Addex Therapeutics Stock Alpha and Beta Analysis
| ADXN Stock | USD 15.55 3.19 17.02% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Addex Therapeutics. It also helps investors analyze the systematic and unsystematic risks associated with investing in Addex Therapeutics over a specified time horizon. Remember, high Addex Therapeutics' 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 Addex Therapeutics' market risk premium analysis include:
Beta 1.54 | Alpha 1.4 | Risk 7.67 | Sharpe Ratio 0.087 | Expected Return 0.67 |
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.
Addex |
Addex Therapeutics Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Addex Therapeutics market risk premium is the additional return an investor will receive from holding Addex Therapeutics 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 Addex Therapeutics. 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 Addex Therapeutics' performance over market.| α | 1.40 | β | 1.54 |
Addex Therapeutics 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 Addex Therapeutics' Buy-and-hold return. Our buy-and-hold chart shows how Addex Therapeutics performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Addex Therapeutics Market Price Analysis
Market price analysis indicators help investors to evaluate how Addex Therapeutics stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Addex Therapeutics shares will generate the highest return on investment. By understating and applying Addex Therapeutics stock market price indicators, traders can identify Addex Therapeutics position entry and exit signals to maximize returns.
Addex Therapeutics Return and Market Media
The median price of Addex Therapeutics for the period between Fri, Jan 26, 2024 and Thu, Apr 25, 2024 is 11.5 with a coefficient of variation of 38.48. The daily time series for the period is distributed with a sample standard deviation of 5.13, arithmetic mean of 13.33, and mean deviation of 3.91. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Addex Therapeutics Ltd Short Interest Update | 01/31/2024 |
2 | Addex Therapeutics Ltd Sees Significant Increase in Short Interest - Defense World | 03/14/2024 |
3 | Addex stock climbs on launch of new company, Neurosterix | 04/03/2024 |
4 | Addex Therapeutics Ltd Short Interest Update - Defense World | 04/12/2024 |
5 | ADXN Stock Earnings Addex Therapeutics Reported Results for Q4 2023 | 04/18/2024 |
About Addex Therapeutics 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 Addex or other stocks. Alpha measures the amount that position in Addex Therapeutics 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 | 40.6 | 153.53 | 34.23 | 32.52 | PTB Ratio | 231.63 | 107.11 | 329.97 | 346.47 |
Addex Therapeutics Upcoming Company Events
As portrayed in its financial statements, the presentation of Addex Therapeutics' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Addex Therapeutics' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Addex Therapeutics' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Addex Therapeutics. Please utilize our Beneish M Score to check the likelihood of Addex Therapeutics' management manipulating its earnings.
| 4th of April 2024 Upcoming Quarterly Report | View | |
| 9th 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 |
Build Portfolio with Addex Therapeutics
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 Addex Therapeutics Backtesting, Addex Therapeutics Valuation, Addex Therapeutics Correlation, Addex Therapeutics Hype Analysis, Addex Therapeutics Volatility, Addex Therapeutics History and analyze Addex Therapeutics Performance. To learn how to invest in Addex Stock, please use our How to Invest in Addex Therapeutics guide.You can also try the Sign In To Macroaxis module to sign in to explore Macroaxis' wealth optimization platform and fintech modules.
Complementary Tools for Addex Stock analysis
When running Addex Therapeutics' price analysis, check to measure Addex Therapeutics' 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 Addex Therapeutics is operating at the current time. Most of Addex Therapeutics' value examination focuses on studying past and present price action to predict the probability of Addex Therapeutics' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Addex Therapeutics' price. Additionally, you may evaluate how the addition of Addex Therapeutics to your portfolios can decrease your overall portfolio volatility.
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Addex Therapeutics 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.