Annovis Stock Alpha and Beta Analysis

ANVS -  USA Stock  

USD 9.72  0.30  3.18%

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.
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 2.26  . 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 05/16/2022, 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



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   β2.26
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 15, 2022 and Mon, May 16, 2022 is 13.2 with a coefficient of variation of 13.34. The daily time series for the period is distributed with a sample standard deviation of 1.7, arithmetic mean of 12.77, and mean deviation of 1.37. The Stock received some media coverage during the period.
 Price Growth (%)  
EPS Reported03/02/2022
Annovis Bio to Present at the Cowen 42nd Annual Health Care ...03/03/2022
Annovis Bio Presents at International Conference on Alzheime...03/18/2022
EPS Estimate03/31/2022
Annovis Bio to Participate in World Parkinsons Day to Raise ...04/11/2022
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.

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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 Portfolio Manager module to state of the art Portfolio Manager to monitor and improve performance of your invested capital.

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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...