Semler Scientific Stock Alpha and Beta Analysis
| SMLR Stock | USD 66.43 7.16 12.08% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Semler Scientific. It also helps investors analyze the systematic and unsystematic risks associated with investing in Semler Scientific over a specified time horizon. Remember, high Semler Scientific'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 Semler Scientific's market risk premium analysis include:
Beta 3.49 | Alpha 1.13 | Risk 7.46 | Sharpe Ratio 0.21 | Expected Return 1.53 |
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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.
Semler |
Semler Scientific Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Semler Scientific market risk premium is the additional return an investor will receive from holding Semler Scientific 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 Semler Scientific. 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 Semler Scientific's performance over market.| α | 1.13 | β | 3.49 |
Semler Scientific 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 Semler Scientific's Buy-and-hold return. Our buy-and-hold chart shows how Semler Scientific performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Semler Scientific Market Price Analysis
Market price analysis indicators help investors to evaluate how Semler Scientific stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Semler Scientific shares will generate the highest return on investment. By understating and applying Semler Scientific stock market price indicators, traders can identify Semler Scientific position entry and exit signals to maximize returns.
Semler Scientific Return and Market Media
The median price of Semler Scientific for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 27.0 with a coefficient of variation of 31.48. The daily time series for the period is distributed with a sample standard deviation of 9.56, arithmetic mean of 30.36, and mean deviation of 6.86. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 10000 shares by Murphy-chutorian Douglas of Semler Scientific at 28.3453 subject to Rule 16b-3 | 08/29/2024 |
2 | Disposition of 26742 shares by Murphy-chutorian Douglas of Semler Scientific subject to Rule 16b-3 | 09/05/2024 |
3 | Disposition of tradable shares by Murphy-chutorian Douglas of Semler Scientific at 77.89 subject to Rule 16b-3 | 09/13/2024 |
4 | Semler Scientific vs. Xcorporeal Financial Analysis | 09/18/2024 |
5 | Acquisition by Murphy-chutorian Douglas of 15000 shares of Semler Scientific at 22.92 subject to Rule 16b-3 | 09/27/2024 |
6 | Disposition of 600 shares by Murphy-chutorian Douglas of Semler Scientific at 73.2525 subject to Rule 16b-3 | 10/25/2024 |
7 | Semler Scientific Inc Trading 9.23 percent Higher on Oct 29 | 10/29/2024 |
8 | Why Shares of Semler Scientific Stock Jumped 24.5 percent Last Month | 11/05/2024 |
9 | Semler Scientific Third Quarter 2024 Earnings Beats Expectations | 11/06/2024 |
10 | Pre-Market Trading in U.S. Crypto Stocks Explodes, With MicroStrategy Topping 300 | 11/11/2024 |
11 | Billionaire Michael Saylor of MicroStrategy Just Delivered Incredible News for Bitcoin | 11/12/2024 |
12 | Semler Scientific Added 215 Bitcoin to Holdings, Bringing Stack to 1,273 BTC | 11/18/2024 |
13 | MicroStrategy stock surges 500, now holds 30B in Bitcoin | 11/19/2024 |
14 | Bitcoin Briefly Eclipses 99KWhy Investors Just Cant Get Enough | 11/21/2024 |
About Semler Scientific 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 Semler or other stocks. Alpha measures the amount that position in Semler Scientific 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.
| 2021 | 2022 | 2023 | 2024 (projected) | Graham Number | 19.74 | 19.91 | 27.08 | 28.44 | Receivables Turnover | 14.65 | 14.59 | 11.13 | 8.98 |
Semler Scientific Upcoming Company Events
As portrayed in its financial statements, the presentation of Semler Scientific's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Semler Scientific's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Semler Scientific's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Semler Scientific. Please utilize our Beneish M Score to check the likelihood of Semler Scientific's management manipulating its earnings.
| 19th of March 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
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Additional Tools for Semler Stock Analysis
When running Semler Scientific's price analysis, check to measure Semler Scientific'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 Semler Scientific is operating at the current time. Most of Semler Scientific's value examination focuses on studying past and present price action to predict the probability of Semler Scientific's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Semler Scientific's price. Additionally, you may evaluate how the addition of Semler Scientific to your portfolios can decrease your overall portfolio volatility.