Surrozen Warrant Stock Alpha and Beta Analysis
| SRZNW Stock | USD 0.01 0.00 0.00% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Surrozen Warrant. It also helps investors analyze the systematic and unsystematic risks associated with investing in Surrozen Warrant over a specified time horizon. Remember, high Surrozen Warrant'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 Warrant's market risk premium analysis include:
Beta (4.78) | Alpha 5.58 | Risk 257.67 | Sharpe Ratio 0.25 | Expected Return 63.87 |
Enterprise Value |
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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 Warrant Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Surrozen Warrant market risk premium is the additional return an investor will receive from holding Surrozen Warrant 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 Warrant. 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 Warrant's performance over market.| α | 5.58 | β | -4.78 |
Surrozen Warrant Fundamentals Vs Peers
Comparing Surrozen Warrant's fundamentals to the average values of its peers is one of the most widely used and accepted methods of equity analyses. It helps to analyze Surrozen Warrant's direct or indirect competition across all of the common fundamentals between Surrozen Warrant and the related equities. This way, we can detect undervalued stocks with similar characteristics as Surrozen Warrant or determine the stocks which would be an excellent addition to an existing portfolio. Peer analysis of Surrozen Warrant's fundamental indicators could also be used in its relative valuation, which is a method of valuing Surrozen Warrant by comparing valuation metrics with those of similar companies.
| Better Than Average | Worse Than Average | Compare Surrozen Warrant to competition |
| Fundamentals | Surrozen Warrant | Peer Average |
| Return On Equity | -1.74 | -0.31 |
| Return On Asset | -0.33 | -0.14 |
| Operating Margin | 0.12 % | (5.51) % |
| Number Of Shares Shorted | 58.68 K | 4.71 M |
| Revenue | 12.5 M | 9.43 B |
| EBITDA | (41.13 M) | 3.9 B |
| Net Income | (43.04 M) | 570.98 M |
Surrozen Warrant Opportunities
Surrozen Warrant Return and Market Media
The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Discretionary transaction by Column Group Iii, Lp of tradable shares of Surrozen Warrant subject to Rule 16b-3 | 08/30/2024 |
2 | Acquisition by Lin Shao-lee of 20000 shares of Surrozen Warrant subject to Rule 16b-3 | 09/10/2024 |
3 | Acquisition by Charles Williams of 125000 shares of Surrozen Warrant at 0.7001 subject to Rule 16b-3 | 09/11/2024 |
4 | Acquisition by Parker Craig C of 2065 shares of Surrozen Warrant subject to Rule 16b-3 | 09/25/2024 |
5 | Surrozen Shares Soar on 10M Milestone Payment, Strong Clinical Progress in Q3 SRZN Stock News - StockTitan | 11/06/2024 |
About Surrozen Warrant 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 Warrant 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) | Days Sales Outstanding | 51.98 | 46.21 | PTB Ratio | 0.5 | 0.48 |
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Surrozen Warrant in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Surrozen Warrant's short interest history, or implied volatility extrapolated from Surrozen Warrant options trading.
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Additional Tools for Surrozen Stock Analysis
When running Surrozen Warrant's price analysis, check to measure Surrozen Warrant'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 Surrozen Warrant is operating at the current time. Most of Surrozen Warrant's value examination focuses on studying past and present price action to predict the probability of Surrozen Warrant's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Surrozen Warrant's price. Additionally, you may evaluate how the addition of Surrozen Warrant to your portfolios can decrease your overall portfolio volatility.