Arcus Biosciences Stock Alpha and Beta Analysis
| RCUS Stock | USD 13.38 0.37 2.84% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Arcus Biosciences. It also helps investors analyze the systematic and unsystematic risks associated with investing in Arcus Biosciences over a specified time horizon. Remember, high Arcus Biosciences' 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 Arcus Biosciences' market risk premium analysis include:
Beta 0.6 | Alpha (0.44) | Risk 3.22 | Sharpe Ratio (0.06) | Expected Return (0.20) |
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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.
Arcus |
Arcus Biosciences Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Arcus Biosciences market risk premium is the additional return an investor will receive from holding Arcus Biosciences 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 Arcus Biosciences. 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 Arcus Biosciences' performance over market.| α | -0.44 | β | 0.60 |
Arcus Biosciences 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 Arcus Biosciences' Buy-and-hold return. Our buy-and-hold chart shows how Arcus Biosciences performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Arcus Biosciences Market Price Analysis
Market price analysis indicators help investors to evaluate how Arcus Biosciences stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Arcus Biosciences shares will generate the highest return on investment. By understating and applying Arcus Biosciences stock market price indicators, traders can identify Arcus Biosciences position entry and exit signals to maximize returns.
Arcus Biosciences Return and Market Media
The median price of Arcus Biosciences for the period between Sat, Nov 2, 2024 and Fri, Jan 31, 2025 is 15.5 with a coefficient of variation of 8.36. The daily time series for the period is distributed with a sample standard deviation of 1.29, arithmetic mean of 15.45, and mean deviation of 1.04. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | This Arcus Biosciences Insider Reduced Their Stake By 27 | 10/31/2024 |
2 | Acquisition by Kathryn Falberg of 8400 shares of Arcus Biosciences subject to Rule 16b-3 | 11/08/2024 |
3 | Ikarian Capital, LLC Adjusts Stake in iBio Inc | 11/15/2024 |
4 | Disposition of 201 shares by Alexander Azoy of Arcus Biosciences at 15.32 subject to Rule 16b-3 | 12/02/2024 |
5 | Point72 Asset Management L.P. Has 37.26 Million Position in Arcus Biosciences, Inc. - MarketBeat | 12/06/2024 |
6 | Estimating The Intrinsic Value Of Arcus Biosciences, Inc. | 12/12/2024 |
7 | Disposition of 17286 shares by Juan Jaen of Arcus Biosciences at 16.08 subject to Rule 16b-3 | 12/13/2024 |
8 | Revenue and Share Price Trends for Arcus Biosciences | 12/20/2024 |
9 | Disposition of 3594 shares by Goeltz Ii Robert C. of Arcus Biosciences at 15.0 subject to Rule 16b-3 | 12/31/2024 |
10 | How the price action is used to our Advantage - Stock Traders Daily | 01/17/2025 |
11 | Acquisition by Juan Jaen of 200000 shares of Arcus Biosciences at 13.33 subject to Rule 16b-3 | 01/23/2025 |
12 | Arcus Biosciences Grants Stock Options and RSUs to New Key Employees - StockTitan | 01/24/2025 |
13 | Arcus Biosciences Hits New 12-Month Low - Time to Sell - MarketBeat | 01/30/2025 |
About Arcus Biosciences 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 Arcus or other stocks. Alpha measures the amount that position in Arcus Biosciences 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.
| 2022 | 2023 | 2024 | 2025 (projected) | Days Sales Outstanding | 140.13 | 131.03 | 117.92 | 114.59 | PTB Ratio | 2.27 | 3.06 | 3.52 | 3.39 |
Arcus Biosciences Upcoming Company Events
As portrayed in its financial statements, the presentation of Arcus Biosciences' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Arcus Biosciences' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Arcus Biosciences' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Arcus Biosciences. Please utilize our Beneish M Score to check the likelihood of Arcus Biosciences' management manipulating its earnings.
| 27th of February 2024 Upcoming Quarterly Report | View | |
| 14th 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 Arcus Stock Analysis
When running Arcus Biosciences' price analysis, check to measure Arcus Biosciences' 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 Arcus Biosciences is operating at the current time. Most of Arcus Biosciences' value examination focuses on studying past and present price action to predict the probability of Arcus Biosciences' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Arcus Biosciences' price. Additionally, you may evaluate how the addition of Arcus Biosciences to your portfolios can decrease your overall portfolio volatility.