Tekla Life Sciences Stock Alpha and Beta Analysis
| HQL Stock | USD 13.79 0.04 0.29% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Tekla Life Sciences. It also helps investors analyze the systematic and unsystematic risks associated with investing in Tekla Life over a specified time horizon. Remember, high Tekla Life'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 Tekla Life's market risk premium analysis include:
Beta 0.73 | Alpha (0.18) | Risk 1.17 | Sharpe Ratio (0.08) | Expected Return (0.09) |
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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.
Tekla |
Tekla Life Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Tekla Life market risk premium is the additional return an investor will receive from holding Tekla Life 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 Tekla Life. 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 Tekla Life's performance over market.| α | -0.18 | β | 0.73 |
Tekla Life 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 Tekla Life's Buy-and-hold return. Our buy-and-hold chart shows how Tekla Life performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Tekla Life Market Price Analysis
Market price analysis indicators help investors to evaluate how Tekla Life stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Tekla Life shares will generate the highest return on investment. By understating and applying Tekla Life stock market price indicators, traders can identify Tekla Life position entry and exit signals to maximize returns.
Tekla Life Return and Market Media
The median price of Tekla Life for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 14.46 with a coefficient of variation of 2.32. The daily time series for the period is distributed with a sample standard deviation of 0.34, arithmetic mean of 14.44, and mean deviation of 0.24. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Acquisition by Saba Capital Management, L.p. of 33357 shares of Tekla Life at 13.5 subject to Rule 16b-3 | 09/06/2024 |
| Tekla Life dividend paid on 30th of September 2024 | 09/30/2024 |
2 | abrdn Life Sciences Investors declares 0.50 dividend | 11/11/2024 |
About Tekla Life 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 Tekla or other stocks. Alpha measures the amount that position in Tekla Life Sciences 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 Payout Ratio | 1.8E-4 | 1.71E-4 | Days Of Payables Outstanding | 301.91 | 219.7 |
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 Tekla Life 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, Tekla Life's short interest history, or implied volatility extrapolated from Tekla Life options trading.
Build Portfolio with Tekla Life
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Align your risk with return expectations
Check out Tekla Life Backtesting, Tekla Life Valuation, Tekla Life Correlation, Tekla Life Hype Analysis, Tekla Life Volatility, Tekla Life History and analyze Tekla Life Performance. You can also try the Financial Widgets module to easily integrated Macroaxis content with over 30 different plug-and-play financial widgets.
Tekla Life 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.