Sage Therapeutic Stock Alpha and Beta Analysis
| SAGE Stock | USD 5.47 0.08 1.44% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Sage Therapeutic. It also helps investors analyze the systematic and unsystematic risks associated with investing in Sage Therapeutic over a specified time horizon. Remember, high Sage Therapeutic'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 Sage Therapeutic's market risk premium analysis include:
Beta 2.02 | Alpha (0.71) | Risk 4.68 | Sharpe Ratio (0.1) | Expected Return (0.46) |
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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.
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Sage Therapeutic Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Sage Therapeutic market risk premium is the additional return an investor will receive from holding Sage Therapeutic 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 Sage Therapeutic. 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 Sage Therapeutic's performance over market.| α | -0.71 | β | 2.02 |
Sage Therapeutic 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 Sage Therapeutic's Buy-and-hold return. Our buy-and-hold chart shows how Sage Therapeutic performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Sage Therapeutic Market Price Analysis
Market price analysis indicators help investors to evaluate how Sage Therapeutic stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Sage Therapeutic shares will generate the highest return on investment. By understating and applying Sage Therapeutic stock market price indicators, traders can identify Sage Therapeutic position entry and exit signals to maximize returns.
Sage Therapeutic Return and Market Media
The median price of Sage Therapeutic for the period between Tue, Sep 3, 2024 and Mon, Dec 2, 2024 is 7.02 with a coefficient of variation of 14.65. The daily time series for the period is distributed with a sample standard deviation of 1.0, arithmetic mean of 6.82, and mean deviation of 0.84. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Sage Therapeutics, Inc. Sued for Securities Law Violations Investors Should Contact Levi Korsinsky for More Information SAGE | 10/16/2024 |
2 | Class Action Filed Against Sage Therapeutics, Inc. Seeking Recovery for Investors - Contact Levi Korsinsky | 10/21/2024 |
3 | The Law Offices of Frank R. Cruz Reminds Investors of Looming Deadline in the Class Action Lawsuit Against Sage Therapeutics, Inc. | 10/25/2024 |
4 | Sage and Artis Trade Join Forces to Accelerate Document Automation and Drive Efficiency in Secured Finance | 10/31/2024 |
5 | Sage Therapeutics Price Target Cut to 8.00 by Analysts at Oppenheimer | 11/01/2024 |
6 | Acumen Pharmaceuticals Appoints Dr. Amy Schacterle as Chief Regulatory Officer Head of Quality | 11/06/2024 |
7 | SOHM, Inc. Announces Allowances Of Japanese Patent Claims Received from Japans Patent Office Protecting Transformative SOHM-ABBIE Genome Edited, SAGE Recombinan... | 11/14/2024 |
8 | Sage Therapeutics Announces Topline Results from the Phase 2 DIMENSION Study of Dalzanemdor in the Treatment of Cognitive Impairment Associated with Huntingtons... | 11/20/2024 |
9 | Sage raised to sector perform by RBC in wake of drug failure | 11/21/2024 |
10 | A Brand New Bathhouse is Open in Renton | 11/26/2024 |
About Sage Therapeutic 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 Sage or other stocks. Alpha measures the amount that position in Sage Therapeutic 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) | Graham Number | 63.5 | 52.16 | 36.38 | Receivables Turnover | 0.56 | 1.02 | 1.08 |
Sage Therapeutic Upcoming Company Events
As portrayed in its financial statements, the presentation of Sage Therapeutic's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Sage Therapeutic's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Sage Therapeutic's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Sage Therapeutic. Please utilize our Beneish M Score to check the likelihood of Sage Therapeutic's management manipulating its earnings.
| 15th of February 2024 Upcoming Quarterly Report | View | |
| 7th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 15th 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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Check out Sage Therapeutic Backtesting, Sage Therapeutic Valuation, Sage Therapeutic Correlation, Sage Therapeutic Hype Analysis, Sage Therapeutic Volatility, Sage Therapeutic History and analyze Sage Therapeutic Performance. For information on how to trade Sage Stock refer to our How to Trade Sage Stock guide.You can also try the Earnings Calls module to check upcoming earnings announcements updated hourly across public exchanges.
Sage Therapeutic 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.