Vanda Pharmaceuticals Stock Alpha and Beta Analysis
| VNDA Stock | USD 5.19 0.21 4.22% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Vanda Pharmaceuticals. It also helps investors analyze the systematic and unsystematic risks associated with investing in Vanda Pharmaceuticals over a specified time horizon. Remember, high Vanda 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 Vanda Pharmaceuticals' market risk premium analysis include:
Beta 0.95 | Alpha (0.13) | Risk 2.65 | Sharpe Ratio 0.0018 | Expected Return 0.0047 |
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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.
Vanda |
Vanda Pharmaceuticals Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Vanda Pharmaceuticals market risk premium is the additional return an investor will receive from holding Vanda 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 Vanda 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 Vanda Pharmaceuticals' performance over market.| α | -0.13 | β | 0.95 |
Vanda 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 Vanda Pharmaceuticals' Buy-and-hold return. Our buy-and-hold chart shows how Vanda Pharmaceuticals performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Vanda Pharmaceuticals Market Price Analysis
Market price analysis indicators help investors to evaluate how Vanda 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 Vanda Pharmaceuticals shares will generate the highest return on investment. By understating and applying Vanda Pharmaceuticals stock market price indicators, traders can identify Vanda Pharmaceuticals position entry and exit signals to maximize returns.
Vanda Pharmaceuticals Return and Market Media
The median price of Vanda Pharmaceuticals for the period between Fri, Aug 30, 2024 and Thu, Nov 28, 2024 is 4.9 with a coefficient of variation of 5.26. The daily time series for the period is distributed with a sample standard deviation of 0.26, arithmetic mean of 4.87, and mean deviation of 0.21. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Novo sinks on obesity drug results Sanofi reveals anticipated MS data | 09/20/2024 |
2 | Acquisition by Gunther Birznieks of 32700 shares of Vanda Pharmaceuticals subject to Rule 16b-3 | 10/04/2024 |
3 | Cycle Pharma Is Said to Stand By 488 Million Offer for Vanda | 10/14/2024 |
4 | Biotech Stock Roundup VNDA, JAZZ Up on Updates, NVAX Suffers Setback More | 10/17/2024 |
5 | Vanda started at buy by H.C. Wainwright, negative enterprise value cited | 10/31/2024 |
6 | What is HC Wainwrights Forecast for VNDA FY2024 Earnings | 11/01/2024 |
7 | Vanda Pharmaceuticals Reports Third Quarter 2024 Financial Results | 11/06/2024 |
8 | Vanda Pharmaceuticals Inc Q3 2024 Earnings Call Highlights Revenue Surge Amidst Rising ... | 11/07/2024 |
9 | Disposition of 5000 shares by Mitchell Stephen Ray of Vanda Pharmaceuticals at 5.1726 subject to Rule 16b-3 | 11/14/2024 |
10 | Stephen Ray Mitchell Sells 5,000 Shares of Vanda Pharmaceuticals Inc. Stock | 11/20/2024 |
About Vanda 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 Vanda or other stocks. Alpha measures the amount that position in Vanda 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) | Days Sales Outstanding | 44.11 | 48.08 | 64.71 | 58.28 | PTB Ratio | 1.73 | 0.79 | 0.44 | 0.42 |
Vanda Pharmaceuticals Upcoming Company Events
As portrayed in its financial statements, the presentation of Vanda Pharmaceuticals' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Vanda Pharmaceuticals' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Vanda Pharmaceuticals' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Vanda Pharmaceuticals. Please utilize our Beneish M Score to check the likelihood of Vanda Pharmaceuticals' management manipulating its earnings.
| 14th of February 2024 Upcoming Quarterly Report | View | |
| 1st of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 14th of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with Vanda Pharmaceuticals
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Check out Vanda Pharmaceuticals Backtesting, Vanda Pharmaceuticals Valuation, Vanda Pharmaceuticals Correlation, Vanda Pharmaceuticals Hype Analysis, Vanda Pharmaceuticals Volatility, Vanda Pharmaceuticals History and analyze Vanda Pharmaceuticals Performance. For information on how to trade Vanda Stock refer to our How to Trade Vanda Stock guide.You can also try the Competition Analyzer module to analyze and compare many basic indicators for a group of related or unrelated entities.
Vanda 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.