Cyclerion Therapeutics Stock Alpha and Beta Analysis
| CYCN Stock | USD 2.20 0.04 1.85% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Cyclerion Therapeutics. It also helps investors analyze the systematic and unsystematic risks associated with investing in Cyclerion Therapeutics over a specified time horizon. Remember, high Cyclerion 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 Cyclerion Therapeutics' market risk premium analysis include:
Beta (1.13) | Alpha 0.44 | Risk 12.33 | Sharpe Ratio 0.0173 | Expected Return 0.21 |
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.
Cyclerion |
Cyclerion Therapeutics Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Cyclerion Therapeutics market risk premium is the additional return an investor will receive from holding Cyclerion 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 Cyclerion 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 Cyclerion Therapeutics' performance over market.| α | 0.44 | β | -1.13 |
Cyclerion 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 Cyclerion Therapeutics' Buy-and-hold return. Our buy-and-hold chart shows how Cyclerion Therapeutics performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Cyclerion Therapeutics Market Price Analysis
Market price analysis indicators help investors to evaluate how Cyclerion 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 Cyclerion Therapeutics shares will generate the highest return on investment. By understating and applying Cyclerion Therapeutics stock market price indicators, traders can identify Cyclerion Therapeutics position entry and exit signals to maximize returns.
Cyclerion Therapeutics Return and Market Media
The median price of Cyclerion Therapeutics for the period between Sat, Aug 31, 2024 and Fri, Nov 29, 2024 is 2.65 with a coefficient of variation of 17.16. The daily time series for the period is distributed with a sample standard deviation of 0.45, arithmetic mean of 2.59, and mean deviation of 0.33. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Disposition of 14760 shares by Cheryl Gault of Cyclerion Therapeutics at 16.02 subject to Rule 16b-3 | 09/06/2024 |
2 | Disposition of 257 shares by Cheryl Gault of Cyclerion Therapeutics at 11.95 subject to Rule 16b-3 | 09/25/2024 |
3 | Disposition of 1999 shares by Cheryl Gault of Cyclerion Therapeutics at 14.87 subject to Rule 16b-3 | 11/01/2024 |
4 | Biotech Alert Searches spiking for these stocks today - TipRanks | 11/18/2024 |
5 | Disposition of 568 shares by Cheryl Gault of Cyclerion Therapeutics at 19.04 subject to Rule 16b-3 | 11/26/2024 |
About Cyclerion 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 Cyclerion or other stocks. Alpha measures the amount that position in Cyclerion 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.
| 2022 | 2023 | 2024 (projected) | Payables Turnover | 0.0219 | 0.0252 | 0.0239 | Days Of Inventory On Hand | 4.5K | 4.1K | 2.1K |
Cyclerion Therapeutics Upcoming Company Events
As portrayed in its financial statements, the presentation of Cyclerion Therapeutics' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Cyclerion Therapeutics' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Cyclerion Therapeutics' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Cyclerion Therapeutics. Please utilize our Beneish M Score to check the likelihood of Cyclerion Therapeutics' management manipulating its earnings.
| 27th of March 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
Build Portfolio with Cyclerion Therapeutics
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Check out Cyclerion Therapeutics Backtesting, Cyclerion Therapeutics Valuation, Cyclerion Therapeutics Correlation, Cyclerion Therapeutics Hype Analysis, Cyclerion Therapeutics Volatility, Cyclerion Therapeutics History and analyze Cyclerion Therapeutics Performance. To learn how to invest in Cyclerion Stock, please use our How to Invest in Cyclerion Therapeutics guide.You can also try the Performance Analysis module to check effects of mean-variance optimization against your current asset allocation.
Cyclerion 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.