BioNTech (UK) Alpha and Beta Analysis
| 0A3M Stock | USD 119.15 0.66 0.56% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as BioNTech SE. It also helps investors analyze the systematic and unsystematic risks associated with investing in BioNTech over a specified time horizon. Remember, high BioNTech'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 BioNTech's market risk premium analysis include:
Beta 0.79 | Alpha 0.44 | Risk 3.93 | Sharpe Ratio 0.13 | Expected Return 0.53 |
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.
BioNTech |
BioNTech Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. BioNTech market risk premium is the additional return an investor will receive from holding BioNTech 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 BioNTech. 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 BioNTech's performance over market.| α | 0.44 | β | 0.79 |
BioNTech 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 BioNTech's Buy-and-hold return. Our buy-and-hold chart shows how BioNTech performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.BioNTech Market Price Analysis
Market price analysis indicators help investors to evaluate how BioNTech stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading BioNTech shares will generate the highest return on investment. By understating and applying BioNTech stock market price indicators, traders can identify BioNTech position entry and exit signals to maximize returns.
BioNTech Return and Market Media
The median price of BioNTech for the period between Thu, Aug 29, 2024 and Wed, Nov 27, 2024 is 112.09 with a coefficient of variation of 9.64. The daily time series for the period is distributed with a sample standard deviation of 10.57, arithmetic mean of 109.74, and mean deviation of 8.28. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Tempus Announces Real World Data Collaboration with BioNTech - StockTitan | 09/04/2024 |
2 | PFE BNTX Get Positive CHMP Opinion for Updated COVID-19 Jab - Zacks Investment Research | 09/23/2024 |
3 | BioNTech SE ADR falls Monday, still outperforms market - MarketWatch | 10/07/2024 |
4 | BioNTechs SWOT analysis oncology pipeline fuels stocks potential amid market volatility - Investing.com | 11/21/2024 |
About BioNTech 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 BioNTech or other stocks. Alpha measures the amount that position in BioNTech SE 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.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards BioNTech in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, BioNTech's short interest history, or implied volatility extrapolated from BioNTech options trading.
Build Portfolio with BioNTech
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 BioNTech Backtesting, BioNTech Valuation, BioNTech Correlation, BioNTech Hype Analysis, BioNTech Volatility, BioNTech History and analyze BioNTech Performance. You can also try the Economic Indicators module to top statistical indicators that provide insights into how an economy is performing.
BioNTech 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.