Supernus Pharmaceuticals Stock Alpha and Beta Analysis
| SUPN Stock | USD 36.10 0.12 0.33% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Supernus Pharmaceuticals. It also helps investors analyze the systematic and unsystematic risks associated with investing in Supernus Pharmaceuticals over a specified time horizon. Remember, high Supernus Pharmaceuticals' 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 Supernus Pharmaceuticals' market risk premium analysis include:
Beta 1.18 | Alpha (0.06) | Risk 2.08 | Sharpe Ratio 0.0417 | Expected Return 0.0868 |
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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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Supernus Pharmaceuticals Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Supernus Pharmaceuticals market risk premium is the additional return an investor will receive from holding Supernus Pharmaceuticals 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 Supernus Pharmaceuticals. 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 Supernus Pharmaceuticals' performance over market.| α | -0.06 | β | 1.18 |
Supernus Pharmaceuticals 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 Supernus Pharmaceuticals' Buy-and-hold return. Our buy-and-hold chart shows how Supernus Pharmaceuticals performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Supernus Pharmaceuticals Market Price Analysis
Market price analysis indicators help investors to evaluate how Supernus Pharmaceuticals stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Supernus Pharmaceuticals shares will generate the highest return on investment. By understating and applying Supernus Pharmaceuticals stock market price indicators, traders can identify Supernus Pharmaceuticals position entry and exit signals to maximize returns.
Supernus Pharmaceuticals Return and Market Media
The median price of Supernus Pharmaceuticals for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 33.93 with a coefficient of variation of 5.66. The daily time series for the period is distributed with a sample standard deviation of 1.91, arithmetic mean of 33.76, and mean deviation of 1.55. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Acquisition by Padmanabh Bhatt of 14491 shares of Supernus Pharmaceuticals at 25.3 subject to Rule 16b-3 | 08/30/2024 |
2 | Disposition of 21000 shares by Jack Khattar of Supernus Pharmaceuticals subject to Rule 16b-3 | 09/03/2024 |
3 | Disposition of 10000 shares by Gemayel Georges of Supernus Pharmaceuticals at 31.33 subject to Rule 16b-3 | 09/13/2024 |
4 | Supernus Pharmaceuticals Issues Earnings Results, Beats Estimates By 0.25 EPS | 11/05/2024 |
5 | Supernus Pharmaceuticals, Inc. Q3 2024 Earnings Call Transcript | 11/06/2024 |
6 | Disposition of 125000 shares by Jack Khattar of Supernus Pharmaceuticals at 9.13 subject to Rule 16b-3 | 11/07/2024 |
7 | Disposition of 20000 shares by Newhall Charles W Iii of Supernus Pharmaceuticals at 9.13 subject to Rule 16b-3 | 11/11/2024 |
8 | Supernus Pharmaceuticals Meets 80-Plus Relative Strength Rating Benchmark | 11/13/2024 |
9 | ARMISTICE CAPITAL, LLC Acquires New Holdings in BioSig Technologies Inc | 11/15/2024 |
10 | Mutual of America Capital Management LLC Sells 75,782 Shares of Supernus Pharmaceuticals, Inc. - MarketBeat | 11/20/2024 |
About Supernus Pharmaceuticals 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 Supernus or other stocks. Alpha measures the amount that position in Supernus Pharmaceuticals 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) | Payables Turnover | 8.04 | 8.27 | 42.66 | 44.79 | Days Of Inventory On Hand | 417.99 | 383.08 | 337.24 | 320.38 |
Supernus Pharmaceuticals Upcoming Company Events
As portrayed in its financial statements, the presentation of Supernus Pharmaceuticals' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Supernus Pharmaceuticals' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Supernus Pharmaceuticals' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Supernus Pharmaceuticals. Please utilize our Beneish M Score to check the likelihood of Supernus Pharmaceuticals' management manipulating its earnings.
| 27th of February 2024 Upcoming Quarterly Report | View | |
| 14th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 27th of February 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 Supernus Pharmaceuticals Backtesting, Supernus Pharmaceuticals Valuation, Supernus Pharmaceuticals Correlation, Supernus Pharmaceuticals Hype Analysis, Supernus Pharmaceuticals Volatility, Supernus Pharmaceuticals History and analyze Supernus Pharmaceuticals Performance. To learn how to invest in Supernus Stock, please use our How to Invest in Supernus Pharmaceuticals guide.You can also try the Headlines Timeline module to stay connected to all market stories and filter out noise. Drill down to analyze hype elasticity.
Supernus Pharmaceuticals 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.