Acumen Stock Alpha and Beta Analysis


USD 5.38  0.22  3.93%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Acumen Pharmaceuticals. It also helps investors analyze the systematic and unsystematic risks associated with investing in Acumen Pharmaceuticals over a specified time horizon. Remember, high Acumen 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.
Please continue to Acumen Pharmaceuticals Backtesting, Acumen Pharmaceuticals Valuation, Acumen Pharmaceuticals Correlation, Acumen Pharmaceuticals Hype Analysis, Acumen Pharmaceuticals Volatility, Acumen Pharmaceuticals History and analyze Acumen Pharmaceuticals Performance.
Please note that although Acumen Pharmaceuticals 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., NYSE Composite index.) So in this particular case, Acumen Pharmaceuticals did 0.35  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 Acumen Pharmaceuticals stock's relative risk over its benchmark. Acumen Pharmaceuticals has a beta of 2.09  . Let's try to break down what Acumen's beta means in this case. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Acumen Pharmaceuticals will likely underperform.
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.

Acumen Pharmaceuticals Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Acumen Pharmaceuticals market risk premium is the additional return an investor will receive from holding Acumen 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 Acumen 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 Acumen Pharmaceuticals' performance over market.
α0.35   β2.09
90 days against NYA

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

Acumen Pharmaceuticals Market Price Analysis

Market price analysis indicators help investors to evaluate how Acumen 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 Acumen Pharmaceuticals shares will generate the highest return on investment. By understating and applying Acumen Pharmaceuticals stock market price indicators, traders can identify Acumen Pharmaceuticals position entry and exit signals to maximize returns.

Acumen Pharmaceuticals Return and Market Media

The median price of Acumen Pharmaceuticals for the period between Thu, Sep 8, 2022 and Wed, Dec 7, 2022 is 6.51 with a coefficient of variation of 21.69. The daily time series for the period is distributed with a sample standard deviation of 1.5, arithmetic mean of 6.9, and mean deviation of 1.16. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
Financial Statements09/12/2022
Acumen Pharmaceuticals, Inc. Short Interest Down 32.0 percen...09/15/2022
InterWell continues expansion with acquisition of Acumen - F...09/27/2022
EPS Estimate09/30/2022
RPM International, Lamb Weston And Some Other Big Stocks Mov...10/05/2022
Acumen Publishes Phase 1 Trial Design and Clinical Developme...11/01/2022
The 7 Best Pharma Stocks to Buy Now - InvestorPlace11/09/2022
EPS Reported11/14/2022
Flow Chemistry Market Size Will Attain USD 3.9 Billion by 20...12/01/2022

About Acumen 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 Acumen or other stocks. Alpha measures the amount that position in Acumen 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.

Acumen Pharmaceuticals Upcoming Company Events

As portrayed in its financial statements, the presentation of Acumen Pharmaceuticals' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Acumen Pharmaceuticals' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Acumen Pharmaceuticals' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Acumen Pharmaceuticals. Please utilize our Beneish M Score to check the likelihood of Acumen Pharmaceuticals' management manipulating its earnings.
Upcoming Quarterly Report21st of February 2022
Next Fiscal Quarter End31st of December 2021
Next Fiscal Year End21st of February 2022
Last Quarter Report30th of September 2021
Last Financial Announcement31st of December 2020

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When running Acumen Pharmaceuticals price analysis, check to measure Acumen 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 Acumen Pharmaceuticals is operating at the current time. Most of Acumen Pharmaceuticals' value examination focuses on studying past and present price action to predict the probability of Acumen Pharmaceuticals' future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Acumen Pharmaceuticals' price. Additionally, you may evaluate how the addition of Acumen Pharmaceuticals to your portfolios can decrease your overall portfolio volatility.
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Acumen 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.
A focus of Acumen Pharmaceuticals technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Acumen Pharmaceuticals 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...