Simulations Plus Stock Alpha and Beta Analysis

SLP Stock  USD 31.77  0.05  0.16%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Simulations Plus. It also helps investors analyze the systematic and unsystematic risks associated with investing in Simulations Plus over a specified time horizon. Remember, high Simulations Plus' 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 Simulations Plus' market risk premium analysis include:
Beta
2.49
Alpha
(0.45)
Risk
2.9
Sharpe Ratio
(0.03)
Expected Return
(0.09)
Please note that although Simulations Plus alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., Dow Jones Industrial index.) So in this particular case, Simulations Plus did 0.45  worse than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Simulations Plus stock's relative risk over its benchmark. Simulations Plus has a beta of 2.49  . As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Simulations Plus will likely underperform. At this time, Simulations Plus' Book Value Per Share is relatively stable compared to the past year. As of 12/03/2024, Enterprise Value Over EBITDA is likely to grow to 63.66, while Tangible Book Value Per Share is likely to drop 1.00.

Enterprise Value

957.64 Million

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.
  
Check out Simulations Plus Backtesting, Simulations Plus Valuation, Simulations Plus Correlation, Simulations Plus Hype Analysis, Simulations Plus Volatility, Simulations Plus History and analyze Simulations Plus Performance.
To learn how to invest in Simulations Stock, please use our How to Invest in Simulations Plus guide.

Simulations Plus Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Simulations Plus market risk premium is the additional return an investor will receive from holding Simulations Plus 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 Simulations Plus. 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 Simulations Plus' performance over market.
α-0.45   β2.49

Simulations Plus 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 Simulations Plus' Buy-and-hold return. Our buy-and-hold chart shows how Simulations Plus performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Simulations Plus Market Price Analysis

Market price analysis indicators help investors to evaluate how Simulations Plus stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Simulations Plus shares will generate the highest return on investment. By understating and applying Simulations Plus stock market price indicators, traders can identify Simulations Plus position entry and exit signals to maximize returns.

Simulations Plus Return and Market Media

The median price of Simulations Plus for the period between Wed, Sep 4, 2024 and Tue, Dec 3, 2024 is 31.45 with a coefficient of variation of 6.46. The daily time series for the period is distributed with a sample standard deviation of 2.03, arithmetic mean of 31.44, and mean deviation of 1.53. The Stock received a lot of media exposure during the period.
 Price Growth (%)  
       Timeline  
1
Disposition of 2250 shares by Fiedler-kelly Jill of Simulations Plus at 9.71 subject to Rule 16b-3
09/09/2024
2
Disposition of 650 shares by Lavange Lisa of Simulations Plus at 35.95 subject to Rule 16b-3
09/10/2024
3
Smooth Love Potion Price Hits 0.0025
10/14/2024
4
Acquisition by Dibella John Anthony Ii of 7500 shares of Simulations Plus at 33.29 subject to Rule 16b-3
10/17/2024
5
Acquisition by Evans Sharlene of 719 shares of Simulations Plus subject to Rule 16b-3
10/18/2024
6
Simulations Plus earnings beat by 0.02, revenue fell short of estimates
10/23/2024
7
Disposition of 20000 shares by Woltosz Walter S of Simulations Plus at 27.66 subject to Rule 16b-3
11/01/2024
8
Smooth Love Potion Self Reported Market Cap Reaches 105.44 Million
11/04/2024
9
Acquisition by Lavange Lisa of 992 shares of Simulations Plus subject to Rule 16b-3
11/05/2024
10
We Think Simulations Plus Solid Earnings Are Understated
11/07/2024
11
William Blair Has Optimistic Outlook of SLP Q1 Earnings
11/08/2024
12
Acquisition by Evans Sharlene of 735 shares of Simulations Plus subject to Rule 16b-3
11/11/2024
13
Salesforce.com Moves 6.1 percent Higher Will This Strength Last
11/12/2024
14
Simulations Plus Inc Shares Gap Down to 30.515 on Nov 14
11/14/2024
15
Simulations Plus stock hits 52-week low at 27.2 amid market shifts - Investing.com Canada
11/21/2024
16
Simulations Plus Inc Stock Price Up 5.71 percent on Nov 22
11/22/2024
17
Simulations Plus Inc Stock Price Down 3.77 percent on Nov 26
11/26/2024

About Simulations Plus 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 Simulations or other stocks. Alpha measures the amount that position in Simulations Plus 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)
Dividend Yield0.0039960.0053840.0066190.006289
Price To Sales Ratio22.514.9910.355.96

Simulations Plus Upcoming Company Events

As portrayed in its financial statements, the presentation of Simulations Plus' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Simulations Plus' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Simulations Plus' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Simulations Plus. Please utilize our Beneish M Score to check the likelihood of Simulations Plus' management manipulating its earnings.
3rd of April 2024
Upcoming Quarterly Report
View
4th of July 2024
Next Financial Report
View
29th of February 2024
Next Fiscal Quarter End
View
23rd of October 2024
Next Fiscal Year End
View
30th of November 2023
Last Quarter Report
View
31st of August 2023
Last Financial Announcement
View

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Additional Tools for Simulations Stock Analysis

When running Simulations Plus' price analysis, check to measure Simulations Plus' 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 Simulations Plus is operating at the current time. Most of Simulations Plus' value examination focuses on studying past and present price action to predict the probability of Simulations Plus' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Simulations Plus' price. Additionally, you may evaluate how the addition of Simulations Plus to your portfolios can decrease your overall portfolio volatility.