Lipocine Stock Alpha and Beta Analysis
| LPCN Stock | USD 5.00 0.29 6.16% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Lipocine. It also helps investors analyze the systematic and unsystematic risks associated with investing in Lipocine over a specified time horizon. Remember, high Lipocine'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 Lipocine's market risk premium analysis include:
Beta 0.0443 | Alpha 0.48 | Risk 4.59 | Sharpe Ratio 0.13 | Expected Return 0.59 |
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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.
Lipocine |
Lipocine Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Lipocine market risk premium is the additional return an investor will receive from holding Lipocine 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 Lipocine. 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 Lipocine's performance over market.| α | 0.48 | β | 0.04 |
Lipocine 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 Lipocine's Buy-and-hold return. Our buy-and-hold chart shows how Lipocine performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Lipocine Market Price Analysis
Market price analysis indicators help investors to evaluate how Lipocine stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Lipocine shares will generate the highest return on investment. By understating and applying Lipocine stock market price indicators, traders can identify Lipocine position entry and exit signals to maximize returns.
Lipocine Return and Market Media
The median price of Lipocine for the period between Fri, Aug 23, 2024 and Thu, Nov 21, 2024 is 4.77 with a coefficient of variation of 15.48. The daily time series for the period is distributed with a sample standard deviation of 0.73, arithmetic mean of 4.74, and mean deviation of 0.6. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Lipocine Research Coverage Started at Alliance Global Partners | 09/27/2024 |
2 | Lipocine Announces Positive Oral Brexanolone Quantitative EEG Results | 10/10/2024 |
3 | Acquisition by Mahesh Patel of 21928 shares of Lipocine at 0.428 subject to Rule 16b-3 | 10/11/2024 |
4 | Acquisition by Jene Jill M. of 10000 shares of Lipocine at 1.16 subject to Rule 16b-3 | 10/23/2024 |
5 | Lipocine inks deal to bring TLANDO to South Korea - Investing.com | 10/31/2024 |
6 | Lipocine GAAP EPS of -0.44 | 11/07/2024 |
7 | Lipocine Announces Publication and Discussion of LPCN 1148 Manuscript at The Liver Meeting 2024 Editors Cut Session | 11/18/2024 |
About Lipocine 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 Lipocine or other stocks. Alpha measures the amount that position in Lipocine 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.
Lipocine Upcoming Company Events
As portrayed in its financial statements, the presentation of Lipocine's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Lipocine's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Lipocine's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Lipocine. Please utilize our Beneish M Score to check the likelihood of Lipocine's management manipulating its earnings.
| 8th of March 2024 Upcoming Quarterly Report | View | |
| 9th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 8th of March 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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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 Lipocine Backtesting, Lipocine Valuation, Lipocine Correlation, Lipocine Hype Analysis, Lipocine Volatility, Lipocine History and analyze Lipocine Performance. To learn how to invest in Lipocine Stock, please use our How to Invest in Lipocine guide.You can also try the Pattern Recognition module to use different Pattern Recognition models to time the market across multiple global exchanges.
Lipocine 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.