Kamada Stock Alpha and Beta Analysis
| KMDA Stock | USD 5.87 0.02 0.34% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Kamada. It also helps investors analyze the systematic and unsystematic risks associated with investing in Kamada over a specified time horizon. Remember, high Kamada'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 Kamada's market risk premium analysis include:
Beta 0.67 | Alpha 0.0196 | Risk 1.68 | Sharpe Ratio 0.0323 | Expected Return 0.0545 |
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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.
Kamada |
Kamada Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Kamada market risk premium is the additional return an investor will receive from holding Kamada 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 Kamada. 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 Kamada's performance over market.| α | 0.02 | β | 0.67 |
Kamada 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 Kamada's Buy-and-hold return. Our buy-and-hold chart shows how Kamada performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Kamada Market Price Analysis
Market price analysis indicators help investors to evaluate how Kamada stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Kamada shares will generate the highest return on investment. By understating and applying Kamada stock market price indicators, traders can identify Kamada position entry and exit signals to maximize returns.
Kamada Return and Market Media
The median price of Kamada for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 5.45 with a coefficient of variation of 5.14. The daily time series for the period is distributed with a sample standard deviation of 0.28, arithmetic mean of 5.53, and mean deviation of 0.24. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Kamada Shares Pass Below Two Hundred Day Moving Average of 5.50 - MarketBeat | 09/12/2024 |
2 | How do Crystal Palace get the most out of the versatile Daichi Kamada | 09/24/2024 |
3 | Alvotech and Teva Announce U.S. FDA Approval of Additional Presentation of SELARSDI , Expanding its Label to Include Further Indications Approved for Reference ... | 10/22/2024 |
4 | Aston Villa 1-2 Crystal Palace Kamada makes the difference | 10/30/2024 |
5 | Kamada to Present at the Stifel 2024 Healthcare Conference | 11/04/2024 |
6 | Kamada GAAP EPS of 0.07 in-line, revenue of 41.74M beats by 0.69M | 11/13/2024 |
7 | Kamada Ltd Q3 2024 Earnings Call Highlights Strong Revenue Growth and Increased EBITDA ... | 11/14/2024 |
8 | Kamada Q3 2024 Earnings Preview - MSN | 11/20/2024 |
About Kamada 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 Kamada or other stocks. Alpha measures the amount that position in Kamada 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) | Days Sales Outstanding | 123.83 | 76.91 | 50.12 | 47.61 | PTB Ratio | 1.67 | 1.02 | 1.23 | 1.17 |
Kamada Upcoming Company Events
As portrayed in its financial statements, the presentation of Kamada's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Kamada's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Kamada's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Kamada. Please utilize our Beneish M Score to check the likelihood of Kamada's management manipulating its earnings.
| 20th of March 2024 Upcoming Quarterly Report | View | |
| 22nd of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 20th of March 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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Align your risk with return expectations
Check out Kamada Backtesting, Kamada Valuation, Kamada Correlation, Kamada Hype Analysis, Kamada Volatility, Kamada History and analyze Kamada Performance. For information on how to trade Kamada Stock refer to our How to Trade Kamada Stock guide.You can also try the Portfolio Center module to all portfolio management and optimization tools to improve performance of your portfolios.
Kamada 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.