Ensysce Biosciences Stock Alpha and Beta Analysis
| ENSC Stock | USD 0.55 0.04 6.78% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Ensysce Biosciences. It also helps investors analyze the systematic and unsystematic risks associated with investing in Ensysce Biosciences over a specified time horizon. Remember, high Ensysce Biosciences' 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 Ensysce Biosciences' market risk premium analysis include:
Beta (0.76) | Alpha 2.17 | Risk 23.1 | Sharpe Ratio 0.0969 | Expected Return 2.24 |
Ensysce Biosciences Quarterly Cash And Equivalents |
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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.
Ensysce |
Ensysce Biosciences Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Ensysce Biosciences market risk premium is the additional return an investor will receive from holding Ensysce Biosciences 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 Ensysce Biosciences. 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 Ensysce Biosciences' performance over market.| α | 2.17 | β | -0.76 |
Ensysce Biosciences 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 Ensysce Biosciences' Buy-and-hold return. Our buy-and-hold chart shows how Ensysce Biosciences performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Ensysce Biosciences Market Price Analysis
Market price analysis indicators help investors to evaluate how Ensysce Biosciences stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Ensysce Biosciences shares will generate the highest return on investment. By understating and applying Ensysce Biosciences stock market price indicators, traders can identify Ensysce Biosciences position entry and exit signals to maximize returns.
Ensysce Biosciences Return and Market Media
The median price of Ensysce Biosciences for the period between Thu, Sep 5, 2024 and Wed, Dec 4, 2024 is 0.36 with a coefficient of variation of 42.8. The daily time series for the period is distributed with a sample standard deviation of 0.17, arithmetic mean of 0.41, and mean deviation of 0.15. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Ensysce Biosciences Submits Phase 3 Protocol to the FDA | 09/19/2024 |
2 | Ensysce Biosciences Receives Notice from Nasdaq | 09/27/2024 |
3 | Ensysce Biosciences Announces Leadership Teams Participation in the Annual Pain Therapeutics Summit | 10/08/2024 |
4 | Dow Surges Over 150 Points Alphabet Posts Upbeat Results | 10/30/2024 |
5 | ENSC Improves Position | 11/13/2024 |
6 | Acquisition by Weil A Lorne of 730110 shares of Ensysce Biosciences at 11.5 subject to Rule 16b-3 | 11/22/2024 |
7 | Disposition of 359869 shares by Silvers Daniel B. of Ensysce Biosciences subject to Rule 16b-3 | 11/29/2024 |
8 | Ensysce Biosciences Announces 1-for-15 Reverse Stock Split | 12/03/2024 |
About Ensysce Biosciences 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 Ensysce or other stocks. Alpha measures the amount that position in Ensysce Biosciences 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) | Dividend Yield | 0.56 | 0.65 | 0.62 | Price To Sales Ratio | 0.64 | 1.08 | 1.02 |
Ensysce Biosciences Upcoming Company Events
As portrayed in its financial statements, the presentation of Ensysce Biosciences' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Ensysce Biosciences' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Ensysce Biosciences' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Ensysce Biosciences. Please utilize our Beneish M Score to check the likelihood of Ensysce Biosciences' management manipulating its earnings.
| 4th of April 2024 Upcoming Quarterly Report | View | |
| 20th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 4th of April 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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Check out Ensysce Biosciences Backtesting, Ensysce Biosciences Valuation, Ensysce Biosciences Correlation, Ensysce Biosciences Hype Analysis, Ensysce Biosciences Volatility, Ensysce Biosciences History and analyze Ensysce Biosciences Performance. For information on how to trade Ensysce Stock refer to our How to Trade Ensysce Stock guide.You can also try the Portfolio Comparator module to compare the composition, asset allocations and performance of any two portfolios in your account.
Ensysce Biosciences 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.