Genmab As Stock Alpha and Beta Analysis
| GMAB Stock | USD 21.16 0.51 2.47% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Genmab AS. It also helps investors analyze the systematic and unsystematic risks associated with investing in Genmab AS over a specified time horizon. Remember, high Genmab AS'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 Genmab AS's market risk premium analysis include:
Beta 0.25 | Alpha (0.45) | Risk 1.51 | Sharpe Ratio (0.27) | Expected Return (0.41) |
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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.
Genmab |
Genmab AS Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Genmab AS market risk premium is the additional return an investor will receive from holding Genmab AS 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 Genmab AS. 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 Genmab AS's performance over market.| α | -0.45 | β | 0.25 |
Genmab AS 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 Genmab AS's Buy-and-hold return. Our buy-and-hold chart shows how Genmab AS performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Genmab AS Market Price Analysis
Market price analysis indicators help investors to evaluate how Genmab AS stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Genmab AS shares will generate the highest return on investment. By understating and applying Genmab AS stock market price indicators, traders can identify Genmab AS position entry and exit signals to maximize returns.
Genmab AS Return and Market Media
The median price of Genmab AS for the period between Fri, Aug 30, 2024 and Thu, Nov 28, 2024 is 23.43 with a coefficient of variation of 9.4. The daily time series for the period is distributed with a sample standard deviation of 2.25, arithmetic mean of 23.9, and mean deviation of 1.8. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Down -14.68 percent in 4 Weeks, Heres Why Genmab Looks Ripe for a Turnaround | 10/08/2024 |
2 | Genmab AS Leading Innovation in Antibody Therapeutics | 10/17/2024 |
3 | Genmab to Showcase Strength and Breadth of Comprehensive Epcoritamab-bysp Development Program at 2024 American Society of Hematology Annual Meeting | 11/05/2024 |
4 | Genmab Announces Financial Results for the First Nine Months of 2024 | 11/06/2024 |
5 | Genmab AS Receives Consensus Rating of Moderate Buy from Brokerages | 11/07/2024 |
6 | Genmab AS Releases Quarterly Earnings Results, Misses Expectations By 0.03 EPS | 11/08/2024 |
7 | BMO Capital Markets Reiterates Outperform Rating for Genmab AS | 11/12/2024 |
8 | GENMAB ASS Shares Up 0.4 percent Still a Buy | 11/19/2024 |
9 | Genmab issues stock units and warrants to employees | 11/21/2024 |
10 | Why Is Genmab AS Among the Worst Performing Healthcare Stocks in 2024 | 11/27/2024 |
About Genmab AS 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 Genmab or other stocks. Alpha measures the amount that position in Genmab AS 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.
| 2021 | 2022 | 2023 | 2024 (projected) | Days Sales Outstanding | 146.22 | 142.85 | 109.61 | 104.13 | PTB Ratio | 7.75 | 7.01 | 4.45 | 5.55 |
Genmab AS Upcoming Company Events
As portrayed in its financial statements, the presentation of Genmab AS's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Genmab AS's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Genmab AS's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Genmab AS. Please utilize our Beneish M Score to check the likelihood of Genmab AS's management manipulating its earnings.
| 14th of February 2024 Upcoming Quarterly Report | View | |
| 8th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 14th of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with Genmab AS
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Check out Genmab AS Backtesting, Genmab AS Valuation, Genmab AS Correlation, Genmab AS Hype Analysis, Genmab AS Volatility, Genmab AS History and analyze Genmab AS Performance. For information on how to trade Genmab Stock refer to our How to Trade Genmab Stock guide.You can also try the Insider Screener module to find insiders across different sectors to evaluate their impact on performance.
Genmab AS 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.