Stoke Therapeutics Stock Alpha and Beta Analysis
| STOK Stock | USD 11.27 0.04 0.35% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Stoke Therapeutics. It also helps investors analyze the systematic and unsystematic risks associated with investing in Stoke Therapeutics over a specified time horizon. Remember, high Stoke Therapeutics' 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 Stoke Therapeutics' market risk premium analysis include:
Beta 1.43 | Alpha (0.46) | Risk 3.7 | Sharpe Ratio (0.08) | Expected Return (0.30) |
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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.
Stoke |
Stoke Therapeutics Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Stoke Therapeutics market risk premium is the additional return an investor will receive from holding Stoke Therapeutics 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 Stoke Therapeutics. 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 Stoke Therapeutics' performance over market.| α | -0.46 | β | 1.43 |
Stoke Therapeutics 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 Stoke Therapeutics' Buy-and-hold return. Our buy-and-hold chart shows how Stoke Therapeutics performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Stoke Therapeutics Market Price Analysis
Market price analysis indicators help investors to evaluate how Stoke Therapeutics stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Stoke Therapeutics shares will generate the highest return on investment. By understating and applying Stoke Therapeutics stock market price indicators, traders can identify Stoke Therapeutics position entry and exit signals to maximize returns.
Stoke Therapeutics Return and Market Media
The median price of Stoke Therapeutics for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 13.1 with a coefficient of variation of 9.04. The daily time series for the period is distributed with a sample standard deviation of 1.2, arithmetic mean of 13.27, and mean deviation of 1.02. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Redmile Group, LLC Expands Stake in Atara Biotherapeutics Inc | 09/13/2024 |
2 | Disposition of 1937500 shares by Skorpios Trust of Stoke Therapeutics at 14.05 subject to Rule 16b-3 | 09/19/2024 |
3 | Skorpios Trust Reduces Stake in Stoke Therapeutics Inc | 09/23/2024 |
4 | Stoke Therapeutics, Inc. Receives Average Rating of Moderate Buy from Brokerages - MarketBeat | 09/27/2024 |
5 | Disposition of 10000 shares by Ticho Barry of Stoke Therapeutics at 12.0648 subject to Rule 16b-3 | 10/01/2024 |
6 | Stoke therapeutics executive sells 120k in stock | 10/02/2024 |
7 | Stoke Therapeutics, Inc. Expected to Beat Earnings Estimates What to Know Ahead of Q3 Release | 10/29/2024 |
8 | Disposition of 10000 shares by Ticho Barry of Stoke Therapeutics at 12.6803 subject to Rule 16b-3 | 11/01/2024 |
9 | Stoke Therapeutics, Inc. Reports Q3 Loss, Tops Revenue Estimates | 11/05/2024 |
10 | Stoke Therapeutics Earns Buy Rating from Needham Company LLC | 11/06/2024 |
11 | Acquisition by Ticho Barry of 10000 shares of Stoke Therapeutics at 0.6 subject to Rule 16b-3 | 11/07/2024 |
12 | CV Sciences and Stoke Therapeutics Head to Head Review | 11/08/2024 |
13 | Stoke Therapeutics May Find a Bottom Soon, Heres Why You Should Buy the Stock Now | 11/20/2024 |
About Stoke Therapeutics 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 Stoke or other stocks. Alpha measures the amount that position in Stoke Therapeutics 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) | Payables Turnover | 2.79 | 2.93 | Days Of Inventory On Hand | 1.0K | 903.01 |
Stoke Therapeutics Upcoming Company Events
As portrayed in its financial statements, the presentation of Stoke Therapeutics' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Stoke Therapeutics' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Stoke Therapeutics' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Stoke Therapeutics. Please utilize our Beneish M Score to check the likelihood of Stoke Therapeutics' management manipulating its earnings.
| 4th of March 2024 Upcoming Quarterly Report | View | |
| 2nd of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 4th 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 Stoke Therapeutics Backtesting, Stoke Therapeutics Valuation, Stoke Therapeutics Correlation, Stoke Therapeutics Hype Analysis, Stoke Therapeutics Volatility, Stoke Therapeutics History and analyze Stoke Therapeutics Performance. For more information on how to buy Stoke Stock please use our How to buy in Stoke Stock guide.You can also try the Efficient Frontier module to plot and analyze your portfolio and positions against risk-return landscape of the market..
Stoke Therapeutics 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.