Immatics Biotechnologies Gmbh Stock Alpha and Beta Analysis
| IMTXW Stock | USD 0.40 0.06 13.04% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as immatics biotechnologies GmbH. It also helps investors analyze the systematic and unsystematic risks associated with investing in Immatics Biotechnologies over a specified time horizon. Remember, high Immatics Biotechnologies' 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 Immatics Biotechnologies' market risk premium analysis include:
Beta 2.12 | Alpha (2.14) | Risk 10.79 | Sharpe Ratio (0.22) | Expected Return (2.37) |
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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.
Immatics |
Immatics Biotechnologies Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Immatics Biotechnologies market risk premium is the additional return an investor will receive from holding Immatics Biotechnologies 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 Immatics Biotechnologies. 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 Immatics Biotechnologies' performance over market.| α | -2.14 | β | 2.12 |
Immatics Biotechnologies 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 Immatics Biotechnologies' Buy-and-hold return. Our buy-and-hold chart shows how Immatics Biotechnologies performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Immatics Biotechnologies Market Price Analysis
Market price analysis indicators help investors to evaluate how Immatics Biotechnologies stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Immatics Biotechnologies shares will generate the highest return on investment. By understating and applying Immatics Biotechnologies stock market price indicators, traders can identify Immatics Biotechnologies position entry and exit signals to maximize returns.
Immatics Biotechnologies Return and Market Media
The median price of Immatics Biotechnologies for the period between Sun, Aug 25, 2024 and Sat, Nov 23, 2024 is 1.96 with a coefficient of variation of 50.92. The daily time series for the period is distributed with a sample standard deviation of 0.87, arithmetic mean of 1.72, and mean deviation of 0.79. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Immatics Price Target Cut to 15.00 by Analysts at Bank of America - MarketBeat | 11/19/2024 |
About Immatics Biotechnologies 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 Immatics or other stocks. Alpha measures the amount that position in Immatics Biotechnologies 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 (projected) | Payables Turnover | 29.1 | 26.53 | Days Of Inventory On Hand | 4.0E-6 | 3.0E-6 |
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 Immatics Biotechnologies 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, Immatics Biotechnologies' short interest history, or implied volatility extrapolated from Immatics Biotechnologies options trading.
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Additional Tools for Immatics Stock Analysis
When running Immatics Biotechnologies' price analysis, check to measure Immatics Biotechnologies' 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 Immatics Biotechnologies is operating at the current time. Most of Immatics Biotechnologies' value examination focuses on studying past and present price action to predict the probability of Immatics Biotechnologies' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Immatics Biotechnologies' price. Additionally, you may evaluate how the addition of Immatics Biotechnologies to your portfolios can decrease your overall portfolio volatility.