ATAI Life Stock Alpha and Beta Analysis

ATAI
 Stock
  

USD 3.53  0.37  11.71%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as ATAI Life Sciences. It also helps investors analyze the systematic and unsystematic risks associated with investing in ATAI Life over a specified time horizon. Remember, high ATAI Life'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 ATAI Life Backtesting, ATAI Life Valuation, ATAI Life Correlation, ATAI Life Hype Analysis, ATAI Life Volatility, ATAI Life History and analyze ATAI Life Performance.
  
Please note that although ATAI Life 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, ATAI Life did 0.40  worse 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 ATAI Life Sciences stock's relative risk over its benchmark. ATAI Life Sciences has a beta of 1.30  . Let's try to break down what ATAI Life'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, ATAI Life will likely underperform.
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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.

ATAI Life Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. ATAI Life market risk premium is the additional return an investor will receive from holding ATAI Life 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 ATAI Life. 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 ATAI Life's performance over market.
α-0.4   β1.30
90 days against NYA

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

ATAI Life Market Price Analysis

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

ATAI Life Return and Market Media

The median price of ATAI Life for the period between Thu, Sep 1, 2022 and Wed, Nov 30, 2022 is 3.22 with a coefficient of variation of 15.83. The daily time series for the period is distributed with a sample standard deviation of 0.53, arithmetic mean of 3.35, and mean deviation of 0.42. The Stock did not receive any noticable media coverage during the period.
 Price Growth (%)  
       Timeline  
1
EPS Estimate09/30/2022
2
EPS Reported11/10/2022

About ATAI Life 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 ATAI Life or other stocks. Alpha measures the amount that position in ATAI Life Sciences 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.

ATAI Life Upcoming Company Events

As portrayed in its financial statements, the presentation of ATAI Life's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, ATAI Life's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of ATAI Life's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of ATAI Life. Please utilize our Beneish M Score to check the likelihood of ATAI Life's 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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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.

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Please continue to ATAI Life Backtesting, ATAI Life Valuation, ATAI Life Correlation, ATAI Life Hype Analysis, ATAI Life Volatility, ATAI Life History and analyze ATAI Life Performance. Note that the ATAI Life Sciences information on this page should be used as a complementary analysis to other ATAI Life'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 Piotroski F Score module to get Piotroski F Score based on binary analysis strategy of nine different fundamentals.

Complementary Tools for ATAI Life Stock analysis

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