Simulations Stock Alpha and Beta Analysis


USD 38.85  0.34  0.88%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Simulations Plus. It also helps investors analyze the systematic and unsystematic risks associated with investing in Simulations Plus over a specified time horizon. Remember, high Simulations Plus' 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.
Additionally, take a look at Simulations Plus Backtesting, Simulations Plus Valuation, Simulations Plus Correlation, Simulations Plus Hype Analysis, Simulations Plus Volatility, Simulations Plus History and analyze Simulations Plus Performance.
Please note that although Simulations Plus 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., NYSE Composite index.) So in this particular case, Simulations Plus did 0.63  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 Simulations Plus stock's relative risk over its benchmark. Simulations Plus has a beta of 1.15  . Let's try to break down what Simulations'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, Simulations Plus will likely underperform.
As of 8th of December 2022, Enterprise Value is likely to grow to about 104.5 M, while Book Value per Share is likely to drop 0.67.
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

104.48 Million

Simulations Plus Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Simulations Plus market risk premium is the additional return an investor will receive from holding Simulations Plus 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 Simulations Plus. 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 Simulations Plus' performance over market.
α-0.63   β1.15
90 days against NYA

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

Simulations Plus Market Price Analysis

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

Simulations Plus Return and Market Media

The median price of Simulations Plus for the period between Fri, Sep 9, 2022 and Thu, Dec 8, 2022 is 46.33 with a coefficient of variation of 12.99. The daily time series for the period is distributed with a sample standard deviation of 6.01, arithmetic mean of 46.29, and mean deviation of 5.05. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
Climate Change Likely Worsened Pakistan Floods Study - Barro...09/15/2022
Sale by Walter Woltosz of 6754 shares of Simulations Plus09/29/2022
Simulations Plus Releases GastroPlus Version 9.8.3 - Markets...10/11/2022
Exercise or conversion by Walter Woltosz of 3600 shares of S...10/12/2022
Simulations Plus Set to Announce Earnings on Wednesday - Mar...10/19/2022
EPS Reported10/26/2022
Simulations Plus Inc. Down 12.36 percent To 41.57 After Earn...10/27/2022
Sale by Walter Woltosz of 7054 shares of Simulations Plus10/31/2022
Simulations Plus Updates FY 2023 Earnings Guidance - MarketB...11/02/2022
Acquisition by Walter Woltosz of 703 shares of Simulations P...11/14/2022
Sale by Walter Woltosz of 19199 shares of Simulations Plus11/29/2022

About Simulations Plus 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 Simulations or other stocks. Alpha measures the amount that position in Simulations Plus 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.
 2021 2022 (projected)
Calculated Tax Rate17.4123.6
Interest Coverage162.08199.71

Simulations Plus Upcoming Company Events

As portrayed in its financial statements, the presentation of Simulations Plus' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Simulations Plus' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Simulations Plus' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Simulations Plus. Please utilize our Beneish M Score to check the likelihood of Simulations Plus' management manipulating its earnings.
Upcoming Quarterly Report11th of April 2022
Next Financial Report11th of July 2022
Next Fiscal Quarter End28th of February 2022
Next Fiscal Year End24th of October 2022
Last Quarter Report30th of November 2021
Last Financial Announcement28th of February 2021

Build Portfolio with Simulations Plus

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.

Build Diversified Portfolios

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
Additionally, take a look at Simulations Plus Backtesting, Simulations Plus Valuation, Simulations Plus Correlation, Simulations Plus Hype Analysis, Simulations Plus Volatility, Simulations Plus History and analyze Simulations Plus Performance. You can also try Technical Analysis module to check basic technical indicators and analysis based on most latest market data.

Complementary Tools for analysis

When running Simulations Plus price analysis, check to measure Simulations Plus' 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 Simulations Plus is operating at the current time. Most of Simulations Plus' value examination focuses on studying past and present price action to predict the probability of Simulations Plus' future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Simulations Plus' price. Additionally, you may evaluate how the addition of Simulations Plus to your portfolios can decrease your overall portfolio volatility.
Global Correlations
Find global opportunities by holding instruments from different markets
Idea Analyzer
Analyze all characteristics, volatility and risk-adjusted return of Macroaxis ideas
Earnings Calls
Check upcoming earnings announcements updated hourly across public exchanges
Transaction History
View history of all your transactions and understand their impact on performance
Headlines Timeline
Stay connected to all market stories and filter out noise. Drill down to analyze hype elasticity
Technical Analysis
Check basic technical indicators and analysis based on most latest market data
Global Markets Map
Get a quick overview of global market snapshot using zoomable world map. Drill down to check world indexes
Theme Ratings
Determine theme ratings based on digital equity recommendations. Macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance
Equity Forecasting
Use basic forecasting models to generate price predictions and determine price momentum
Simulations Plus 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 Simulations Plus technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Simulations Plus 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...