Allovir Stock Alpha and Beta Analysis

ALVR
 Stock
  

USD 7.34  0.33  4.71%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Allovir. It also helps investors analyze the systematic and unsystematic risks associated with investing in Allovir over a specified time horizon. Remember, high Allovir'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 Allovir Backtesting, Allovir Valuation, Allovir Correlation, Allovir Hype Analysis, Allovir Volatility, Allovir History and analyze Allovir Performance.
  
Please note that although Allovir 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, Allovir did 0.11  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 Allovir stock's relative risk over its benchmark. Allovir has a beta of 1.50  . Let's try to break down what Allovir'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, Allovir 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.

Allovir Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Allovir market risk premium is the additional return an investor will receive from holding Allovir 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 Allovir. 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 Allovir's performance over market.
α-0.11   β1.50
90 days against DJI

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

Allovir Market Price Analysis

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

Allovir Return and Market Media

The median price of Allovir for the period between Wed, Aug 31, 2022 and Tue, Nov 29, 2022 is 7.73 with a coefficient of variation of 10.2. The daily time series for the period is distributed with a sample standard deviation of 0.81, arithmetic mean of 7.92, and mean deviation of 0.66. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
       Timeline  
1
Sale by Van Beek Jeroen B of 493 shares of Allovir09/06/2022
2
EPS Estimate09/30/2022
3
Moderna, Zscaler And This Biotechnology Stock Insiders Are S...10/03/2022
4
Sale by Van Beek Jeroen B of 1070 shares of Allovir10/24/2022
5
Sale by Van Beek Jeroen B of 1070 shares of Allovir10/26/2022
6
EPS Reported11/03/2022
7
Sale by Van Beek Jeroen B of 299 shares of Allovir11/10/2022
8
Sale by Van Beek Jeroen B of 36592 shares of Allovir11/15/2022
9
Sale by Van Beek Jeroen B of 16074 shares of Allovir11/18/2022

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

Allovir Upcoming Company Events

As portrayed in its financial statements, the presentation of Allovir's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Allovir's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Allovir's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Allovir. Please utilize our Beneish M Score to check the likelihood of Allovir's management manipulating its earnings.
Upcoming Quarterly Report10th of February 2022
Next Financial Report5th of May 2022
Next Fiscal Quarter End31st of December 2021
Next Fiscal Year End10th of February 2022
Last Quarter Report30th of September 2021
Last Financial Announcement31st of December 2020

Build Portfolio with Allovir

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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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 Allovir Backtesting, Allovir Valuation, Allovir Correlation, Allovir Hype Analysis, Allovir Volatility, Allovir History and analyze Allovir Performance. You can also try Fundamentals Comparison module to compare fundamentals across multiple equities to find investing opportunities.

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Allovir 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 Allovir technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Allovir 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...