Newamsterdam Pharma Stock Alpha and Beta Analysis
| NAMS Stock | 19.85 0.95 4.57% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as NewAmsterdam Pharma. It also helps investors analyze the systematic and unsystematic risks associated with investing in NewAmsterdam Pharma over a specified time horizon. Remember, high NewAmsterdam Pharma'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 NewAmsterdam Pharma's market risk premium analysis include:
Beta 2.26 | Alpha 0.12 | Risk 3.63 | Sharpe Ratio 0.11 | Expected Return 0.41 |
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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.
NewAmsterdam |
NewAmsterdam Pharma Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. NewAmsterdam Pharma market risk premium is the additional return an investor will receive from holding NewAmsterdam Pharma 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 NewAmsterdam Pharma. 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 NewAmsterdam Pharma's performance over market.| α | 0.12 | β | 2.26 |
NewAmsterdam Pharma 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 NewAmsterdam Pharma's Buy-and-hold return. Our buy-and-hold chart shows how NewAmsterdam Pharma performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.NewAmsterdam Pharma Market Price Analysis
Market price analysis indicators help investors to evaluate how NewAmsterdam Pharma stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading NewAmsterdam Pharma shares will generate the highest return on investment. By understating and applying NewAmsterdam Pharma stock market price indicators, traders can identify NewAmsterdam Pharma position entry and exit signals to maximize returns.
NewAmsterdam Pharma Return and Market Media
The median price of NewAmsterdam Pharma for the period between Sat, Aug 31, 2024 and Fri, Nov 29, 2024 is 18.0 with a coefficient of variation of 14.97. The daily time series for the period is distributed with a sample standard deviation of 2.78, arithmetic mean of 18.6, and mean deviation of 2.19. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Acquisition by Davidson Michael H. of 5000 shares of NewAmsterdam Pharma at 16.27 subject to Rule 16b-3 | 09/06/2024 |
2 | Acquisition by Louise Kooij of 45000 shares of NewAmsterdam Pharma subject to Rule 16b-3 | 09/27/2024 |
3 | Will NewAmsterdam Pharma Spend Its Cash Wisely | 10/01/2024 |
4 | NewAmsterdam Pharma Reports Inducement Grants Under Nasdaq Listing Rule 5635 | 10/04/2024 |
5 | Disposition of 15000 shares by Davidson Michael H. of NewAmsterdam Pharma at 11.5 subject to Rule 16b-3 | 10/09/2024 |
6 | NewAmsterdam Pharma Shares Sold by Moody Aldrich Partners LLC | 10/24/2024 |
7 | Is NewAmsterdam Pharma Top Performing European Stock Heading into 2025 | 11/13/2024 |
8 | Disposition of 8530 shares by Forgrowth Nap B.v. of NewAmsterdam Pharma at 25.0218 subject to Rule 16b-3 | 11/15/2024 |
9 | NewAmsterdam Pharma Major Shareholder Nap B.V. Forgrowth Sells 33,273 Shares | 11/19/2024 |
10 | NewAmsterdam Pharma Announces Positive Topline Data from Pivotal Phase 3 TANDEM Clinical Trial Evaluating the Fixed-Dose Combination of Obicetrapib 10 mg and Ez... | 11/20/2024 |
About NewAmsterdam Pharma 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 NewAmsterdam or other stocks. Alpha measures the amount that position in NewAmsterdam Pharma 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 | 13.04 | 10.2 | Receivables Turnover | 41.7 | 37.06 |
NewAmsterdam Pharma Upcoming Company Events
As portrayed in its financial statements, the presentation of NewAmsterdam Pharma's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, NewAmsterdam Pharma's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of NewAmsterdam Pharma's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of NewAmsterdam Pharma. Please utilize our Beneish M Score to check the likelihood of NewAmsterdam Pharma's management manipulating its earnings.
| 29th of March 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 29th 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 NewAmsterdam Stock Analysis
When running NewAmsterdam Pharma's price analysis, check to measure NewAmsterdam Pharma'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 NewAmsterdam Pharma is operating at the current time. Most of NewAmsterdam Pharma's value examination focuses on studying past and present price action to predict the probability of NewAmsterdam Pharma's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move NewAmsterdam Pharma's price. Additionally, you may evaluate how the addition of NewAmsterdam Pharma to your portfolios can decrease your overall portfolio volatility.