Catalent Stock Alpha and Beta Analysis
| CTLT Stock | USD 60.98 1.32 2.21% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Catalent. It also helps investors analyze the systematic and unsystematic risks associated with investing in Catalent over a specified time horizon. Remember, high Catalent's 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 Catalent's market risk premium analysis include:
Beta 0.42 | Alpha (0.02) | Risk 0.64 | Sharpe Ratio 0.0683 | Expected Return 0.0437 |
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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.
Catalent |
Catalent Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Catalent market risk premium is the additional return an investor will receive from holding Catalent 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 Catalent. 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 Catalent's performance over market.| α | -0.02 | β | 0.42 |
Catalent 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 Catalent's Buy-and-hold return. Our buy-and-hold chart shows how Catalent performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Catalent Market Price Analysis
Market price analysis indicators help investors to evaluate how Catalent stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Catalent shares will generate the highest return on investment. By understating and applying Catalent stock market price indicators, traders can identify Catalent position entry and exit signals to maximize returns.
Catalent Return and Market Media
The median price of Catalent for the period between Mon, Aug 26, 2024 and Sun, Nov 24, 2024 is 59.92 with a coefficient of variation of 1.16. The daily time series for the period is distributed with a sample standard deviation of 0.7, arithmetic mean of 59.85, and mean deviation of 0.59. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Top Research Reports for Berkshire Hathaway, Qualcomm TotalEnergies | 09/12/2024 |
2 | Sen. Elizabeth Warrens wants FTC to scrutinize Novo Nordisk deal for Catalent | 10/10/2024 |
3 | Roche comes out against clearing takeover of drug manufacturer Catalent | 10/23/2024 |
4 | Disposition of 637 shares by Charles Lickfold of Catalent subject to Rule 16b-3 | 10/28/2024 |
5 | Acquisition by Jack Stahl of 4663 shares of Catalent subject to Rule 16b-3 | 10/30/2024 |
6 | Acquisition by Jonathan Arnold of tradable shares of Catalent subject to Rule 16b-3 | 11/01/2024 |
7 | Catalent Inc earnings missed by 0.16, revenue fell short of estimates | 11/05/2024 |
8 | Novo Nordisk, in a mixed-bag earnings report, beat expectations on Wegovy sales but tightened its 2024 outlook | 11/06/2024 |
9 | Disposition of 2800 shares by Ryan Michelle R of Catalent at 59.7 subject to Rule 16b-3 | 11/11/2024 |
10 | JAZZ or CTLT Which Is the Better Value Stock Right Now | 11/13/2024 |
11 | Janus Henderson Group PLCs Strategic Reduction in Catalent Inc Holdings | 11/14/2024 |
12 | Disposition of 1114 shares by Michael Grippo of Catalent subject to Rule 16b-3 | 11/18/2024 |
13 | Catalent, Inc. Holdings Increased by Alpine Associates Management Inc. | 11/20/2024 |
About Catalent 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 Catalent or other stocks. Alpha measures the amount that position in Catalent 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 | 2023 | 2024 (projected) | Dividend Yield | 2.12E-4 | 2.44E-4 | 2.31E-4 | Price To Sales Ratio | 3.91 | 2.32 | 1.86 |
Catalent Upcoming Company Events
As portrayed in its financial statements, the presentation of Catalent's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Catalent's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Catalent's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Catalent. Please utilize our Beneish M Score to check the likelihood of Catalent's management manipulating its earnings.
| 6th of February 2024 Upcoming Quarterly Report | View | |
| 10th of June 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 3rd of September 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 30th of June 2023 Last Financial Announcement | View |
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Additional Tools for Catalent Stock Analysis
When running Catalent's price analysis, check to measure Catalent's 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 Catalent is operating at the current time. Most of Catalent's value examination focuses on studying past and present price action to predict the probability of Catalent's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Catalent's price. Additionally, you may evaluate how the addition of Catalent to your portfolios can decrease your overall portfolio volatility.