Prophase Labs Stock Alpha and Beta Analysis
| PRPH Stock | USD 0.74 0.03 3.90% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as ProPhase Labs. It also helps investors analyze the systematic and unsystematic risks associated with investing in ProPhase Labs over a specified time horizon. Remember, high ProPhase Labs' 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 ProPhase Labs' market risk premium analysis include:
Beta (0.58) | Alpha (1.50) | Risk 7.82 | Sharpe Ratio (0.18) | Expected Return (1.40) |
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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.
ProPhase |
ProPhase Labs Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. ProPhase Labs market risk premium is the additional return an investor will receive from holding ProPhase Labs 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 ProPhase Labs. 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 ProPhase Labs' performance over market.| α | -1.5 | β | -0.58 |
ProPhase Labs 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 ProPhase Labs' Buy-and-hold return. Our buy-and-hold chart shows how ProPhase Labs performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.ProPhase Labs Market Price Analysis
Market price analysis indicators help investors to evaluate how ProPhase Labs stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading ProPhase Labs shares will generate the highest return on investment. By understating and applying ProPhase Labs stock market price indicators, traders can identify ProPhase Labs position entry and exit signals to maximize returns.
ProPhase Labs Return and Market Media
The median price of ProPhase Labs for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 2.38 with a coefficient of variation of 31.58. The daily time series for the period is distributed with a sample standard deviation of 0.66, arithmetic mean of 2.09, and mean deviation of 0.51. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | ProPhase Labs launches direct-to-consumer DNA testing subsidiary, shares climb | 11/04/2024 |
2 | ProPhase Labs plummets 21, prices 3M equity offering | 11/08/2024 |
3 | ProPhase Labs earnings missed by 0.04, revenue topped estimates | 11/13/2024 |
4 | Earnings call Prophase Labs Q3 2024 reveals strategic growth initiatives | 11/15/2024 |
5 | Impact BioMedical Inc. Issues Shareholder Letter Highlighting Recent Achievements and Strategic ... | 11/19/2024 |
6 | ProPhase Labs plummets 21, prices 3M equity offering - MSN | 11/20/2024 |
About ProPhase Labs 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 ProPhase or other stocks. Alpha measures the amount that position in ProPhase Labs 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.
| 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.0613 | 0.0705 | 0.067 | Price To Sales Ratio | 1.24 | 1.75 | 1.66 |
ProPhase Labs Upcoming Company Events
As portrayed in its financial statements, the presentation of ProPhase Labs' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, ProPhase Labs' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of ProPhase Labs' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of ProPhase Labs. Please utilize our Beneish M Score to check the likelihood of ProPhase Labs' management manipulating its earnings.
| 26th of March 2024 Upcoming Quarterly Report | View | |
| 9th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 26th 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 ProPhase Labs
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Check out ProPhase Labs Backtesting, ProPhase Labs Valuation, ProPhase Labs Correlation, ProPhase Labs Hype Analysis, ProPhase Labs Volatility, ProPhase Labs History and analyze ProPhase Labs Performance. For more detail on how to invest in ProPhase Stock please use our How to Invest in ProPhase Labs guide.You can also try the Price Transformation module to use Price Transformation models to analyze the depth of different equity instruments across global markets.
ProPhase Labs 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.