Ati Physical Therapy Stock Alpha and Beta Analysis
| ATIP Stock | USD 1.53 0.14 8.38% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as ATI Physical Therapy. It also helps investors analyze the systematic and unsystematic risks associated with investing in ATI Physical over a specified time horizon. Remember, high ATI Physical'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. Key technical indicators related to ATI Physical's market risk premium analysis include:
Beta 0.0323 | Alpha (1.69) | Risk 6.55 | Sharpe Ratio (0.27) | Expected Return (1.76) |
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.
ATI |
ATI Physical Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. ATI Physical market risk premium is the additional return an investor will receive from holding ATI Physical 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 ATI Physical. 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 ATI Physical's performance over market.| α | -1.69 | β | 0.03 |
ATI Physical 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 ATI Physical's Buy-and-hold return. Our buy-and-hold chart shows how ATI Physical performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.ATI Physical Market Price Analysis
Market price analysis indicators help investors to evaluate how ATI Physical stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading ATI Physical shares will generate the highest return on investment. By understating and applying ATI Physical stock market price indicators, traders can identify ATI Physical position entry and exit signals to maximize returns.
ATI Physical Return and Market Media
The median price of ATI Physical for the period between Sat, Aug 31, 2024 and Fri, Nov 29, 2024 is 5.85 with a coefficient of variation of 33.88. The daily time series for the period is distributed with a sample standard deviation of 1.67, arithmetic mean of 4.92, and mean deviation of 1.42. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | ANGO Initiates RECOVER-AV Trial for AlphaVac F1885 in Europe | 09/23/2024 |
2 | MultiPlan Stock Falls Even After NRHA Rural Healthcare Deal | 09/26/2024 |
3 | Acquisition by Erik Kantz of 97672 shares of ATI Physical at 50.0 subject to Rule 16b-3 | 10/03/2024 |
4 | Q2 2024 ATI Physical Therapy Inc Earnings Call Transcript | 10/09/2024 |
5 | Acquisition by Goldberg Jeff D of 6255 shares of ATI Physical at 10.0 subject to Rule 16b-3 | 10/11/2024 |
6 | Disposition of 1437 shares by Augustus Oakes of ATI Physical at 6.08 subject to Rule 16b-3 | 10/18/2024 |
7 | ATI Physical Therapy Inc Reports Q3 2024 Revenue of 190M, Beating Estimates GAAP EPS Loss at 9.38 | 11/04/2024 |
8 | ATI Physical Therapy, Inc. Q3 2024 Earnings Call Transcript | 11/05/2024 |
9 | Disposition of tradable shares by Augustus Oakes of ATI Physical at 1.82 subject to Rule 16b-3 | 11/22/2024 |
About ATI Physical 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 ATI or other stocks. Alpha measures the amount that position in ATI Physical Therapy 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 | 2023 | 2024 (projected) | Days Sales Outstanding | 47.93 | 46.32 | 58.74 | 41.13 | PTB Ratio | 1.11 | 1.41 | 0.21 | 0.2 |
ATI Physical Upcoming Company Events
As portrayed in its financial statements, the presentation of ATI Physical's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, ATI Physical's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of ATI Physical's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of ATI Physical. Please utilize our Beneish M Score to check the likelihood of ATI Physical's management manipulating its earnings.
| 21st of March 2024 Upcoming Quarterly Report | View | |
| 13th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 21st of March 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
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Additional Tools for ATI Stock Analysis
When running ATI Physical's price analysis, check to measure ATI Physical'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 ATI Physical is operating at the current time. Most of ATI Physical's value examination focuses on studying past and present price action to predict the probability of ATI Physical's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move ATI Physical's price. Additionally, you may evaluate how the addition of ATI Physical to your portfolios can decrease your overall portfolio volatility.