Ani Pharmaceuticals Stock Alpha and Beta Analysis
| ANIP Stock | USD 66.30 0.58 0.87% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as ANI Pharmaceuticals. It also helps investors analyze the systematic and unsystematic risks associated with investing in ANI Pharmaceuticals over a specified time horizon. Remember, high ANI 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 ANI Pharmaceuticals' market risk premium analysis include:
Beta 0.83 | Alpha 0.21 | Risk 2.11 | Sharpe Ratio 0.14 | Expected Return 0.31 |
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.
ANI |
ANI Pharmaceuticals Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. ANI Pharmaceuticals market risk premium is the additional return an investor will receive from holding ANI 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 ANI 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 ANI Pharmaceuticals' performance over market.| α | 0.21 | β | 0.83 |
ANI 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 ANI Pharmaceuticals' Buy-and-hold return. Our buy-and-hold chart shows how ANI Pharmaceuticals performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.ANI Pharmaceuticals Market Price Analysis
Market price analysis indicators help investors to evaluate how ANI 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 ANI Pharmaceuticals shares will generate the highest return on investment. By understating and applying ANI Pharmaceuticals stock market price indicators, traders can identify ANI Pharmaceuticals position entry and exit signals to maximize returns.
ANI Pharmaceuticals Return and Market Media
The median price of ANI Pharmaceuticals for the period between Wed, Jan 17, 2024 and Tue, Apr 16, 2024 is 60.28 with a coefficient of variation of 9.11. The daily time series for the period is distributed with a sample standard deviation of 5.64, arithmetic mean of 61.88, and mean deviation of 5.4. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Disposition of 1261 shares by Christopher Mutz of ANI Pharmaceuticals at 57.55 subject to Rule 16b-3 | 02/15/2024 |
2 | Acquisition by Shanmugam Muthusamy of 13421 shares of ANI Pharmaceuticals subject to Rule 16b-3 | 02/16/2024 |
3 | Wall Street Analysts See ANI as a Buy Should You Invest | 03/01/2024 |
4 | ANI Pharmaceuticals PT Raised to 77.00 at Guggenheim | 03/08/2024 |
5 | Novo Nordisk Gets Positive CHMP Opinion for Insulin Icodec | 03/22/2024 |
6 | Disposition of 3653 shares by James Marken of ANI Pharmaceuticals at 69.58 subject to Rule 16b-3 | 03/28/2024 |
7 | ANI Pharmaceuticals Dips More Than Broader Market What You Should Know | 04/02/2024 |
8 | EMA Accepts Rocket Gene Therapy Filing for Fanconi Anemia | 04/03/2024 |
9 | Amarin Up 7 percent on Intellectual Property Wins in Europe | 04/04/2024 |
10 | Wall Street Analysts Think ANI Is a Good Investment Is It | 04/05/2024 |
11 | ANI Pharmaceuticals Announces the Launch of Baclofen Oral Suspension | 04/09/2024 |
12 | ANI Pharmaceuticals Stock Moves -0.13 percent What You Should Know | 04/10/2024 |
13 | Disposition of 250 shares by Meredith Cook of ANI Pharmaceuticals at 67.79 subject to Rule 16b-3 | 04/12/2024 |
14 | Ani Pharmaceuticals executive sells shares worth over 16k | 04/15/2024 |
About ANI 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 ANI or other stocks. Alpha measures the amount that position in ANI 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) | Dividend Yield | 3.27E-4 | 0.002484 | 0.001637 | 0.003099 | Price To Sales Ratio | 2.69 | 2.07 | 2.04 | 1.94 |
ANI Pharmaceuticals Upcoming Company Events
As portrayed in its financial statements, the presentation of ANI Pharmaceuticals' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, ANI Pharmaceuticals' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of ANI Pharmaceuticals' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of ANI Pharmaceuticals. Please utilize our Beneish M Score to check the likelihood of ANI Pharmaceuticals' management manipulating its earnings.
| 14th of March 2024 Upcoming Quarterly Report | View | |
| 13th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 14th of March 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 ANI Pharmaceuticals
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Check out ANI Pharmaceuticals Backtesting, ANI Pharmaceuticals Valuation, ANI Pharmaceuticals Correlation, ANI Pharmaceuticals Hype Analysis, ANI Pharmaceuticals Volatility, ANI Pharmaceuticals History and analyze ANI Pharmaceuticals Performance. To learn how to invest in ANI Stock, please use our How to Invest in ANI Pharmaceuticals guide.You can also try the Watchlist Optimization module to optimize watchlists to build efficient portfolios or rebalance existing positions based on the mean-variance optimization algorithm.
Complementary Tools for ANI Stock analysis
When running ANI Pharmaceuticals' price analysis, check to measure ANI Pharmaceuticals' 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 ANI Pharmaceuticals is operating at the current time. Most of ANI Pharmaceuticals' value examination focuses on studying past and present price action to predict the probability of ANI Pharmaceuticals' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move ANI Pharmaceuticals' price. Additionally, you may evaluate how the addition of ANI Pharmaceuticals to your portfolios can decrease your overall portfolio volatility.
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ANI 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.