Verona Pharma Plc Stock Alpha and Beta Analysis
| VRNA Stock | USD 37.86 0.99 2.55% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Verona Pharma PLC. It also helps investors analyze the systematic and unsystematic risks associated with investing in Verona Pharma over a specified time horizon. Remember, high Verona Pharma'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 Verona Pharma's market risk premium analysis include:
Beta 0.29 | Alpha 0.46 | Risk 3 | Sharpe Ratio 0.2 | Expected Return 0.59 |
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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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Verona Pharma Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Verona Pharma market risk premium is the additional return an investor will receive from holding Verona Pharma 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 Verona Pharma. 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 Verona Pharma's performance over market.| α | 0.46 | β | 0.29 |
Verona Pharma 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 Verona Pharma's Buy-and-hold return. Our buy-and-hold chart shows how Verona Pharma performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Verona Pharma Market Price Analysis
Market price analysis indicators help investors to evaluate how Verona Pharma stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Verona Pharma shares will generate the highest return on investment. By understating and applying Verona Pharma stock market price indicators, traders can identify Verona Pharma position entry and exit signals to maximize returns.
Verona Pharma Return and Market Media
The median price of Verona Pharma for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 31.77 with a coefficient of variation of 12.42. The daily time series for the period is distributed with a sample standard deviation of 3.98, arithmetic mean of 32.01, and mean deviation of 3.47. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Chronic Obstructive Pulmonary Disease Market Forecast Report and Company Analysis 2024-2032 Featuring AstraZeneca, Pfizer, GSK, Novartis, Astellas, Abbott, Boeh... | 09/10/2024 |
2 | Disposition of 249728 shares by Mark Hahn of Verona Pharma at 4.3807 subject to Rule 16b-3 | 10/18/2024 |
3 | Disposition of 159344 shares by Mark Hahn of Verona Pharma at 4.3849 subject to Rule 16b-3 | 10/22/2024 |
4 | Disposition of 140000 shares by David Zaccardelli of Verona Pharma at 4.3773 subject to Rule 16b-3 | 10/24/2024 |
5 | Acquisition by Andrew Fisher of 300000 shares of Verona Pharma subject to Rule 16b-3 | 10/30/2024 |
6 | Disposition of 245952 shares by Mark Hahn of Verona Pharma at 4.2412 subject to Rule 16b-3 | 11/01/2024 |
7 | Verona Pharma PLC Q3 2024 Earnings Call Highlights Strong Ohtuvayre Launch Amid Rising Costs | 11/05/2024 |
8 | Verona Pharma PLC CFO Mark Hahn Sells 129,672 Shares | 11/06/2024 |
9 | Verona Pharma director Christina Ackermann acquires 198,385 in shares | 11/07/2024 |
10 | Verona Pharma plc CEO Sells 413,292.16 in Stock | 11/08/2024 |
11 | Disposition of 2400 shares by Mark Hahn of Verona Pharma at 5.0 subject to Rule 16b-3 | 11/11/2024 |
12 | FMR LLC Acquires Significant Stake in Verona Pharma PLC | 11/13/2024 |
13 | RA Capital Management, L.P. Expands Stake in Verona Pharma PLC | 11/15/2024 |
14 | Verona Pharma director David Ebsworth buys 88,800 in shares | 11/18/2024 |
15 | While shareholders of Verona Pharma are in the black over 5 years, those who bought a week ago arent so fortunate | 11/19/2024 |
About Verona Pharma 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 Verona or other stocks. Alpha measures the amount that position in Verona Pharma PLC 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.
| 2022 | 2023 | 2024 (projected) | Days Sales Outstanding | 7.4K | 8.5K | 8.1K | PTB Ratio | 7.5 | 6.32 | 6.01 |
Verona Pharma Upcoming Company Events
As portrayed in its financial statements, the presentation of Verona Pharma's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Verona Pharma's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Verona Pharma's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Verona Pharma. Please utilize our Beneish M Score to check the likelihood of Verona Pharma's management manipulating its earnings.
| 5th of March 2024 Upcoming Quarterly Report | View | |
| 14th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 5th 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 Verona Pharma Backtesting, Verona Pharma Valuation, Verona Pharma Correlation, Verona Pharma Hype Analysis, Verona Pharma Volatility, Verona Pharma History and analyze Verona Pharma Performance. You can also try the Companies Directory module to evaluate performance of over 100,000 Stocks, Funds, and ETFs against different fundamentals.
Verona Pharma 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.