Cybin Inc Stock Alpha and Beta Analysis
| CYBN Stock | 14.75 1.20 8.86% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Cybin Inc. It also helps investors analyze the systematic and unsystematic risks associated with investing in Cybin over a specified time horizon. Remember, high Cybin'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 Cybin's market risk premium analysis include:
Beta 0.42 | Alpha 0.12 | Risk 5.42 | Sharpe Ratio 0.0529 | Expected Return 0.29 |
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.
Cybin |
Cybin Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Cybin market risk premium is the additional return an investor will receive from holding Cybin 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 Cybin. 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 Cybin's performance over market.| α | 0.12 | β | 0.42 |
Cybin 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 Cybin's Buy-and-hold return. Our buy-and-hold chart shows how Cybin performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Cybin Market Price Analysis
Market price analysis indicators help investors to evaluate how Cybin stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Cybin shares will generate the highest return on investment. By understating and applying Cybin stock market price indicators, traders can identify Cybin position entry and exit signals to maximize returns.
Cybin Return and Market Media
The median price of Cybin for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 13.49 with a coefficient of variation of 12.67. The daily time series for the period is distributed with a sample standard deviation of 1.68, arithmetic mean of 13.27, and mean deviation of 1.36. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Cybin Announces Completion of Previously Announced Share Consolidation - Business Wire | 09/19/2024 |
2 | Cybin Shares Gap Down to 9.88 - MarketBeat | 09/27/2024 |
3 | Cybin Top Value Psychedelic Stock - Seeking Alpha | 10/15/2024 |
4 | Cybin Stock In Focus On MDD Treatments Breakthrough Efficacy Retail Turns Extremely Bullish - MSN | 11/20/2024 |
5 | Bloom Burton Has Negative Outlook of Cybin FY2025 Earnings - MarketBeat | 11/22/2024 |
About Cybin 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 Cybin or other stocks. Alpha measures the amount that position in Cybin Inc 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.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Cybin in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Cybin's short interest history, or implied volatility extrapolated from Cybin options trading.
Build Portfolio with Cybin
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 Cybin Backtesting, Cybin Valuation, Cybin Correlation, Cybin Hype Analysis, Cybin Volatility, Cybin History and analyze Cybin Performance. You can also try the Investing Opportunities module to build portfolios using our predefined set of ideas and optimize them against your investing preferences.
Cybin 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.