Polypid Stock Alpha and Beta Analysis
| PYPD Stock | USD 3.51 0.10 2.77% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as PolyPid. It also helps investors analyze the systematic and unsystematic risks associated with investing in PolyPid over a specified time horizon. Remember, high PolyPid'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 PolyPid's market risk premium analysis include:
Beta 1.03 | Alpha 0.0212 | Risk 3.6 | Sharpe Ratio 0.0126 | Expected Return 0.0453 |
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.
PolyPid |
PolyPid Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. PolyPid market risk premium is the additional return an investor will receive from holding PolyPid 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 PolyPid. 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 PolyPid's performance over market.| α | 0.02 | β | 1.03 |
PolyPid 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 PolyPid's Buy-and-hold return. Our buy-and-hold chart shows how PolyPid performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.PolyPid Market Price Analysis
Market price analysis indicators help investors to evaluate how PolyPid stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading PolyPid shares will generate the highest return on investment. By understating and applying PolyPid stock market price indicators, traders can identify PolyPid position entry and exit signals to maximize returns.
PolyPid Return and Market Media
The median price of PolyPid for the period between Thu, Aug 29, 2024 and Wed, Nov 27, 2024 is 3.47 with a coefficient of variation of 2.85. The daily time series for the period is distributed with a sample standard deviation of 0.1, arithmetic mean of 3.47, and mean deviation of 0.08. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | PolyPid to Participate in Three Upcoming Fall Investor Conferences | 09/03/2024 |
2 | Rosalind Advisors, Inc. Reduces Stake in PolyPid Ltd - GuruFocus.com | 10/23/2024 |
3 | PolyPid to Participate in the Craig-Hallum 15th Annual Alpha Select Conference | 11/07/2024 |
4 | PolyPid Provides Corporate Update and Reports Third Quarter 2024 Financial Results | 11/13/2024 |
5 | PolyPid Ltd. Q3 2024 Earnings Call Transcript | 11/14/2024 |
About PolyPid 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 PolyPid or other stocks. Alpha measures the amount that position in PolyPid 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.
PolyPid Upcoming Company Events
As portrayed in its financial statements, the presentation of PolyPid's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, PolyPid's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of PolyPid's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of PolyPid. Please utilize our Beneish M Score to check the likelihood of PolyPid's management manipulating its earnings.
| 14th of February 2024 Upcoming Quarterly Report | View | |
| 8th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 14th of February 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 PolyPid
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 PolyPid Backtesting, PolyPid Valuation, PolyPid Correlation, PolyPid Hype Analysis, PolyPid Volatility, PolyPid History and analyze PolyPid Performance. For information on how to trade PolyPid Stock refer to our How to Trade PolyPid Stock guide.You can also try the Fundamentals Comparison module to compare fundamentals across multiple equities to find investing opportunities.
PolyPid 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.