Merus Bv Stock Alpha and Beta Analysis
| MRUS Stock | USD 90.00 6.86 7.08% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Merus BV. It also helps investors analyze the systematic and unsystematic risks associated with investing in Merus BV over a specified time horizon. Remember, high Merus BV'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 Merus BV's market risk premium analysis include:
Beta 0.0615 | Alpha (0.11) | Risk 0.99 | Sharpe Ratio (0.09) | Expected Return (0.09) |
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 Correlation Analysis to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in private. Merus BV Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Merus BV market risk premium is the additional return an investor will receive from holding Merus BV 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 Merus BV. 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 Merus BV's performance over market.| α | -0.11 | β | 0.06 |
Merus BV Fundamentals Vs Peers
Comparing Merus BV's fundamentals to the average values of its peers is one of the most widely used and accepted methods of equity analyses. It helps to analyze Merus BV's direct or indirect competition across all of the common fundamentals between Merus BV and the related equities. This way, we can detect undervalued stocks with similar characteristics as Merus BV or determine the stocks which would be an excellent addition to an existing portfolio. Peer analysis of Merus BV's fundamental indicators could also be used in its relative valuation, which is a method of valuing Merus BV by comparing valuation metrics with those of similar companies.
| Better Than Average | Worse Than Average | Compare Merus BV to competition |
| Fundamentals | Merus BV | Peer Average |
| Return On Equity | -0.52 | -0.31 |
| Return On Asset | -0.27 | -0.14 |
| Operating Margin | (7.94) % | (5.51) % |
| Current Valuation | 6.2 B | 16.62 B |
| Shares Outstanding | 75.85 M | 571.82 M |
| Shares Owned By Insiders | 97.04 % | 10.09 % |
| Shares Owned By Institutions | 92.80 % | 39.21 % |
Merus BV Opportunities
Merus BV Return and Market Media
The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
| Timeline |
About Merus BV 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 Merus or other stocks. Alpha measures the amount that position in Merus BV 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.
Merus BV Upcoming Company Events
As portrayed in its financial statements, the presentation of Merus BV's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Merus BV's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Merus BV's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Merus BV. Please utilize our Beneish M Score to check the likelihood of Merus BV's management manipulating its earnings.
| 27th of February 2024 Upcoming Quarterly Report | View | |
| 2nd of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 27th of February 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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Additional Tools for Merus Stock Analysis
When running Merus BV's price analysis, check to measure Merus BV's 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 Merus BV is operating at the current time. Most of Merus BV's value examination focuses on studying past and present price action to predict the probability of Merus BV's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Merus BV's price. Additionally, you may evaluate how the addition of Merus BV to your portfolios can decrease your overall portfolio volatility.