Krystal Biotech Stock Alpha and Beta Analysis
| KRYS Stock | USD 182.29 4.19 2.35% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Krystal Biotech. It also helps investors analyze the systematic and unsystematic risks associated with investing in Krystal Biotech over a specified time horizon. Remember, high Krystal Biotech'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 Krystal Biotech's market risk premium analysis include:
Beta 1.46 | Alpha (0.27) | Risk 2.46 | Sharpe Ratio (0.05) | Expected Return (0.12) |
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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.
Krystal |
Krystal Biotech Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Krystal Biotech market risk premium is the additional return an investor will receive from holding Krystal Biotech 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 Krystal Biotech. 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 Krystal Biotech's performance over market.| α | -0.27 | β | 1.46 |
Krystal Biotech 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 Krystal Biotech's Buy-and-hold return. Our buy-and-hold chart shows how Krystal Biotech performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Krystal Biotech Market Price Analysis
Market price analysis indicators help investors to evaluate how Krystal Biotech stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Krystal Biotech shares will generate the highest return on investment. By understating and applying Krystal Biotech stock market price indicators, traders can identify Krystal Biotech position entry and exit signals to maximize returns.
Krystal Biotech Return and Market Media
The median price of Krystal Biotech for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 179.58 with a coefficient of variation of 5.09. The daily time series for the period is distributed with a sample standard deviation of 9.33, arithmetic mean of 183.47, and mean deviation of 7.74. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Disposition of 5109 shares by Suma Krishnan of Krystal Biotech at 170.3241 subject to Rule 16b-3 | 09/06/2024 |
2 | WVE Stock Soars on Upbeat Efficacy Data From Muscle Disease Study | 09/25/2024 |
3 | State Street Corps Strategic Acquisition in Krystal Biotech Inc | 10/16/2024 |
4 | PFE Gets FDA Nod for Expanded Use of RSV Vaccine Abrysvo | 10/23/2024 |
5 | 100 Invested In This Stock 5 Years Ago Would Be Worth 400 Today | 10/30/2024 |
6 | Krystal Biotech, Inc. Beats Q3 Earnings and Revenue Estimates | 11/04/2024 |
7 | Krystal Biotech Inc Q3 2024 Earnings Call Highlights Strong Revenue Growth and ... | 11/05/2024 |
8 | Krystal Biotech Q2 EPS Forecast Increased by William Blair | 11/07/2024 |
9 | High Growth Tech Stocks Featuring Three Prominent US Companies | 11/12/2024 |
10 | Avoro Capital Advisors LLC Increases Stake in Avidity Biosciences Inc | 11/14/2024 |
11 | Segall Bryant Hamill LLC Boosts Stock Position in Krystal Biotech, Inc. - MarketBeat | 11/20/2024 |
About Krystal Biotech 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 Krystal or other stocks. Alpha measures the amount that position in Krystal Biotech 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) | Days Sales Outstanding | 272.39 | 242.13 | PTB Ratio | 4.33 | 4.11 |
Krystal Biotech Upcoming Company Events
As portrayed in its financial statements, the presentation of Krystal Biotech's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Krystal Biotech's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Krystal Biotech's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Krystal Biotech. Please utilize our Beneish M Score to check the likelihood of Krystal Biotech's management manipulating its earnings.
| 26th of February 2024 Upcoming Quarterly Report | View | |
| 13th 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 Krystal Stock Analysis
When running Krystal Biotech's price analysis, check to measure Krystal Biotech's 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 Krystal Biotech is operating at the current time. Most of Krystal Biotech's value examination focuses on studying past and present price action to predict the probability of Krystal Biotech's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Krystal Biotech's price. Additionally, you may evaluate how the addition of Krystal Biotech to your portfolios can decrease your overall portfolio volatility.