Inmune Bio Stock Alpha and Beta Analysis
| INMB Stock | USD 5.05 0.16 3.27% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as INmune Bio. It also helps investors analyze the systematic and unsystematic risks associated with investing in INmune Bio over a specified time horizon. Remember, high INmune Bio'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 INmune Bio's market risk premium analysis include:
Beta 2.16 | Alpha (0.65) | Risk 4.3 | Sharpe Ratio (0.05) | Expected Return (0.22) |
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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.
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INmune Bio Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. INmune Bio market risk premium is the additional return an investor will receive from holding INmune Bio 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 INmune Bio. 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 INmune Bio's performance over market.| α | -0.65 | β | 2.16 |
INmune Bio 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 INmune Bio's Buy-and-hold return. Our buy-and-hold chart shows how INmune Bio performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.INmune Bio Market Price Analysis
Market price analysis indicators help investors to evaluate how INmune Bio stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading INmune Bio shares will generate the highest return on investment. By understating and applying INmune Bio stock market price indicators, traders can identify INmune Bio position entry and exit signals to maximize returns.
INmune Bio Return and Market Media
The median price of INmune Bio for the period between Sun, Sep 1, 2024 and Sat, Nov 30, 2024 is 5.33 with a coefficient of variation of 10.42. The daily time series for the period is distributed with a sample standard deviation of 0.57, arithmetic mean of 5.51, and mean deviation of 0.49. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Acquisition by Moss David J of 7690 shares of INmune Bio at 6.4 subject to Rule 16b-3 | 09/12/2024 |
2 | SEC Form 424B5 filed by INmune Bio Inc. - Quantisnow | 09/16/2024 |
3 | Acquisition by Moss David J of 18028 shares of INmune Bio at 9.152 subject to Rule 16b-3 | 09/25/2024 |
4 | INmune Bio Inc. Completes Enrollment for Phase 2 Trial in Early Alzheimers Disease | 09/30/2024 |
5 | INmune Bio Inc Q2 2024 Earnings Call Highlights Promising Advances Amid Rising Costs | 10/09/2024 |
6 | Insider Stock Buying Reaches US951.2k On INmune Bio | 10/24/2024 |
7 | Acquisition by Tesi Raymond Joseph of 130000 shares of INmune Bio subject to Rule 16b-3 | 10/29/2024 |
8 | INmune Bio Inc. Announces Third Quarter 2024 Results and Provides Business Update | 10/31/2024 |
9 | INmune Bio Inc. Announces Final Enrollment of 208 Patients in Phase 2 Trial in Early Alzheimers Disease | 11/13/2024 |
10 | Scotiabank Initiates Coverage of INmune Bio with Sector Outperform Recommendation - MSN | 11/20/2024 |
About INmune Bio 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 INmune or other stocks. Alpha measures the amount that position in INmune Bio 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) | Graham Number | 14.51 | 10.98 | 8.92 | 5.12 | Receivables Turnover | 0.0329 | 0.0442 | 0.0635 | 0.0603 |
INmune Bio Upcoming Company Events
As portrayed in its financial statements, the presentation of INmune Bio's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, INmune Bio's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of INmune Bio's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of INmune Bio. Please utilize our Beneish M Score to check the likelihood of INmune Bio's management manipulating its earnings.
| 7th of March 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
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Check out INmune Bio Backtesting, INmune Bio Valuation, INmune Bio Correlation, INmune Bio Hype Analysis, INmune Bio Volatility, INmune Bio History and analyze INmune Bio Performance. For information on how to trade INmune Stock refer to our How to Trade INmune Stock guide.You can also try the Top Crypto Exchanges module to search and analyze digital assets across top global cryptocurrency exchanges.
INmune Bio 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.