Calyxt Stock Alpha and Beta Analysis

CLXT
 Stock
  

USD 0.16  0.01  6.67%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Calyxt Inc. It also helps investors analyze the systematic and unsystematic risks associated with investing in Calyxt over a specified time horizon. Remember, high Calyxt'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.
Continue to Calyxt Backtesting, Calyxt Valuation, Calyxt Correlation, Calyxt Hype Analysis, Calyxt Volatility, Calyxt History and analyze Calyxt Performance.
  
Please note that although Calyxt 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, Calyxt did 0.49  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 Calyxt Inc stock's relative risk over its benchmark. Calyxt Inc has a beta of 0.12  . Let's try to break down what Calyxt's beta means in this case. As returns on the market increase, Calyxt returns are expected to increase less than the market. However, during the bear market, the loss on holding Calyxt will be expected to be smaller as well.
Calyxt Book Value per Share is comparatively stable at the moment as compared to the past year. Calyxt reported Book Value per Share of 0.38 in 2021. Tangible Assets Book Value per Share is likely to gain to 1.56 in 2022, whereas Price to Book Value is likely to drop 5.41 in 2022.
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.

Enterprise Value

87.93 Million

Calyxt Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Calyxt market risk premium is the additional return an investor will receive from holding Calyxt 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 Calyxt. 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 Calyxt's performance over market.
α-0.49   β0.12
90 days against DJI

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

Calyxt Market Price Analysis

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

Calyxt Return and Market Media

The median price of Calyxt for the period between Thu, Sep 1, 2022 and Wed, Nov 30, 2022 is 0.17 with a coefficient of variation of 21.38. The daily time series for the period is distributed with a sample standard deviation of 0.04, arithmetic mean of 0.18, and mean deviation of 0.03. The Stock received some media coverage during the period.
 Price Growth (%)  
       Timeline  
1
Sale by Yves Ribeill of 30000 shares of Calyxt09/20/2022
2
EPS Estimate09/30/2022
3
Following national market trends, few Minnesota-based stocks...10/03/2022
4
Calyxt Successfully Produces Plant-Based Squalene, an Import...10/25/2022
5
EPS Reported11/03/2022
6
Calyxt Achieves Phase 1 Milestone in Collaboration Agreement...11/18/2022

About Calyxt 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 Calyxt or other stocks. Alpha measures the amount that position in Calyxt Inc 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.
 2019 2021 2022 (projected)
PPandE Turnover1.031.171.26
Long Term Debt to Equity0.291.241.34

Calyxt Upcoming Company Events

As portrayed in its financial statements, the presentation of Calyxt's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Calyxt's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Calyxt's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Calyxt. Please utilize our Beneish M Score to check the likelihood of Calyxt's management manipulating its earnings.
Upcoming Quarterly Report3rd of March 2022
Next Financial Report5th of May 2022
Next Fiscal Quarter End31st of December 2021
Next Fiscal Year End3rd of March 2022
Last Quarter Report30th of September 2021
Last Financial Announcement31st of December 2020

Build Portfolio with Calyxt

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

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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
Continue to Calyxt Backtesting, Calyxt Valuation, Calyxt Correlation, Calyxt Hype Analysis, Calyxt Volatility, Calyxt History and analyze Calyxt Performance. You can also try Analyst Recommendations module to analyst recommendations and target price estimates broken down by several categories.

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