Siga Technologies Stock Alpha and Beta Analysis
| SIGA Stock | USD 7.31 0.83 12.81% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as SIGA Technologies. It also helps investors analyze the systematic and unsystematic risks associated with investing in SIGA Technologies over a specified time horizon. Remember, high SIGA Technologies' 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 SIGA Technologies' market risk premium analysis include:
Beta 2.68 | Alpha (0.81) | Risk 4.28 | Sharpe Ratio (0.06) | Expected Return (0.27) |
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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.
SIGA |
SIGA Technologies Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. SIGA Technologies market risk premium is the additional return an investor will receive from holding SIGA Technologies 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 SIGA Technologies. 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 SIGA Technologies' performance over market.| α | -0.81 | β | 2.67 |
SIGA Technologies 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 SIGA Technologies' Buy-and-hold return. Our buy-and-hold chart shows how SIGA Technologies performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.SIGA Technologies Market Price Analysis
Market price analysis indicators help investors to evaluate how SIGA Technologies stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading SIGA Technologies shares will generate the highest return on investment. By understating and applying SIGA Technologies stock market price indicators, traders can identify SIGA Technologies position entry and exit signals to maximize returns.
SIGA Technologies Return and Market Media
The median price of SIGA Technologies for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 7.07 with a coefficient of variation of 12.0. The daily time series for the period is distributed with a sample standard deviation of 0.88, arithmetic mean of 7.37, and mean deviation of 0.72. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Disposition of 24712 shares by Knisely Evan A. of SIGA Technologies subject to Rule 16b-3 | 09/13/2024 |
2 | Indian-Origin New York Health Advisor Fired Over Drug-Fuelled Sex Party | 09/25/2024 |
3 | SIGA Technologies to supply TPOXX in Morocco | 10/08/2024 |
4 | SIGA Launches Process-Oriented OT Cybersecurity Solutions Suite | 10/22/2024 |
5 | Siga Technologies Inc. Stock Moves -0.6 percent What You Should Know | 10/23/2024 |
6 | Disposition of 23893 shares by Nguyen Diem of SIGA Technologies at 6.77 subject to Rule 16b-3 | 10/25/2024 |
7 | Levi Korsinsky Reminds Shareholders of an Investigation into SIGA Technologies, Inc. Regarding Potential Securities Fraud Allegations | 10/30/2024 |
8 | SIGA Technologies, Inc. Investigation Ongoing Contact Levi Korsinsky to Discuss Your Rights - SIGA | 11/04/2024 |
9 | SIGA Technologies GAAP EPS of 0.02, revenue of 10M | 11/07/2024 |
10 | Earnings call SIGA reports strong Q3 growth, optimistic about TPOXX | 11/08/2024 |
11 | Investors Shouldnt Be Too Comfortable With SIGA Technologies Earnings | 11/15/2024 |
12 | Foundry Partners LLC Purchases New Shares in SIGA Technologies, Inc. - MarketBeat | 11/22/2024 |
About SIGA Technologies 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 SIGA or other stocks. Alpha measures the amount that position in SIGA Technologies 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 (projected) | Dividend Yield | 0.0804 | 0.0567 | Price To Sales Ratio | 2.86 | 2.71 |
SIGA Technologies Upcoming Company Events
As portrayed in its financial statements, the presentation of SIGA Technologies' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, SIGA Technologies' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of SIGA Technologies' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of SIGA Technologies. Please utilize our Beneish M Score to check the likelihood of SIGA Technologies' management manipulating its earnings.
| 7th of March 2024 Upcoming Quarterly Report | View | |
| 2nd of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 7th 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 SIGA Technologies
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 SIGA Technologies Backtesting, SIGA Technologies Valuation, SIGA Technologies Correlation, SIGA Technologies Hype Analysis, SIGA Technologies Volatility, SIGA Technologies History and analyze SIGA Technologies Performance. For information on how to trade SIGA Stock refer to our How to Trade SIGA Stock guide.You can also try the Bollinger Bands module to use Bollinger Bands indicator to analyze target price for a given investing horizon.
SIGA Technologies 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.