Savara Inc Stock Alpha and Beta Analysis
| SVRA Stock | USD 2.93 0.02 0.69% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Savara Inc. It also helps investors analyze the systematic and unsystematic risks associated with investing in Savara over a specified time horizon. Remember, high Savara'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 Savara's market risk premium analysis include:
Beta 1.87 | Alpha (0.29) | Risk 4.32 | Sharpe Ratio (0.05) | Expected Return (0.23) |
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.
Savara |
Savara Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Savara market risk premium is the additional return an investor will receive from holding Savara 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 Savara. 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 Savara's performance over market.| α | -0.29 | β | 1.87 |
Savara 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 Savara's Buy-and-hold return. Our buy-and-hold chart shows how Savara performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Savara Market Price Analysis
Market price analysis indicators help investors to evaluate how Savara stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Savara shares will generate the highest return on investment. By understating and applying Savara stock market price indicators, traders can identify Savara position entry and exit signals to maximize returns.
Savara Return and Market Media
The median price of Savara for the period between Sun, Oct 20, 2024 and Sat, Jan 18, 2025 is 3.36 with a coefficient of variation of 9.2. The daily time series for the period is distributed with a sample standard deviation of 0.31, arithmetic mean of 3.36, and mean deviation of 0.25. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 49950 shares by Pratt Raymond Dennis of Savara at 3.97 subject to Rule 16b-3 | 11/08/2024 |
2 | Savara Announces Participation in Upcoming Healthcare Conferences | 11/13/2024 |
3 | Savara Announces Encore Presentation of Results from the Phase 3 IMPALA-2 Trial of Molgramostim Inhalation Solution in Patients with Autoimmune Pulmonary Alveol... | 11/22/2024 |
4 | Acquisition by Ramsay David A of 100000 shares of Savara at 2.876 subject to Rule 16b-3 | 11/27/2024 |
5 | Acquisition by Elam Nevan C of 10841 shares of Savara at 0.82 subject to Rule 16b-3 | 11/29/2024 |
6 | Acquisition by Ramsay David A of 40000 shares of Savara subject to Rule 16b-3 | 12/12/2024 |
7 | Disposition of 92593 shares by Matthew Pauls of Savara at 3.21 subject to Rule 16b-3 | 12/13/2024 |
8 | Disposition of 8000 shares by Hawkins Richard J of Savara at 3.3211 subject to Rule 16b-3 | 12/16/2024 |
9 | Savara Initiates Rolling Submission of a Biologics License Application to the U.S. Food and Drug Administration for MOLBREEVI for the Potential Treatment of Aut... | 12/18/2024 |
10 | Savaras SWOT analysis rare disease biotech stock poised for growth | 12/19/2024 |
11 | Savara Strengthens Team with Strategic Equity Incentives 200,000 Shares Awarded to New Hires - StockTitan | 12/23/2024 |
12 | Savara Inc Receives Consensus Rating of Moderate Buy from Analysts | 01/06/2025 |
13 | Savara Stock Price Down 5.3 percent - Heres What Happened - MarketBeat | 01/17/2025 |
About Savara 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 Savara or other stocks. Alpha measures the amount that position in Savara Inc 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) | Graham Number | 2.89 | 2.75 | Receivables Turnover | 0.14 | 0.13 |
Savara Upcoming Company Events
As portrayed in its financial statements, the presentation of Savara's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Savara's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Savara's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Savara. Please utilize our Beneish M Score to check the likelihood of Savara's management manipulating its earnings.
| 4th of April 2024 Upcoming Quarterly Report | View | |
| 20th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 4th of April 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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Savara 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.