Inventiva Sa Stock Alpha and Beta Analysis
| IVA Stock | USD 2.59 0.01 0.38% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Inventiva Sa. It also helps investors analyze the systematic and unsystematic risks associated with investing in Inventiva over a specified time horizon. Remember, high Inventiva'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 Inventiva's market risk premium analysis include:
Beta (1.55) | Alpha 0.6 | Risk 6.64 | Sharpe Ratio 0.0637 | Expected Return 0.42 |
Enterprise Value |
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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.
Inventiva |
Inventiva Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Inventiva market risk premium is the additional return an investor will receive from holding Inventiva 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 Inventiva. 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 Inventiva's performance over market.| α | 0.60 | β | -1.55 |
Inventiva 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 Inventiva's Buy-and-hold return. Our buy-and-hold chart shows how Inventiva performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Inventiva Market Price Analysis
Market price analysis indicators help investors to evaluate how Inventiva stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Inventiva shares will generate the highest return on investment. By understating and applying Inventiva stock market price indicators, traders can identify Inventiva position entry and exit signals to maximize returns.
Inventiva Return and Market Media
The median price of Inventiva for the period between Fri, Sep 13, 2024 and Thu, Dec 12, 2024 is 2.62 with a coefficient of variation of 14.77. The daily time series for the period is distributed with a sample standard deviation of 0.36, arithmetic mean of 2.41, and mean deviation of 0.31. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Stifel Nicolaus Cuts Inventiva Price Target to 20.00 - MarketBeat | 09/26/2024 |
2 | Why Is Fatty-Liver Drug Developer Inventiva Stock Trading Higher On Monday | 10/14/2024 |
3 | UBS holds off on Inventiva stockMASH potential is there, but 2026 is a long wait | 11/12/2024 |
4 | Inventiva S.A. Short Interest Down 9.2 percent in November | 12/03/2024 |
About Inventiva 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 Inventiva or other stocks. Alpha measures the amount that position in Inventiva Sa 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) | Graham Number | 8.04 | 5.69 | 6.22 | 8.9 | Receivables Turnover | 1.05 | 1.3 | 1.11 | 1.06 |
Inventiva Upcoming Company Events
As portrayed in its financial statements, the presentation of Inventiva's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Inventiva's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Inventiva's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Inventiva. Please utilize our Beneish M Score to check the likelihood of Inventiva's management manipulating its earnings.
| 3rd of April 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 3rd of April 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 Inventiva
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Check out Inventiva Backtesting, Inventiva Valuation, Inventiva Correlation, Inventiva Hype Analysis, Inventiva Volatility, Inventiva History and analyze Inventiva Performance. You can also try the Fundamental Analysis module to view fundamental data based on most recent published financial statements.
Inventiva 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.