Annovis Stock Alpha and Beta Analysis

ANVS -  USA Stock  

USD 9.15  0.50  5.18%

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Annovis Bio. It also helps investors analyze the systematic and unsystematic risks associated with investing in Annovis Bio over a specified time horizon. Remember, high Annovis Bio'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 Annovis Bio Backtesting, Annovis Bio Valuation, Annovis Bio Correlation, Annovis Bio Hype Analysis, Annovis Bio Volatility, Annovis Bio History and analyze Annovis Bio Performance.
  
Refresh
Please note that although Annovis Bio 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, Annovis Bio did 0.35  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 Annovis Bio stock's relative risk over its benchmark. Annovis Bio has a beta of 2.03  . Let's try to break down what Annovis'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, Annovis Bio will likely underperform.
Annovis Bio Book Value per Share is relatively stable at the moment as compared to the past year. Annovis Bio reported last year Book Value per Share of 5.83. As of 05/23/2022, Price to Book Value is likely to grow to 3.81, while Enterprise Value over EBITDA is likely to drop (7.07) .
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.

Annovis Bio Quarterly Book Value per Share

5.154

Share

Annovis Bio Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Annovis Bio market risk premium is the additional return an investor will receive from holding Annovis Bio 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 Annovis Bio. 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 Annovis Bio's performance over market.
α-0.35   β2.03
90 days against DJI

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

Annovis Bio Market Price Analysis

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

Annovis Bio Return and Market Media

The median price of Annovis Bio for the period between Tue, Feb 22, 2022 and Mon, May 23, 2022 is 12.85 with a coefficient of variation of 14.33. The daily time series for the period is distributed with a sample standard deviation of 1.77, arithmetic mean of 12.35, and mean deviation of 1.49. The Stock received some media coverage during the period.
 Price Growth (%)  
      Timeline 
1
EPS Reported03/02/2022
2
Annovis Bio Announces Presentation at International Conferen...03/08/2022
3
EPS Estimate03/31/2022
4
Annovis Bio to Participate in World Parkinsons Day to Raise ...04/08/2022
5
Biogen Medicare Setback May Trigger Innovation And Partnersh...04/27/2022
6
EPS Reported05/04/2022

About Annovis Bio 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 Annovis Bio 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.

Annovis Bio Upcoming Company Events

As portrayed in its financial statements, the presentation of Annovis Bio's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Annovis Bio's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Annovis Bio's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Annovis Bio. Please utilize our Beneish M Score to check the likelihood of Annovis Bio's management manipulating its earnings.
Upcoming Quarterly Report2nd of March 2022
Next Fiscal Quarter End31st of December 2021

Build Portfolio with Annovis Bio

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

Fix your portfolio
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 Annovis Bio Backtesting, Annovis Bio Valuation, Annovis Bio Correlation, Annovis Bio Hype Analysis, Annovis Bio Volatility, Annovis Bio History and analyze Annovis Bio Performance. Note that the Annovis Bio information on this page should be used as a complementary analysis to other Annovis Bio'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 Equity Valuation module to check real value of public entities based on technical and fundamental data.

Complementary Tools for Annovis Stock analysis

When running Annovis Bio price analysis, check to measure Annovis Bio'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 Annovis Bio is operating at the current time. Most of Annovis Bio's value examination focuses on studying past and present price action to predict the probability of Annovis Bio's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Annovis Bio's price. Additionally, you may evaluate how the addition of Annovis Bio to your portfolios can decrease your overall portfolio volatility.
Premium Stories
Follow Macroaxis premium stories from verified contributors across different equity types, categories and coverage scope
Go
Balance Of Power
Check stock momentum by analyzing Balance Of Power indicator and other technical ratios
Go
Price Exposure Probability
Analyze equity upside and downside potential for a given time horizon across multiple markets
Go
Earnings Calls
Check upcoming earnings announcements updated hourly across public exchanges
Go
Financial Widgets
Easily integrated Macroaxis content with over 30 different plug-and-play financial widgets
Go
Sync Your Broker
Sync your existing holdings, watchlists, positions or portfolios from thousands of online brokerage services, banks, investment account aggregators and robo-advisors.
Go
Focused Opportunities
Build portfolios using our predefined set of ideas and optimize them against your investing preferences
Go
Theme Ratings
Determine theme ratings based on digital equity recommendations. Macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance
Go
Bond Analysis
Evaluate and analyze corporate bonds as a potential investment for your portfolios.
Go
Price Ceiling Movement
Calculate and plot Price Ceiling Movement for different equity instruments
Go
Stock Screener
Find equities using custom stock filter or screen asymmetry in trading patterns, price, volume, or investment outlook.
Go
Annovis Bio 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 Annovis Bio technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Annovis Bio 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...