Genmab A/S (Germany) Alpha and Beta Analysis
| GE9 Stock | EUR 274.90 0.50 0.18% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Genmab AS. It also helps investors analyze the systematic and unsystematic risks associated with investing in Genmab A/S over a specified time horizon. Remember, high Genmab A/S's 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 Genmab A/S's market risk premium analysis include:
Beta 0.0912 | Alpha 0.12 | Risk 2.1 | Sharpe Ratio 0.1 | 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.
Genmab |
Genmab A/S Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Genmab A/S market risk premium is the additional return an investor will receive from holding Genmab A/S 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 Genmab A/S. 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 Genmab A/S's performance over market.| α | 0.12 | β | 0.09 |
Genmab A/S 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 Genmab A/S's Buy-and-hold return. Our buy-and-hold chart shows how Genmab A/S performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Genmab A/S Market Price Analysis
Market price analysis indicators help investors to evaluate how Genmab A/S stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Genmab A/S shares will generate the highest return on investment. By understating and applying Genmab A/S stock market price indicators, traders can identify Genmab A/S position entry and exit signals to maximize returns.
Genmab A/S Return and Market Media
The median price of Genmab A/S for the period between Tue, Nov 4, 2025 and Mon, Feb 2, 2026 is 268.8 with a coefficient of variation of 5.01. The daily time series for the period is distributed with a sample standard deviation of 13.45, arithmetic mean of 268.6, and mean deviation of 10.5. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Can Genmab A S Depositary Receipt stock withstand economic slowdown - July 2025 Analyst Calls Daily Stock Trend Watchlist - newser.com | 11/12/2025 |
2 | Genmab Valuation in Focus After Recent Share Price Pullback - Yahoo Finance | 11/18/2025 |
3 | Genmab to Participate in a Fireside Chat at the Citi Global Healthcare Conference in Miami - Yahoo Finance UK | 11/24/2025 |
4 | Merus Acquired by Genmab, Leadership Changes Announced - TipRanks | 12/12/2025 |
5 | Genmab Drops Acasunlimab to Refocus Investment on Late-Stage Cancer Pipeline - TipRanks | 12/29/2025 |
6 | Genmab Valuation Check As Anthropic AI Alliance Supports Late Stage Pipeline Progress - simplywall.st | 01/15/2026 |
7 | Genmab s Future Potential Underappreciated by Market - Yahoo Finance UK | 01/21/2026 |
8 | GENMAB AS Stands Out as a Peter Lynch-Style GARP Investment - Chartmill | 01/29/2026 |
About Genmab A/S 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 Genmab or other stocks. Alpha measures the amount that position in Genmab A/S 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 | 2025 | 2026 (projected) | Days Sales Outstanding | 109.61 | 113.45 | 130.47 | 231.29 | PTB Ratio | 4.45 | 2.63 | 2.37 | 2.25 |
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Genmab A/S in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Genmab A/S's short interest history, or implied volatility extrapolated from Genmab A/S options trading.
Build Portfolio with Genmab A/S
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Check out Genmab A/S Analysis, Genmab A/S Valuation, Genmab A/S Correlation, Genmab A/S Hype Analysis, Genmab A/S Volatility, Genmab A/S Price History and analyze Genmab A/S Performance. You can also try the Positions Ratings module to determine portfolio positions ratings based on digital equity recommendations. Macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance.
Genmab A/S 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.