Scilex Holding Stock Alpha and Beta Analysis
| SCLX Stock | 11.34 0.12 1.05% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Scilex Holding. It also helps investors analyze the systematic and unsystematic risks associated with investing in Scilex Holding over a specified time horizon. Remember, high Scilex Holding'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 Scilex Holding's market risk premium analysis include:
Beta 1.98 | Alpha (0.33) | Risk 6.21 | Sharpe Ratio (0.04) | Expected Return (0.23) |
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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.
Check out Scilex Holding Backtesting, Scilex Holding Valuation, Scilex Holding Correlation, Scilex Holding Hype Analysis, Scilex Holding Volatility, Scilex Holding History and analyze Scilex Holding Performance. Scilex Holding Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Scilex Holding market risk premium is the additional return an investor will receive from holding Scilex Holding 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 Scilex Holding. 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 Scilex Holding's performance over market.| α | -0.33 | β | 1.98 |
Scilex Holding 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 Scilex Holding's Buy-and-hold return. Our buy-and-hold chart shows how Scilex Holding performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Scilex Holding Market Price Analysis
Market price analysis indicators help investors to evaluate how Scilex Holding stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Scilex Holding shares will generate the highest return on investment. By understating and applying Scilex Holding stock market price indicators, traders can identify Scilex Holding position entry and exit signals to maximize returns.
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Scilex Holding Return and Market Media
The median price of Scilex Holding for the period between Thu, Oct 23, 2025 and Wed, Jan 21, 2026 is 16.5 with a coefficient of variation of 17.51. The daily time series for the period is distributed with a sample standard deviation of 2.83, arithmetic mean of 16.16, and mean deviation of 2.48. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Disposition of tradable shares by Chun Jay of Scilex Holding subject to Rule 16b-3 | 10/22/2025 |
2 | Will Scilex Holding Company Equity Warrant stock maintain growth story - July 2025 Gainers AI Powered Market Entry Strategies - fcp.pa.gov.br | 11/05/2025 |
3 | Signal strength of Scilex Holding Company Equity Warrant stock in tech scanners - July 2025 Short Interest AI Optimized Trading Strategy Guides - newser.com | 11/18/2025 |
4 | Scilex Holding Company Announces Update Regarding Distribution of Dream Bowl 2026 Meme Coin by Datavault AI Inc. - Yahoo Finance | 11/21/2025 |
5 | Scilex Holding Company Announces Closing of Exercise of Warrants for 20.3 Million Gross Proceeds | 11/25/2025 |
6 | Why Scilex Holding Company Equity Warrant stock could benefit from AI revolution - July 2025 PostEarnings Technical Pattern Alert System - Newser | 12/04/2025 |
7 | Datavault AI Inc. Announces a Distribution Date of Dec. 24, 2025, for the Dream Bowl Meme Coin Tokens to All Eligible Record Equity Holders of Datavault AI and ... | 12/11/2025 |
8 | Is Scilex Holding Company stock undervalued vs historical averages - Dollar Strength High Accuracy Trade Alerts - | 12/18/2025 |
9 | Scilex Holding Company Confirms Dream Bowl 2026 Meme Coin Claim Process on December 24, 2025 Drop by Datavault AI Inc. | 12/23/2025 |
10 | Disposition of 3689016 shares by Scilex Holding Co of Scilex Holding at 0.7509 subject to Rule 16b-3 | 12/26/2025 |
11 | Disposition of 9657300 shares by Scilex Holding Co of Scilex Holding at 0.5394 subject to Rule 16b-3 | 12/30/2025 |
12 | Acquisition by Jaisim Shah of 200000 shares of Scilex Holding at 1.41 subject to Rule 16b-3 | 01/02/2026 |
13 | Scilex Holding Company Stocks 25 percent Dive Might Signal An Opportunity But It Requires Some Scrutiny - | 01/14/2026 |
About Scilex Holding 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 Scilex or other stocks. Alpha measures the amount that position in Scilex Holding 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 | 2025 | 2026 (projected) | Payables Turnover | 0.38 | 0.32 | 0.36 | 0.68 | Days Of Inventory On Hand | 98.09 | 53.28 | 61.27 | 58.21 |
Scilex Holding Upcoming Company Events
As portrayed in its financial statements, the presentation of Scilex Holding's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Scilex Holding's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Scilex Holding's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Scilex Holding. Please utilize our Beneish M Score to check the likelihood of Scilex Holding's management manipulating its earnings.
| 13th of February 2024 Upcoming Quarterly Report | View | |
| 10th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 13th 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 Scilex Stock Analysis
When running Scilex Holding's price analysis, check to measure Scilex Holding'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 Scilex Holding is operating at the current time. Most of Scilex Holding's value examination focuses on studying past and present price action to predict the probability of Scilex Holding's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Scilex Holding's price. Additionally, you may evaluate how the addition of Scilex Holding to your portfolios can decrease your overall portfolio volatility.