Emergent Biosolutions Stock Alpha and Beta Analysis
| EBS Stock | USD 9.48 0.08 0.85% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Emergent Biosolutions. It also helps investors analyze the systematic and unsystematic risks associated with investing in Emergent Biosolutions over a specified time horizon. Remember, high Emergent Biosolutions' 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 Emergent Biosolutions' market risk premium analysis include:
Beta 2.69 | Alpha (0.23) | Risk 6.59 | Sharpe Ratio 0.0357 | Expected Return 0.24 |
Emergent Biosolutions Quarterly Cash And Equivalents |
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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.
Emergent |
Emergent Biosolutions Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Emergent Biosolutions market risk premium is the additional return an investor will receive from holding Emergent Biosolutions 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 Emergent Biosolutions. 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 Emergent Biosolutions' performance over market.| α | -0.23 | β | 2.69 |
Emergent Biosolutions 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 Emergent Biosolutions' Buy-and-hold return. Our buy-and-hold chart shows how Emergent Biosolutions performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Emergent Biosolutions Market Price Analysis
Market price analysis indicators help investors to evaluate how Emergent Biosolutions stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Emergent Biosolutions shares will generate the highest return on investment. By understating and applying Emergent Biosolutions stock market price indicators, traders can identify Emergent Biosolutions position entry and exit signals to maximize returns.
Emergent Biosolutions Return and Market Media
The median price of Emergent Biosolutions for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 8.93 with a coefficient of variation of 14.25. The daily time series for the period is distributed with a sample standard deviation of 1.24, arithmetic mean of 8.67, and mean deviation of 0.95. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Emergent BioSolutions smallpox vaccine approved as treatment for mpox | 09/03/2024 |
2 | Emergent Bio stock gains after order update | 09/25/2024 |
3 | Disposition of 4103 shares by Jennifer Fox of Emergent Biosolutions at 3.23 subject to Rule 16b-3 | 09/27/2024 |
4 | Acquisition by Richard Lindahl of 15000 shares of Emergent Biosolutions subject to Rule 16b-3 | 10/15/2024 |
5 | Kroll Liquidators Secured Multi-Million Dollar Settlement Between Emergent Fidelity Technologies and FTX Estate Approved by US Bankruptcy Court | 10/18/2024 |
6 | Emergent BioSolutions Reports Third Quarter 2024 Financial Results | 11/06/2024 |
7 | Emergent BioSolutions Q3 2024 Earnings Call Transcript | 11/07/2024 |
8 | Q3 2024 Emergent BioSolutions Inc Earnings Call Transcript | 11/08/2024 |
9 | Disposition of 632 shares by William Hartzel of Emergent Biosolutions at 11.97 subject to Rule 16b-3 | 11/11/2024 |
10 | Emergent BioSolutions Inc Shares Down 8.02 percent on Nov 12 | 11/12/2024 |
11 | Insider Sale Director Marvin White Sells 14,287 Shares of Emergent BioSolutions Inc | 11/14/2024 |
12 | Insider Trading | 11/18/2024 |
13 | Emergent, LLC Wins A Red Hat 2024 North America Public Sector Pinnacle Award | 11/20/2024 |
About Emergent Biosolutions 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 Emergent or other stocks. Alpha measures the amount that position in Emergent Biosolutions 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) | Dividend Yield | 0.0202 | 0.018 | Price To Sales Ratio | 0.12 | 0.11 |
Emergent Biosolutions Upcoming Company Events
As portrayed in its financial statements, the presentation of Emergent Biosolutions' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Emergent Biosolutions' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Emergent Biosolutions' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Emergent Biosolutions. Please utilize our Beneish M Score to check the likelihood of Emergent Biosolutions' management manipulating its earnings.
| 26th of February 2024 Upcoming Quarterly Report | View | |
| 14th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 26th of February 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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Additional Tools for Emergent Stock Analysis
When running Emergent Biosolutions' price analysis, check to measure Emergent Biosolutions' 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 Emergent Biosolutions is operating at the current time. Most of Emergent Biosolutions' value examination focuses on studying past and present price action to predict the probability of Emergent Biosolutions' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Emergent Biosolutions' price. Additionally, you may evaluate how the addition of Emergent Biosolutions to your portfolios can decrease your overall portfolio volatility.