Dermata Therapeutics Stock Alpha and Beta Analysis
| DRMA Stock | USD 1.13 0.03 2.73% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Dermata Therapeutics. It also helps investors analyze the systematic and unsystematic risks associated with investing in Dermata Therapeutics over a specified time horizon. Remember, high Dermata Therapeutics' 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 Dermata Therapeutics' market risk premium analysis include:
Beta 1.74 | Alpha (0.61) | Risk 8.43 | Sharpe Ratio (0.03) | Expected Return (0.24) |
Enterprise Value |
|
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.
Dermata |
Dermata Therapeutics Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Dermata Therapeutics market risk premium is the additional return an investor will receive from holding Dermata Therapeutics 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 Dermata Therapeutics. 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 Dermata Therapeutics' performance over market.| α | -0.61 | β | 1.74 |
Dermata Therapeutics 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 Dermata Therapeutics' Buy-and-hold return. Our buy-and-hold chart shows how Dermata Therapeutics performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Dermata Therapeutics Market Price Analysis
Market price analysis indicators help investors to evaluate how Dermata Therapeutics stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Dermata Therapeutics shares will generate the highest return on investment. By understating and applying Dermata Therapeutics stock market price indicators, traders can identify Dermata Therapeutics position entry and exit signals to maximize returns.
Dermata Therapeutics Return and Market Media
The median price of Dermata Therapeutics for the period between Sun, Sep 1, 2024 and Sat, Nov 30, 2024 is 1.43 with a coefficient of variation of 17.36. The daily time series for the period is distributed with a sample standard deviation of 0.25, arithmetic mean of 1.45, and mean deviation of 0.19. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Dermata Therapeutics Announces Closing of 3.5 Million Private Placement Priced At-The-Market Under Nasdaq Rules | 09/17/2024 |
2 | Dermata Therapeutics to Participate in the 2024 Maxim Healthcare Virtual Summit on Tuesday, October 15, 2024 | 10/08/2024 |
3 | ARMISTICE CAPITAL, LLC Increases Stake in Dermata Therapeutics Inc | 11/15/2024 |
About Dermata Therapeutics 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 Dermata or other stocks. Alpha measures the amount that position in Dermata Therapeutics 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.
Dermata Therapeutics Upcoming Company Events
As portrayed in its financial statements, the presentation of Dermata Therapeutics' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Dermata Therapeutics' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Dermata Therapeutics' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Dermata Therapeutics. Please utilize our Beneish M Score to check the likelihood of Dermata Therapeutics' management manipulating its earnings.
| 20th of February 2024 Upcoming Quarterly Report | View | |
| 9th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 20th of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with Dermata Therapeutics
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
Check out Dermata Therapeutics Backtesting, Dermata Therapeutics Valuation, Dermata Therapeutics Correlation, Dermata Therapeutics Hype Analysis, Dermata Therapeutics Volatility, Dermata Therapeutics History and analyze Dermata Therapeutics Performance. For information on how to trade Dermata Stock refer to our How to Trade Dermata Stock guide.You can also try the Portfolio Volatility module to check portfolio volatility and analyze historical return density to properly model market risk.
Dermata Therapeutics 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.