Cybin Inc Stock Alpha and Beta Analysis
| CYBN Stock | USD 9.78 0.26 2.59% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Cybin Inc. It also helps investors analyze the systematic and unsystematic risks associated with investing in Cybin over a specified time horizon. Remember, high Cybin'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 Cybin's market risk premium analysis include:
Beta 0.73 | Alpha 0.41 | Risk 4.93 | Sharpe Ratio 0.1 | Expected Return 0.51 |
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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.
Cybin |
Cybin Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Cybin market risk premium is the additional return an investor will receive from holding Cybin 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 Cybin. 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 Cybin's performance over market.| α | 0.41 | β | 0.73 |
Cybin 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 Cybin's Buy-and-hold return. Our buy-and-hold chart shows how Cybin performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Cybin Market Price Analysis
Market price analysis indicators help investors to evaluate how Cybin stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Cybin shares will generate the highest return on investment. By understating and applying Cybin stock market price indicators, traders can identify Cybin position entry and exit signals to maximize returns.
Cybin Return and Market Media
The median price of Cybin for the period between Tue, Sep 17, 2024 and Mon, Dec 16, 2024 is 10.16 with a coefficient of variation of 10.09. The daily time series for the period is distributed with a sample standard deviation of 1.01, arithmetic mean of 10.02, and mean deviation of 0.77. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | When the Price of Talks, People Listen - Stock Traders Daily | 09/26/2024 |
2 | EXCLUSIVE Neuropsychiatry-Focused Cybin Secures First US Composition of Matter Patent For Preclinical CYB005 Phenethylamines Program | 10/24/2024 |
About Cybin 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 Cybin or other stocks. Alpha measures the amount that position in Cybin Inc 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) | Days Sales Outstanding | 505.3 | 449.15 | PTB Ratio | 0.62 | 345.25 |
Cybin Upcoming Company Events
As portrayed in its financial statements, the presentation of Cybin's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Cybin's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Cybin's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Cybin. Please utilize our Beneish M Score to check the likelihood of Cybin's management manipulating its earnings.
| 13th of February 2024 Upcoming Quarterly Report | View | |
| 25th of June 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 25th 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 Cybin Backtesting, Cybin Valuation, Cybin Correlation, Cybin Hype Analysis, Cybin Volatility, Cybin History and analyze Cybin Performance. You can also try the Volatility Analysis module to get historical volatility and risk analysis based on latest market data.
Cybin 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.