Fibrogen Stock Alpha and Beta Analysis
| FGEN Stock | USD 0.42 0.03 7.69% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as FibroGen. It also helps investors analyze the systematic and unsystematic risks associated with investing in FibroGen over a specified time horizon. Remember, high FibroGen'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 FibroGen's market risk premium analysis include:
Beta 1.77 | Alpha 0.16 | Risk 6.43 | Sharpe Ratio 0.0899 | Expected Return 0.58 |
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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.
FibroGen |
FibroGen Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. FibroGen market risk premium is the additional return an investor will receive from holding FibroGen 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 FibroGen. 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 FibroGen's performance over market.| α | 0.16 | β | 1.77 |
FibroGen 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 FibroGen's Buy-and-hold return. Our buy-and-hold chart shows how FibroGen performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.FibroGen Market Price Analysis
Market price analysis indicators help investors to evaluate how FibroGen stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading FibroGen shares will generate the highest return on investment. By understating and applying FibroGen stock market price indicators, traders can identify FibroGen position entry and exit signals to maximize returns.
FibroGen Return and Market Media
The median price of FibroGen for the period between Tue, Sep 3, 2024 and Mon, Dec 2, 2024 is 0.37 with a coefficient of variation of 11.01. The daily time series for the period is distributed with a sample standard deviation of 0.04, arithmetic mean of 0.37, and mean deviation of 0.03. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | FibroGen CFO, CMO to leave company by years end | 09/06/2024 |
2 | Short Interest in FibroGen, Inc. Decreases By 7.1 | 09/18/2024 |
3 | FibroGens US6.2m Market Cap Fall Books Insider Losses | 10/11/2024 |
4 | Acquisition by Edwards Jeffrey L of 8289 shares of FibroGen subject to Rule 16b-3 | 10/18/2024 |
5 | Disc Medicine Appoints Seasoned Industry Executive Rahul Kaushik, Ph.D. as Chief Technical Officer | 10/23/2024 |
6 | FibroGen to Report Third Quarter 2024 Financial Results | 11/04/2024 |
7 | FibroGen GAAP EPS of -0.17 beats by 0.06, revenue of 46.3M beats by 11.54M | 11/12/2024 |
8 | Earnings call FibroGen reports strong Q3 sales, advances in oncology pipeline | 11/13/2024 |
9 | FibroGen Third Quarter 2024 Earnings Beats Expectations | 11/15/2024 |
10 | Bluejay Therapeutics Announces Expansion of Leadership Team andBoard of Directors | 11/21/2024 |
About FibroGen 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 FibroGen or other stocks. Alpha measures the amount that position in FibroGen 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.
| 2023 | 2024 (projected) | Dividend Yield | 0.0235 | 0.0209 | Price To Sales Ratio | 0.58 | 0.55 |
FibroGen Upcoming Company Events
As portrayed in its financial statements, the presentation of FibroGen's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, FibroGen's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of FibroGen's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of FibroGen. Please utilize our Beneish M Score to check the likelihood of FibroGen's management manipulating its earnings.
| 26th of February 2024 Upcoming Quarterly Report | View | |
| 13th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 26th 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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Check out FibroGen Backtesting, FibroGen Valuation, FibroGen Correlation, FibroGen Hype Analysis, FibroGen Volatility, FibroGen History and analyze FibroGen Performance. To learn how to invest in FibroGen Stock, please use our How to Invest in FibroGen guide.You can also try the Bonds Directory module to find actively traded corporate debentures issued by US companies.
FibroGen 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.