Bioxcel Therapeutics Stock Alpha and Beta Analysis
| BTAI Stock | USD 0.47 0.04 7.84% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as BioXcel Therapeutics. It also helps investors analyze the systematic and unsystematic risks associated with investing in BioXcel Therapeutics over a specified time horizon. Remember, high BioXcel 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 BioXcel Therapeutics' market risk premium analysis include:
Beta 0.33 | Alpha (0.23) | Risk 6.24 | Sharpe Ratio (0.03) | Expected Return (0.20) |
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.
BioXcel |
BioXcel Therapeutics Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. BioXcel Therapeutics market risk premium is the additional return an investor will receive from holding BioXcel 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 BioXcel 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 BioXcel Therapeutics' performance over market.| α | -0.23 | β | 0.33 |
BioXcel 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 BioXcel Therapeutics' Buy-and-hold return. Our buy-and-hold chart shows how BioXcel Therapeutics performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.BioXcel Therapeutics Market Price Analysis
Market price analysis indicators help investors to evaluate how BioXcel 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 BioXcel Therapeutics shares will generate the highest return on investment. By understating and applying BioXcel Therapeutics stock market price indicators, traders can identify BioXcel Therapeutics position entry and exit signals to maximize returns.
BioXcel Therapeutics Return and Market Media
The median price of BioXcel Therapeutics for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 0.59 with a coefficient of variation of 9.46. The daily time series for the period is distributed with a sample standard deviation of 0.06, arithmetic mean of 0.6, and mean deviation of 0.05. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Disposition of 521 shares by Frank Yocca of BioXcel Therapeutics subject to Rule 16b-3 | 09/06/2024 |
2 | Acquisition by Matthew Wiley of 750 shares of BioXcel Therapeutics subject to Rule 16b-3 | 09/13/2024 |
3 | Disposition of 215 shares by Matthew Wiley of BioXcel Therapeutics at 0.6908 subject to Rule 16b-3 | 09/16/2024 |
4 | Acquisition by Oneill Vincent of 21250 shares of BioXcel Therapeutics subject to Rule 16b-3 | 09/17/2024 |
5 | Mizuho maintains Neutral rating on BioXcel Therapeutics stock - Investing.com | 09/23/2024 |
6 | Disposition of 2610 shares by Vimal Mehta of BioXcel Therapeutics subject to Rule 16b-3 | 09/26/2024 |
7 | Disposition of 5556 shares by Oneill Vincent of BioXcel Therapeutics at 0.55 subject to Rule 16b-3 | 10/03/2024 |
8 | BioXcel Therapeutics CSO sells shares worth 3,946 | 10/04/2024 |
9 | BioXcel Therapeutics Announces U.S. Department of Defense Grant to University of North Carolina to Fund Study of BXCL501 for Treating Acute Stress Disorder | 10/15/2024 |
10 | BioXcel Therapeutics to Report Third Quarter 2024 Financial Results on November 14, 2024 | 11/08/2024 |
11 | BioXcel Therapeutics Inc Reports Q3 2024 Earnings Net Revenue at 214K, Net Loss Narrows to 13.7M | 11/14/2024 |
12 | BioXcel Therapeutics Inc Q3 2024 Earnings Call Highlights Strategic Trials and ... | 11/15/2024 |
13 | BioXcel Therapeutics amends credit agreement, issues new warrants | 11/21/2024 |
14 | BioXcel Therapeutics Announces Pricing of 7.0 Million Public Offering | 11/22/2024 |
About BioXcel 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 BioXcel or other stocks. Alpha measures the amount that position in BioXcel 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.
| 2023 | 2024 (projected) | Payables Turnover | 0.0923 | 0.0969 | Days Of Inventory On Hand | 576.76 | 547.92 |
BioXcel Therapeutics Upcoming Company Events
As portrayed in its financial statements, the presentation of BioXcel Therapeutics' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, BioXcel Therapeutics' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of BioXcel Therapeutics' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of BioXcel Therapeutics. Please utilize our Beneish M Score to check the likelihood of BioXcel Therapeutics' management manipulating its earnings.
| 14th of March 2024 Upcoming Quarterly Report | View | |
| 13th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 14th 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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Check out BioXcel Therapeutics Backtesting, BioXcel Therapeutics Valuation, BioXcel Therapeutics Correlation, BioXcel Therapeutics Hype Analysis, BioXcel Therapeutics Volatility, BioXcel Therapeutics History and analyze BioXcel Therapeutics Performance. For more detail on how to invest in BioXcel Stock please use our How to Invest in BioXcel Therapeutics guide.You can also try the Portfolio Rebalancing module to analyze risk-adjusted returns against different time horizons to find asset-allocation targets.
BioXcel Therapeutics 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.