Kala Pharmaceuticals Stock Alpha and Beta Analysis
| KALA Stock | USD 6.80 0.25 3.82% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Kala Pharmaceuticals. It also helps investors analyze the systematic and unsystematic risks associated with investing in Kala Pharmaceuticals over a specified time horizon. Remember, high Kala Pharmaceuticals' 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 Kala Pharmaceuticals' market risk premium analysis include:
Beta 0.43 | Alpha 0.18 | Risk 3.22 | Sharpe Ratio 0.0714 | Expected Return 0.23 |
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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.
Kala |
Kala Pharmaceuticals Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Kala Pharmaceuticals market risk premium is the additional return an investor will receive from holding Kala Pharmaceuticals 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 Kala Pharmaceuticals. 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 Kala Pharmaceuticals' performance over market.| α | 0.18 | β | 0.43 |
Kala Pharmaceuticals 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 Kala Pharmaceuticals' Buy-and-hold return. Our buy-and-hold chart shows how Kala Pharmaceuticals performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Kala Pharmaceuticals Market Price Analysis
Market price analysis indicators help investors to evaluate how Kala Pharmaceuticals stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Kala Pharmaceuticals shares will generate the highest return on investment. By understating and applying Kala Pharmaceuticals stock market price indicators, traders can identify Kala Pharmaceuticals position entry and exit signals to maximize returns.
Kala Pharmaceuticals Return and Market Media
The median price of Kala Pharmaceuticals for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 5.91 with a coefficient of variation of 11.05. The daily time series for the period is distributed with a sample standard deviation of 0.67, arithmetic mean of 6.05, and mean deviation of 0.56. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Discretionary transaction by Baker Bros. Advisors Lp of 982600 shares of Kala Pharmaceuticals subject to Rule 16b-3 | 09/10/2024 |
2 | Discretionary transaction by Baker Bros. Advisors Lp of tradable shares of Kala Pharmaceuticals subject to Rule 16b-3 | 09/23/2024 |
3 | Long Term Investment Analysis - Stock Traders Daily | 09/24/2024 |
4 | KALA BIO Moves to Strong Buy Rationale Behind the Upgrade | 10/09/2024 |
5 | KALA BIO Issues Earnings Results | 11/13/2024 |
6 | Kala Pharmaceuticals retains stock target with Buy rating on trial progress - Investing.com | 11/18/2024 |
About Kala Pharmaceuticals 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 Kala or other stocks. Alpha measures the amount that position in Kala Pharmaceuticals 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 | 2022 | 2023 | 2024 (projected) | Payables Turnover | 1.47 | 1.09 | 0.33 | 0.66 | Days Of Inventory On Hand | 769.64 | 1.1K | 1.3K | 1.1K |
Kala Pharmaceuticals Upcoming Company Events
As portrayed in its financial statements, the presentation of Kala Pharmaceuticals' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Kala Pharmaceuticals' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Kala Pharmaceuticals' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Kala Pharmaceuticals. Please utilize our Beneish M Score to check the likelihood of Kala Pharmaceuticals' management manipulating its earnings.
| 1st of March 2024 Upcoming Quarterly Report | View | |
| 14th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 1st of March 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with Kala Pharmaceuticals
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Align your risk with return expectations
Check out Kala Pharmaceuticals Backtesting, Kala Pharmaceuticals Valuation, Kala Pharmaceuticals Correlation, Kala Pharmaceuticals Hype Analysis, Kala Pharmaceuticals Volatility, Kala Pharmaceuticals History and analyze Kala Pharmaceuticals Performance. For information on how to trade Kala Stock refer to our How to Trade Kala Stock guide.You can also try the Aroon Oscillator module to analyze current equity momentum using Aroon Oscillator and other momentum ratios.
Kala Pharmaceuticals 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.