Cassava Sciences Stock Alpha and Beta Analysis
| SAVA Stock | USD 3.84 0.14 3.52% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Cassava Sciences. It also helps investors analyze the systematic and unsystematic risks associated with investing in Cassava Sciences over a specified time horizon. Remember, high Cassava Sciences' 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 Cassava Sciences' market risk premium analysis include:
Beta 0.0515 | Alpha (1.30) | Risk 12 | Sharpe Ratio (0.12) | Expected Return (1.40) |
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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.
Cassava |
Cassava Sciences Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Cassava Sciences market risk premium is the additional return an investor will receive from holding Cassava Sciences 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 Cassava Sciences. 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 Cassava Sciences' performance over market.| α | -1.3 | β | 0.05 |
Cassava Sciences 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 Cassava Sciences' Buy-and-hold return. Our buy-and-hold chart shows how Cassava Sciences performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Cassava Sciences Market Price Analysis
Market price analysis indicators help investors to evaluate how Cassava Sciences stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Cassava Sciences shares will generate the highest return on investment. By understating and applying Cassava Sciences stock market price indicators, traders can identify Cassava Sciences position entry and exit signals to maximize returns.
Cassava Sciences Return and Market Media
The median price of Cassava Sciences for the period between Tue, Sep 3, 2024 and Mon, Dec 2, 2024 is 27.06 with a coefficient of variation of 22.66. The daily time series for the period is distributed with a sample standard deviation of 5.94, arithmetic mean of 26.2, and mean deviation of 2.97. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Acquisition by Kupiec James William of 100000 shares of Cassava Sciences at 26.91 subject to Rule 16b-3 | 09/06/2024 |
2 | Cassava settles SEC charges related to Alzheimers candidate for 40M | 09/27/2024 |
3 | Acquisition by Richard Barry of 600000 shares of Cassava Sciences at 27.42 subject to Rule 16b-3 | 10/01/2024 |
4 | Cassava Sciences Options Trading A Deep Dive into Market Sentiment | 10/24/2024 |
5 | Unpacking the Latest Options Trading Trends in Cassava Sciences | 11/05/2024 |
6 | Cassava Sciences Reports Q3 2024 Financial and Operating Results | 11/07/2024 |
7 | What Makes Cassava Sciences a New Buy Stock | 11/12/2024 |
8 | Cassava Sciences Appoints Freda Nassif as Chief Commercial Officer | 11/18/2024 |
9 | Cassava Sciences Alzheimers Drug Fails To Hit Primary Goal In Pivotal Study, Pharma Halts Late-Stage Studies | 11/25/2024 |
10 | Down -83.93 percent in 4 Weeks, Heres Why You Should You Buy the Dip in Cassava Sciences | 11/26/2024 |
11 | Cassava Sciences Lowered to Neutral Rating by HC Wainwright | 11/29/2024 |
About Cassava Sciences 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 Cassava or other stocks. Alpha measures the amount that position in Cassava Sciences 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) | PTB Ratio | 6.87 | 7.21 | Dividend Yield | 0.27 | 0.24 |
Cassava Sciences Upcoming Company Events
As portrayed in its financial statements, the presentation of Cassava Sciences' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Cassava Sciences' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Cassava Sciences' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Cassava Sciences. Please utilize our Beneish M Score to check the likelihood of Cassava Sciences' management manipulating its earnings.
| 27th of February 2024 Upcoming Quarterly Report | View | |
| 6th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 27th of February 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 Cassava Sciences
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Align your risk with return expectations
Check out Cassava Sciences Backtesting, Cassava Sciences Valuation, Cassava Sciences Correlation, Cassava Sciences Hype Analysis, Cassava Sciences Volatility, Cassava Sciences History and analyze Cassava Sciences Performance. For information on how to trade Cassava Stock refer to our How to Trade Cassava Stock guide.You can also try the Balance Of Power module to check stock momentum by analyzing Balance Of Power indicator and other technical ratios.
Cassava Sciences 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.