Axcella Stock Alpha and Beta Analysis

AXLA
 Stock
  

USD 1.77  0.07  3.80%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Axcella Health. It also helps investors analyze the systematic and unsystematic risks associated with investing in Axcella Health over a specified time horizon. Remember, high Axcella Health'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 Axcella Health Backtesting, Axcella Health Valuation, Axcella Health Correlation, Axcella Health Hype Analysis, Axcella Health Volatility, Axcella Health History and analyze Axcella Health Performance.
  
Please note that although Axcella Health 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, Axcella Health did 0.08  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 Axcella Health stock's relative risk over its benchmark. Axcella Health has a beta of 0.34  . Let's try to break down what Axcella's beta means in this case. As returns on the market increase, returns on owning Axcella Health are expected to decrease at a much lower rate. During the bear market, Axcella Health is likely to outperform the market.
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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.

Axcella Health Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Axcella Health market risk premium is the additional return an investor will receive from holding Axcella Health 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 Axcella Health. 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 Axcella Health's performance over market.
α0.08   β-0.34
90 days against DJI

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

Axcella Health Market Price Analysis

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

Axcella Health Return and Market Media

The median price of Axcella Health for the period between Fri, Jul 8, 2022 and Thu, Oct 6, 2022 is 2.08 with a coefficient of variation of 13.7. The daily time series for the period is distributed with a sample standard deviation of 0.29, arithmetic mean of 2.12, and mean deviation of 0.24. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
       Timeline  
1
Axcella Health Falls 6.57 percent for July 25 - Equities New...07/25/2022
2
Financial Statements08/02/2022
3
North American Morning Briefing Stock Futures -2- - Marketsc...08/04/2022
4
EPS Reported08/12/2022
5
Sale by Koziel Margaret of 547 shares of Axcella Health09/08/2022
6
Axcella Health shares are trading higher after the company a...09/29/2022

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

Axcella Health Upcoming Company Events

As portrayed in its financial statements, the presentation of Axcella Health's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Axcella Health's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Axcella Health's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Axcella Health. Please utilize our Beneish M Score to check the likelihood of Axcella Health's management manipulating its earnings.
Upcoming Quarterly Report16th of March 2022
Next Financial Report5th of May 2022
Next Fiscal Quarter End31st of December 2021
Next Fiscal Year End16th of March 2022
Last Quarter Report30th of September 2021
Last Financial Announcement31st of December 2020

Build Portfolio with Axcella Health

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 Axcella Health Backtesting, Axcella Health Valuation, Axcella Health Correlation, Axcella Health Hype Analysis, Axcella Health Volatility, Axcella Health History and analyze Axcella Health Performance. You can also try Equity Analysis module to research over 250,000 global equities including funds, stocks and ETFs to find investment opportunities.

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