Vistagen Therapeutics Stock Alpha and Beta Analysis
| VTGN Stock | USD 2.48 0.03 1.20% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as VistaGen Therapeutics. It also helps investors analyze the systematic and unsystematic risks associated with investing in VistaGen Therapeutics over a specified time horizon. Remember, high VistaGen 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 VistaGen Therapeutics' market risk premium analysis include:
Beta 0.5 | Alpha (0.39) | Risk 2.56 | Sharpe Ratio (0.14) | Expected Return (0.35) |
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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.
VistaGen |
VistaGen Therapeutics Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. VistaGen Therapeutics market risk premium is the additional return an investor will receive from holding VistaGen 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 VistaGen 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 VistaGen Therapeutics' performance over market.| α | -0.39 | β | 0.50 |
VistaGen 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 VistaGen Therapeutics' Buy-and-hold return. Our buy-and-hold chart shows how VistaGen Therapeutics performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.VistaGen Therapeutics Market Price Analysis
Market price analysis indicators help investors to evaluate how VistaGen 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 VistaGen Therapeutics shares will generate the highest return on investment. By understating and applying VistaGen Therapeutics stock market price indicators, traders can identify VistaGen Therapeutics position entry and exit signals to maximize returns.
VistaGen Therapeutics Return and Market Media
The median price of VistaGen Therapeutics for the period between Sat, Sep 14, 2024 and Fri, Dec 13, 2024 is 3.01 with a coefficient of variation of 7.22. The daily time series for the period is distributed with a sample standard deviation of 0.21, arithmetic mean of 2.92, and mean deviation of 0.18. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Acquisition by Fitzpatrick Margaret M of 12500 shares of VistaGen Therapeutics at 4.85 subject to Rule 16b-3 | 09/18/2024 |
2 | Vistagen Initiates PALISADE-4 Phase 3 Study of Fasedienol for the Acute Treatment of Social Anxiety Disorder | 09/23/2024 |
3 | Vistagen, The Goldie Hawn Foundation, and MindUP Students to Ring Nasdaq Closing Bell on World Mental Health Day | 10/09/2024 |
4 | Acquisition by Snodgrass H. Ralph of 1111 shares of VistaGen Therapeutics subject to Rule 16b-3 | 10/30/2024 |
5 | Vistagen to Present at the 2024 Neuroscience Education Institute Congress | 11/05/2024 |
6 | Vistagen Therapeutics Inc Q2 2025 Earnings Report Preview What to Expect | 11/06/2024 |
7 | VistaGen Therapeutics GAAP EPS of -0.42 misses by 0.03, revenue of 0.18M beats by 0.15M | 11/07/2024 |
8 | Vistagen Therapeutics Inc Q2 2025 Earnings Call Highlights Navigating Challenges with a ... | 11/08/2024 |
9 | Vistagen to Present at the Stifel 2024 Healthcare Conference | 11/14/2024 |
10 | Anxiety drug trials keep Stifel optimistic on VistaGen stocks upside potential | 11/21/2024 |
11 | VTGN Stock Touches 52-Week Low at 2.47 Amid Market Challenges By Investing.com - Investing.com South Africa | 12/10/2024 |
About VistaGen 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 VistaGen or other stocks. Alpha measures the amount that position in VistaGen 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.
| 2023 | 2024 (projected) | Graham Number | 14.2 | 0.73 | Receivables Turnover | 24.15 | 15.79 |
VistaGen Therapeutics Upcoming Company Events
As portrayed in its financial statements, the presentation of VistaGen Therapeutics' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, VistaGen Therapeutics' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of VistaGen Therapeutics' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of VistaGen Therapeutics. Please utilize our Beneish M Score to check the likelihood of VistaGen Therapeutics' management manipulating its earnings.
| 6th of February 2024 Upcoming Quarterly Report | View | |
| 26th of June 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 26th of June 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of March 2023 Last Financial Announcement | View |
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Check out VistaGen Therapeutics Backtesting, VistaGen Therapeutics Valuation, VistaGen Therapeutics Correlation, VistaGen Therapeutics Hype Analysis, VistaGen Therapeutics Volatility, VistaGen Therapeutics History and analyze VistaGen Therapeutics Performance. To learn how to invest in VistaGen Stock, please use our How to Invest in VistaGen Therapeutics guide.You can also try the Correlation Analysis module to reduce portfolio risk simply by holding instruments which are not perfectly correlated.
VistaGen 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.