that position in Aurinia Pharmaceuticals 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) | Payables Turnover | 0.28 | 1.83 | 3.27 | 2.2 | Days Of Inventory On Hand | 6.5K | 1.6K | 1.0K | 1.1K |
Aurinia Pharmaceuticals Upcoming Company Events
As portrayed in its financial statements, the presentation of Aurinia Pharmaceuticals' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Aurinia Pharmaceuticals' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Aurinia Pharmaceuticals' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Aurinia Pharmaceuticals. Please utilize our Beneish M Score to check the likelihood of Aurinia Pharmaceuticals' management manipulating its earnings.
| 27th of February 2024 Upcoming Quarterly Report | View | |
| 2nd 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 |
Build Portfolio with Aurinia Pharmaceuticals
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
Check out Aurinia Pharmaceuticals Backtesting, Aurinia Pharmaceuticals Valuation, Aurinia Pharmaceuticals Correlation, Aurinia Pharmaceuticals Hype Analysis, Aurinia Pharmaceuticals Volatility, Aurinia Pharmaceuticals History and analyze Aurinia Pharmaceuticals Performance. For more detail on how to invest in Aurinia Stock please use our How to Invest in Aurinia Pharmaceuticals guide.You can also try the Equity Search module to search for actively traded equities including funds and ETFs from over 30 global markets.
Aurinia Pharmaceuticals 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.