Arca Biopharma Stock Alpha and Beta Analysis

ABIO -  USA Stock  

USD 2.31  0.04  1.70%

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Arca Biopharma. It also helps investors analyze the systematic and unsystematic risks associated with investing in Arca Biopharma over a specified time horizon. Remember, high Arca Biopharma'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.
Please continue to Arca Biopharma Backtesting, Arca Biopharma Valuation, Arca Biopharma Correlation, Arca Biopharma Hype Analysis, Arca Biopharma Volatility, Arca Biopharma History and analyze Arca Biopharma Performance.
  
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Please note that although Arca Biopharma alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., DOW index.) So in this particular case, Arca Biopharma did 0.38  better than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Arca Biopharma stock's relative risk over its benchmark. Arca Biopharma has a beta of 0.80  . Let's try to break down what Arca Biopharma's beta means in this case. As returns on the market increase, Arca Biopharma returns are expected to increase less than the market. However, during the bear market, the loss on holding Arca Biopharma will be expected to be smaller as well.
Arca Biopharma Tangible Asset Value is quite stable at the moment as compared to the past year. The company's current Tangible Asset Value is estimated at 59.26 Million.
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.

Arca Biopharma Quarterly Book Value per Share

3.327

Share

Arca Biopharma Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Arca Biopharma market risk premium is the additional return an investor will receive from holding Arca Biopharma 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 Arca Biopharma. 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 Arca Biopharma's performance over market.
α0.38   β0.80
90 days against DJI

Arca Biopharma 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 Arca Biopharma's Buy-and-hold return. Our buy-and-hold chart shows how Arca Biopharma performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Arca Biopharma Market Price Analysis

Market price analysis indicators help investors to evaluate how Arca Biopharma stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Arca Biopharma shares will generate the highest return on investment. By understating and applying Arca Biopharma stock market price indicators, traders can identify Arca Biopharma position entry and exit signals to maximize returns.

Arca Biopharma Return and Market Media

The median price of Arca Biopharma for the period between Thu, Feb 17, 2022 and Wed, May 18, 2022 is 2.31 with a coefficient of variation of 7.93. The daily time series for the period is distributed with a sample standard deviation of 0.18, arithmetic mean of 2.24, and mean deviation of 0.15. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
      Timeline 
1
EPS Reported03/14/2022
2
Unclassified Event03/28/2022
3
EPS Estimate03/31/2022
4
Purchase by Funicular Fund Lp of 122342 shares of Arca Bioph...04/04/2022
5
Purchase by Funicular Fund Lp of 27450 shares of Arca Biopha...04/07/2022
6
Purchase by Funicular Fund Lp of 69398 shares of Arca Biopha...04/12/2022
7
Purchase by Funicular Fund Lp of 17410 shares of Arca Biopha...04/14/2022
8
ARCA biopharma Establishes Special Committee of the Board of...04/18/2022
9
Sale by Funicular Fund Lp of 7000 shares of Arca Biopharma04/20/2022
10
Sale by Funicular Fund Lp of 7500 shares of Arca Biopharma04/27/2022
11
EPS Reported05/02/2022
12
Financial Statements05/05/2022
13
Arca Biopharma exotic insider transaction detected05/09/2022
14
Arca Biopharma exotic insider transaction detected05/11/2022

About Arca Biopharma 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 equity instruments such as Ford or other stocks, funds, and ETFs. Alpha measures the amount that position in Arca Biopharma 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.
 2019 2020 2021 2022 (projected)
Current Ratio9.1614.2815.5614.97
Book Value per Share5.769.883.673.77

Arca Biopharma Upcoming Company Events

As portrayed in its financial statements, the presentation of Arca Biopharma's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Arca Biopharma's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Arca Biopharma's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Arca Biopharma. Please utilize our Beneish M Score to check the likelihood of Arca Biopharma's management manipulating its earnings.
Upcoming Quarterly Report17th of March 2022
Next Fiscal Quarter End31st of December 2021

Build Portfolio with Arca Biopharma

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By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
Please continue to Arca Biopharma Backtesting, Arca Biopharma Valuation, Arca Biopharma Correlation, Arca Biopharma Hype Analysis, Arca Biopharma Volatility, Arca Biopharma History and analyze Arca Biopharma Performance. Note that the Arca Biopharma information on this page should be used as a complementary analysis to other Arca Biopharma's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Performance Analysis module to check effects of mean-variance optimization against your current asset allocation.

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When running Arca Biopharma price analysis, check to measure Arca Biopharma's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Arca Biopharma is operating at the current time. Most of Arca Biopharma's value examination focuses on studying past and present price action to predict the probability of Arca Biopharma's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Arca Biopharma's price. Additionally, you may evaluate how the addition of Arca Biopharma to your portfolios can decrease your overall portfolio volatility.
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Arca Biopharma 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.
A focus of Arca Biopharma technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Arca Biopharma trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...