Sol Gel Technologies Stock Alpha and Beta Analysis
| SLGL Stock | USD 1.65 0.67 68.37% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Sol Gel Technologies. It also helps investors analyze the systematic and unsystematic risks associated with investing in Sol Gel over a specified time horizon. Remember, high Sol Gel'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 Sol Gel's market risk premium analysis include:
Beta 6.67 | Alpha 3.39 | Risk 37.47 | Sharpe Ratio 0.12 | Expected Return 4.33 |
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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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Sol Gel Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Sol Gel market risk premium is the additional return an investor will receive from holding Sol Gel 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 Sol Gel. 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 Sol Gel's performance over market.| α | 3.39 | β | 6.67 |
Sol Gel 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 Sol Gel's Buy-and-hold return. Our buy-and-hold chart shows how Sol Gel performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Sol Gel Market Price Analysis
Market price analysis indicators help investors to evaluate how Sol Gel stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Sol Gel shares will generate the highest return on investment. By understating and applying Sol Gel stock market price indicators, traders can identify Sol Gel position entry and exit signals to maximize returns.
Sol Gel Return and Market Media
The median price of Sol Gel for the period between Fri, Sep 27, 2024 and Thu, Dec 26, 2024 is 0.57 with a coefficient of variation of 26.18. The daily time series for the period is distributed with a sample standard deviation of 0.16, arithmetic mean of 0.6, and mean deviation of 0.09. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Sol-Gel Reports Third Quarter 2024 Financial Results and Provides Corporate Updates | 11/15/2024 |
2 | Sol-Gel Announces 180-Day Extension to Regain Compliance with Nasdaq Minimum Bid Requirement | 11/20/2024 |
About Sol Gel 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 Sol or other stocks. Alpha measures the amount that position in Sol Gel 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.
| 2022 | 2023 | 2024 (projected) | Payables Turnover | 50.53 | 152.86 | 160.51 | Days Of Inventory On Hand | 2.9E-5 | 2.6E-5 | 1.5E-5 |
Sol Gel Upcoming Company Events
As portrayed in its financial statements, the presentation of Sol Gel's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Sol Gel's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Sol Gel's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Sol Gel. Please utilize our Beneish M Score to check the likelihood of Sol Gel's management manipulating its earnings.
| 8th of March 2024 Upcoming Quarterly Report | View | |
| 10th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 8th of March 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 Sol Gel Backtesting, Sol Gel Valuation, Sol Gel Correlation, Sol Gel Hype Analysis, Sol Gel Volatility, Sol Gel History and analyze Sol Gel Performance. You can also try the Premium Stories module to follow Macroaxis premium stories from verified contributors across different equity types, categories and coverage scope.
Sol Gel 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.