Sage Therapeutics Alpha and Beta Analysis
| SAGEDelisted Stock | USD 8.68 0.00 0.00% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Sage Therapeutics. It also helps investors analyze the systematic and unsystematic risks associated with investing in Sage Therapeutics over a specified time horizon. Remember, high Sage Therapeutics' 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 Therapeutics' market risk premium analysis include:
Beta 0.0095 | Alpha 0.25 | Risk 0.0 | Sharpe Ratio 0.0 | Expected Return 0.0 |
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.
Sage |
Sage Therapeutics Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Sage Therapeutics market risk premium is the additional return an investor will receive from holding Sage Therapeutics 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 Therapeutics. 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 Therapeutics' performance over market.| α | 0.25 | β | 0.01 |
Sage Therapeutics Fundamentals Vs Peers
Comparing Sage Therapeutics' fundamentals to the average values of its peers is one of the most widely used and accepted methods of equity analyses. It helps to analyze Sage Therapeutics' direct or indirect competition across all of the common fundamentals between Sage Therapeutics and the related equities. This way, we can detect undervalued stocks with similar characteristics as Sage Therapeutics or determine the stocks which would be an excellent addition to an existing portfolio. Peer analysis of Sage Therapeutics' fundamental indicators could also be used in its relative valuation, which is a method of valuing Sage Therapeutics by comparing valuation metrics with those of similar companies.
| Better Than Average | Worse Than Average | Compare Sage Therapeutics to competition |
| Fundamentals | Sage Therapeutics | Peer Average |
| Return On Equity | -0.6 | -0.31 |
| Return On Asset | -0.34 | -0.14 |
| Operating Margin | (1.71) % | (5.51) % |
| Current Valuation | 190.79 M | 16.62 B |
| Shares Outstanding | 62.78 M | 571.82 M |
| Shares Owned By Insiders | 10.36 % | 10.09 % |
| Shares Owned By Institutions | 83.59 % | 39.21 % |
Sage Therapeutics Opportunities
Sage Therapeutics Return and Market Media
The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Sage Adds AI-Powered Fall Detection and Wellness Trend Monitoring to its All-in-One Senior Care Platform | 06/09/2025 |
2 | SAGE HC Wainwright Maintains Neutral Rating and 12 Price Target SAGE Stock News | 06/17/2025 |
3 | HAREHOLDER ALERT Class Action Attorney Juan Monteverde Investigates the Merger of Sage Therapeutics, Inc. | 07/01/2025 |
4 | SAGE Scotiabank Downgrades Sage Therapeutics with Price Target Adjustment SAGE Stock News | 07/08/2025 |
5 | FISPAN Powers 1,000 Businesses in Sage Intacct as Demand for Embedded ERP Banking Services Accelerates | 07/23/2025 |
6 | ZURZUVAE Receives Positive Opinion from CHMP for the Treatment of Women with Postpartum Depression | 07/25/2025 |
7 | Sage Therapeutics, Inc. Reports Q2 Loss, Beats Revenue Estimates | 07/30/2025 |
8 | Disposition of 174000 shares by Barry Greene of Sage Therapeutic at 6.97 subject to Rule 16b-3 | 07/31/2025 |
About Sage Therapeutics 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 delisted stocks. Alpha measures the amount that position in Sage Therapeutics 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.
Sage Therapeutics Upcoming Company Events
As portrayed in its financial statements, the presentation of Sage Therapeutics' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Sage Therapeutics' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Sage Therapeutics' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Sage Therapeutics. Please utilize our Beneish M Score to check the likelihood of Sage Therapeutics' 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 |
Build Portfolio with Sage Therapeutics
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 World Market Map to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in price. You can also try the Watchlist Optimization module to optimize watchlists to build efficient portfolios or rebalance existing positions based on the mean-variance optimization algorithm.
Other Consideration for investing in Sage Stock
If you are still planning to invest in Sage Therapeutics check if it may still be traded through OTC markets such as Pink Sheets or OTC Bulletin Board. You may also purchase it directly from the company, but this is not always possible and may require contacting the company directly. Please note that delisted stocks are often considered to be more risky investments, as they are no longer subject to the same regulatory and reporting requirements as listed stocks. Therefore, it is essential to carefully research the Sage Therapeutics' history and understand the potential risks before investing.
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