Immucell Stock Alpha and Beta Analysis
| ICCC Stock | USD 3.69 0.03 0.82% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as ImmuCell. It also helps investors analyze the systematic and unsystematic risks associated with investing in ImmuCell over a specified time horizon. Remember, high ImmuCell'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 ImmuCell's market risk premium analysis include:
Beta (0.66) | Alpha 0.14 | Risk 2.7 | Sharpe Ratio 0.0193 | Expected Return 0.0522 |
Enterprise Value |
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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.
ImmuCell |
ImmuCell Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. ImmuCell market risk premium is the additional return an investor will receive from holding ImmuCell 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 ImmuCell. 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 ImmuCell's performance over market.| α | 0.14 | β | -0.66 |
ImmuCell 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 ImmuCell's Buy-and-hold return. Our buy-and-hold chart shows how ImmuCell performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.ImmuCell Market Price Analysis
Market price analysis indicators help investors to evaluate how ImmuCell stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading ImmuCell shares will generate the highest return on investment. By understating and applying ImmuCell stock market price indicators, traders can identify ImmuCell position entry and exit signals to maximize returns.
ImmuCell Return and Market Media
The median price of ImmuCell for the period between Sun, Aug 25, 2024 and Sat, Nov 23, 2024 is 3.63 with a coefficient of variation of 3.02. The daily time series for the period is distributed with a sample standard deviation of 0.11, arithmetic mean of 3.65, and mean deviation of 0.08. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Acquisition by Basse Gloria F of 15000 shares of ImmuCell at 4.81 subject to Rule 16b-3 | 09/13/2024 |
2 | Acquisition by Rosgen Steven T. of 10000 shares of ImmuCell at 3.6 subject to Rule 16b-3 | 09/20/2024 |
3 | Acquisition by Bobbi Brockmann of 4742 shares of ImmuCell at 3.15 subject to Rule 16b-3 | 10/04/2024 |
4 | ImmuCell Co. Short Interest Update | 10/15/2024 |
5 | Acquisition by Tomsche David Scott of 200 shares of ImmuCell at 8.35 subject to Rule 16b-3 | 10/18/2024 |
6 | Acquisition by Tomsche David Scott of 606 shares of ImmuCell at 7.75 subject to Rule 16b-3 | 10/28/2024 |
7 | ImmuCell to Announce Unaudited Financial Results forthe Quarter Ended September 30, 2024 | 11/07/2024 |
8 | ImmuCell GAAP EPS of -0.09, revenue of 6.01M | 11/13/2024 |
9 | ImmuCell Corporation Q3 2024 Earnings Call Transcript | 11/15/2024 |
10 | ImmuCell Q3 Earnings Decline YY, Sales Grow Amid Margin Challenges - MSN | 11/20/2024 |
About ImmuCell 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 ImmuCell or other stocks. Alpha measures the amount that position in ImmuCell 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 | 51.61 | 35.4 | 45.65 | 32.15 | PTB Ratio | 1.86 | 1.56 | 1.57 | 1.79 |
ImmuCell Upcoming Company Events
As portrayed in its financial statements, the presentation of ImmuCell's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, ImmuCell's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of ImmuCell's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of ImmuCell. Please utilize our Beneish M Score to check the likelihood of ImmuCell's management manipulating its earnings.
| 20th of February 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
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Check out ImmuCell Backtesting, ImmuCell Valuation, ImmuCell Correlation, ImmuCell Hype Analysis, ImmuCell Volatility, ImmuCell History and analyze ImmuCell Performance. For information on how to trade ImmuCell Stock refer to our How to Trade ImmuCell Stock guide.You can also try the Portfolio Comparator module to compare the composition, asset allocations and performance of any two portfolios in your account.
ImmuCell 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.