Casi Pharmaceuticals Stock Alpha and Beta Analysis
| CASI Stock | USD 1.29 0.01 0.77% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as CASI Pharmaceuticals. It also helps investors analyze the systematic and unsystematic risks associated with investing in CASI Pharmaceuticals over a specified time horizon. Remember, high CASI Pharmaceuticals' 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 CASI Pharmaceuticals' market risk premium analysis include:
Beta 2.25 | Alpha (0.67) | Risk 6.16 | Sharpe Ratio (0.07) | Expected Return (0.43) |
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 CASI Pharmaceuticals Backtesting, CASI Pharmaceuticals Valuation, CASI Pharmaceuticals Correlation, CASI Pharmaceuticals Hype Analysis, CASI Pharmaceuticals Volatility, CASI Pharmaceuticals History and analyze CASI Pharmaceuticals Performance. CASI Pharmaceuticals Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. CASI Pharmaceuticals market risk premium is the additional return an investor will receive from holding CASI Pharmaceuticals 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 CASI Pharmaceuticals. 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 CASI Pharmaceuticals' performance over market.| α | -0.67 | β | 2.25 |
CASI Pharmaceuticals 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 CASI Pharmaceuticals' Buy-and-hold return. Our buy-and-hold chart shows how CASI Pharmaceuticals performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.CASI Pharmaceuticals Market Price Analysis
Market price analysis indicators help investors to evaluate how CASI Pharmaceuticals stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading CASI Pharmaceuticals shares will generate the highest return on investment. By understating and applying CASI Pharmaceuticals stock market price indicators, traders can identify CASI Pharmaceuticals position entry and exit signals to maximize returns.
CASI Pharmaceuticals Return and Market Media
The median price of CASI Pharmaceuticals for the period between Sun, May 4, 2025 and Sat, Aug 2, 2025 is 1.52 with a coefficient of variation of 17.21. The daily time series for the period is distributed with a sample standard deviation of 0.27, arithmetic mean of 1.59, and mean deviation of 0.26. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About CASI Pharmaceuticals 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 CASI or other stocks. Alpha measures the amount that position in CASI Pharmaceuticals 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.
CASI Pharmaceuticals Upcoming Company Events
As portrayed in its financial statements, the presentation of CASI Pharmaceuticals' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, CASI Pharmaceuticals' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of CASI Pharmaceuticals' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of CASI Pharmaceuticals. Please utilize our Beneish M Score to check the likelihood of CASI Pharmaceuticals' management manipulating its earnings.
| 24th of April 2024 Upcoming Quarterly Report | View | |
| 15th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 24th 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 CASI Pharmaceuticals Backtesting, CASI Pharmaceuticals Valuation, CASI Pharmaceuticals Correlation, CASI Pharmaceuticals Hype Analysis, CASI Pharmaceuticals Volatility, CASI Pharmaceuticals History and analyze CASI Pharmaceuticals Performance. For more detail on how to invest in CASI Stock please use our How to Invest in CASI Pharmaceuticals guide.You can also try the Portfolio Manager module to state of the art Portfolio Manager to monitor and improve performance of your invested capital.
CASI Pharmaceuticals 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.