Invivyd Stock Alpha and Beta Analysis
| IVVD Stock | USD 0.70 0.07 9.09% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Invivyd. It also helps investors analyze the systematic and unsystematic risks associated with investing in Invivyd over a specified time horizon. Remember, high Invivyd'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 Invivyd's market risk premium analysis include:
Beta 3.84 | Alpha (0.50) | Risk 7.05 | Sharpe Ratio (0.1) | Expected Return (0.68) |
Enterprise Value |
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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.
Invivyd |
Invivyd Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Invivyd market risk premium is the additional return an investor will receive from holding Invivyd 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 Invivyd. 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 Invivyd's performance over market.| α | -0.5 | β | 3.84 |
Invivyd 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 Invivyd's Buy-and-hold return. Our buy-and-hold chart shows how Invivyd performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Invivyd Market Price Analysis
Market price analysis indicators help investors to evaluate how Invivyd stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Invivyd shares will generate the highest return on investment. By understating and applying Invivyd stock market price indicators, traders can identify Invivyd position entry and exit signals to maximize returns.
Invivyd Return and Market Media
The median price of Invivyd for the period between Sun, Aug 25, 2024 and Sat, Nov 23, 2024 is 0.96 with a coefficient of variation of 13.11. The daily time series for the period is distributed with a sample standard deviation of 0.13, arithmetic mean of 0.96, and mean deviation of 0.1. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | When Will Invivyd, Inc. Breakeven | 09/12/2024 |
2 | Duquesne Family Office LLC Takes 629,000 Position in Invivyd, Inc. - MarketBeat | 09/26/2024 |
3 | Invivyd to Present PEMGARDA Data at Infectious Disease Week 2024 | 10/16/2024 |
4 | Invivyd Phase 3 Long-Term Exploratory Clinical Efficacy Data Shows PEMGARDA Provided Substantial Protection from Symptomatic COVID-19 Versus Placebo Over Six Mo... | 10/29/2024 |
5 | Invivyd to Host Third Quarter 2024 Financial Results and Corporate Update Conference Call on November 14, 2024 | 11/06/2024 |
6 | Invivyd Inc Q3 2024 Earnings Report Preview What to Expect | 11/13/2024 |
7 | Invivyd Reports Third Quarter 2024 Financial Results and Recent Business Highlights | 11/14/2024 |
8 | Invivyd Inc Q3 2024 Earnings Call Highlights Strong Revenue and Strategic Growth Amidst ... | 11/15/2024 |
9 | Invivyd Price Target Cut to 3.55 by Analysts at Morgan Stanley | 11/22/2024 |
About Invivyd 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 Invivyd or other stocks. Alpha measures the amount that position in Invivyd 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) | Current Ratio | 9.94 | 15.06 | 4.47 | 4.25 | Net Debt To EBITDA | 2.39 | 0.36 | 1.01 | 1.52 |
Invivyd Upcoming Company Events
As portrayed in its financial statements, the presentation of Invivyd's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Invivyd's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Invivyd's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Invivyd. Please utilize our Beneish M Score to check the likelihood of Invivyd's management manipulating its earnings.
| 28th of March 2024 Upcoming Quarterly Report | View | |
| 9th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 28th of March 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with Invivyd
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 Invivyd Backtesting, Invivyd Valuation, Invivyd Correlation, Invivyd Hype Analysis, Invivyd Volatility, Invivyd History and analyze Invivyd Performance. For information on how to trade Invivyd Stock refer to our How to Trade Invivyd Stock guide.You can also try the USA ETFs module to find actively traded Exchange Traded Funds (ETF) in USA.
Invivyd 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.