Cyclacel Stock Alpha and Beta Analysis


USD 0.83  0.01  1.19%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Cyclacel Pharmaceuti. It also helps investors analyze the systematic and unsystematic risks associated with investing in Cyclacel Pharmaceuti over a specified time horizon. Remember, high Cyclacel Pharmaceuti'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 Cyclacel Pharmaceuti Backtesting, Cyclacel Pharmaceuti Valuation, Cyclacel Pharmaceuti Correlation, Cyclacel Pharmaceuti Hype Analysis, Cyclacel Pharmaceuti Volatility, Cyclacel Pharmaceuti History and analyze Cyclacel Pharmaceuti Performance.
Please note that although Cyclacel Pharmaceuti 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, Cyclacel Pharmaceuti did 1.00  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 Cyclacel Pharmaceuti stock's relative risk over its benchmark. Cyclacel Pharmaceuti has a beta of 0.1  . Let's try to break down what Cyclacel's beta means in this case. As returns on the market increase, Cyclacel Pharmaceuti returns are expected to increase less than the market. However, during the bear market, the loss on holding Cyclacel Pharmaceuti will be expected to be smaller as well.
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.

Cyclacel Pharmaceuti Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Cyclacel Pharmaceuti market risk premium is the additional return an investor will receive from holding Cyclacel Pharmaceuti 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 Cyclacel Pharmaceuti. 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 Cyclacel Pharmaceuti's performance over market.
α-1   β0.1
90 days against DJI

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

Cyclacel Pharmaceuti Market Price Analysis

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

Cyclacel Pharmaceuti Return and Market Media

The median price of Cyclacel Pharmaceuti for the period between Tue, Aug 30, 2022 and Mon, Nov 28, 2022 is 1.32 with a coefficient of variation of 16.87. The daily time series for the period is distributed with a sample standard deviation of 0.23, arithmetic mean of 1.33, and mean deviation of 0.18. The Stock received some media coverage during the period.
 Price Growth (%)  
CYCLACEL PHARMACEUTICALS, INC. Other Events - Marketscreener...09/13/2022
EPS Estimate09/30/2022
Abbotts FreeStyle Libre is Named Best Medical Technology in ...10/28/2022
EPS Reported11/09/2022
Fierce Pharma AsiaGerman CEOs visit China Sanofi, Insilicos ...11/11/2022

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

Cyclacel Pharmaceuti Upcoming Company Events

As portrayed in its financial statements, the presentation of Cyclacel Pharmaceuti's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Cyclacel Pharmaceuti's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Cyclacel Pharmaceuti's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Cyclacel Pharmaceuti. Please utilize our Beneish M Score to check the likelihood of Cyclacel Pharmaceuti's management manipulating its earnings.
Upcoming Quarterly Report24th of February 2022
Next Financial Report11th of May 2022
Next Fiscal Quarter End31st of December 2021
Next Fiscal Year End24th of February 2022
Last Quarter Report30th of September 2021
Last Financial Announcement31st of December 2020

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Continue to Cyclacel Pharmaceuti Backtesting, Cyclacel Pharmaceuti Valuation, Cyclacel Pharmaceuti Correlation, Cyclacel Pharmaceuti Hype Analysis, Cyclacel Pharmaceuti Volatility, Cyclacel Pharmaceuti History and analyze Cyclacel Pharmaceuti Performance. Note that the Cyclacel Pharmaceuti information on this page should be used as a complementary analysis to other Cyclacel Pharmaceuti'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 Analyst Recommendations module to analyst recommendations and target price estimates broken down by several categories.

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