Surrozen Stock Alpha and Beta Analysis
| SRZN Stock | USD 12.07 0.82 7.29% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Surrozen. It also helps investors analyze the systematic and unsystematic risks associated with investing in Surrozen over a specified time horizon. Remember, high Surrozen'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 Surrozen's market risk premium analysis include:
Beta 1.33 | Alpha 0.43 | Risk 7.69 | Sharpe Ratio 0.0399 | Expected Return 0.31 |
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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.
Surrozen |
Surrozen Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Surrozen market risk premium is the additional return an investor will receive from holding Surrozen 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 Surrozen. 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 Surrozen's performance over market.| α | 0.43 | β | 1.33 |
Surrozen 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 Surrozen's Buy-and-hold return. Our buy-and-hold chart shows how Surrozen performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Surrozen Market Price Analysis
Market price analysis indicators help investors to evaluate how Surrozen stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Surrozen shares will generate the highest return on investment. By understating and applying Surrozen stock market price indicators, traders can identify Surrozen position entry and exit signals to maximize returns.
Surrozen Return and Market Media
The median price of Surrozen for the period between Sat, Nov 2, 2024 and Fri, Jan 31, 2025 is 10.94 with a coefficient of variation of 15.42. The daily time series for the period is distributed with a sample standard deviation of 1.71, arithmetic mean of 11.08, and mean deviation of 1.35. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Surrozen and TCGFB, Inc. Announce Strategic Research Collaboration to Develop TGF- Antibodies for Idiopathic Pulmonary Fibrosis | 11/04/2024 |
2 | Goldman Sachs Group Incs Strategic Investment in Surrozen Inc | 11/08/2024 |
3 | Alyeska Investment Group L.P. Expands Portfolio with Surrozen Inc. Acquisition | 11/15/2024 |
4 | Surrozen and Vigil Neuroscience Head-To-Head Comparison | 12/06/2024 |
5 | Acquisition by Charles Williams of 3500 shares of Surrozen subject to Rule 16b-3 | 01/02/2025 |
6 | Disposition of 1181 shares by Charles Williams of Surrozen at 17.37 subject to Rule 16b-3 | 01/03/2025 |
7 | Surrozen exec vice president sells 14,642 in stock - Investing.com | 01/06/2025 |
8 | Acquisition by Charles Williams of 45000 shares of Surrozen at 12.08 subject to Rule 16b-3 | 01/17/2025 |
9 | This Worthington Enterprises Analyst Begins Coverage On A Bullish Note Here Are Top 5 Initiations For Thursday - Benzinga | 01/30/2025 |
About Surrozen 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 Surrozen or other stocks. Alpha measures the amount that position in Surrozen 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.
| 2024 | 2025 (projected) | Days Sales Outstanding | 51.98 | 46.21 | PTB Ratio | 0.58 | 0.55 |
Surrozen Upcoming Company Events
As portrayed in its financial statements, the presentation of Surrozen's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Surrozen's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Surrozen's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Surrozen. Please utilize our Beneish M Score to check the likelihood of Surrozen's management manipulating its earnings.
| 27th of March 2024 Upcoming Quarterly Report | View | |
| 8th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 27th 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 Surrozen Backtesting, Surrozen Valuation, Surrozen Correlation, Surrozen Hype Analysis, Surrozen Volatility, Surrozen History and analyze Surrozen Performance. To learn how to invest in Surrozen Stock, please use our How to Invest in Surrozen guide.You can also try the Content Syndication module to quickly integrate customizable finance content to your own investment portal.
Surrozen 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.