Replimune Group Stock Alpha and Beta Analysis
| REPL Stock | USD 14.05 0.33 2.29% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Replimune Group. It also helps investors analyze the systematic and unsystematic risks associated with investing in Replimune over a specified time horizon. Remember, high Replimune'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 Replimune's market risk premium analysis include:
Beta 1.78 | Alpha 0.45 | Risk 5.73 | Sharpe Ratio 0.11 | Expected Return 0.64 |
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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.
Replimune |
Replimune Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Replimune market risk premium is the additional return an investor will receive from holding Replimune 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 Replimune. 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 Replimune's performance over market.| α | 0.45 | β | 1.78 |
Replimune 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 Replimune's Buy-and-hold return. Our buy-and-hold chart shows how Replimune performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Replimune Market Price Analysis
Market price analysis indicators help investors to evaluate how Replimune stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Replimune shares will generate the highest return on investment. By understating and applying Replimune stock market price indicators, traders can identify Replimune position entry and exit signals to maximize returns.
Replimune Return and Market Media
The median price of Replimune for the period between Sat, Aug 31, 2024 and Fri, Nov 29, 2024 is 11.33 with a coefficient of variation of 8.33. The daily time series for the period is distributed with a sample standard deviation of 0.96, arithmetic mean of 11.47, and mean deviation of 0.71. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 5255 shares by Christopher Sarchi of Replimune at 10.92 subject to Rule 16b-3 | 09/20/2024 |
2 | Acquisition by Christopher Sarchi of 66675 shares of Replimune at 7.73 subject to Rule 16b-3 | 10/04/2024 |
3 | Replimune Announces Inducement Grants Under NasdaqListing Rule 5635 | 10/09/2024 |
4 | Acquisition by Jean Franchi of 67500 shares of Replimune at 17.66 subject to Rule 16b-3 | 11/01/2024 |
5 | Replimune Announces Inducement Grants Under Nasdaq Listing Rule 5635 | 11/08/2024 |
6 | Replimune Reports Fiscal Second Quarter 2025 Financial Results and Provides Corporate Update | 11/12/2024 |
7 | Disposition of 5207 shares by Christopher Sarchi of Replimune at 10.78 subject to Rule 16b-3 | 11/18/2024 |
8 | Replimunes chief commercial officer sells 56,131 in stock | 11/21/2024 |
9 | Replimune stock target lifted, outperform on BLA submission | 11/22/2024 |
10 | Replimune Announces Proposed Public Offering | 11/25/2024 |
11 | Replimune Announces Pricing of Upsized Public Offering | 11/26/2024 |
About Replimune 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 Replimune or other stocks. Alpha measures the amount that position in Replimune Group 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.
Replimune Upcoming Company Events
As portrayed in its financial statements, the presentation of Replimune's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Replimune's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Replimune's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Replimune. Please utilize our Beneish M Score to check the likelihood of Replimune's management manipulating its earnings.
| 8th of February 2024 Upcoming Quarterly Report | View | |
| 16th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 16th of May 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of March 2023 Last Financial Announcement | View |
Build Portfolio with Replimune
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Check out Replimune Backtesting, Replimune Valuation, Replimune Correlation, Replimune Hype Analysis, Replimune Volatility, Replimune History and analyze Replimune Performance. You can also try the Crypto Correlations module to use cryptocurrency correlation module to diversify your cryptocurrency portfolio across multiple coins.
Replimune 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.