Moderna Stock Alpha and Beta Analysis
| MRNA Stock | USD 38.25 1.31 3.55% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Moderna. It also helps investors analyze the systematic and unsystematic risks associated with investing in Moderna over a specified time horizon. Remember, high Moderna'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 Moderna's market risk premium analysis include:
Beta 0.36 | Alpha (1.28) | Risk 3.26 | Sharpe Ratio (0.35) | Expected Return (1.14) |
Enterprise Value |
|
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.
Moderna |
Moderna Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Moderna market risk premium is the additional return an investor will receive from holding Moderna 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 Moderna. 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 Moderna's performance over market.| α | -1.28 | β | 0.36 |
Moderna 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 Moderna's Buy-and-hold return. Our buy-and-hold chart shows how Moderna performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Moderna Market Price Analysis
Market price analysis indicators help investors to evaluate how Moderna stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Moderna shares will generate the highest return on investment. By understating and applying Moderna stock market price indicators, traders can identify Moderna position entry and exit signals to maximize returns.
Moderna Return and Market Media
The median price of Moderna for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 60.2 with a coefficient of variation of 20.77. The daily time series for the period is distributed with a sample standard deviation of 12.79, arithmetic mean of 61.59, and mean deviation of 10.52. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Merck and Moderna Initiate Phase 3 Trial Evaluating Adjuvant V940 in Combination with KEYTRUDA After Neoadjuvant KEYTRUDA and Chemotherapy in Patients With Cert... | 10/28/2024 |
2 | Moderna Q3 Earnings on the Horizon Analysts Insights on Key Performance Measures | 11/04/2024 |
3 | Moderna Stock Rises on Surprise Q3 Profit | 11/07/2024 |
4 | Glorious Sunset At The Marina Photo Of The Day | 11/11/2024 |
5 | Morrison governments 2 billion vaccine deal blasted | 11/12/2024 |
6 | Could vaccine for winter vomiting bug be near | 11/14/2024 |
7 | What RFK Jr could do on US vaccines, fluoride and drugs | 11/15/2024 |
8 | Healthcare VC firm Initiate has a new 45M and has already founded five startups internally | 11/18/2024 |
9 | U.S. stocks mixed at close of trade Dow Jones Industrial Average down 0.28 | 11/19/2024 |
About Moderna 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 Moderna or other stocks. Alpha measures the amount that position in Moderna 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 | 1.91E-4 | 1.21E-4 | Price To Sales Ratio | 5.55 | 5.27 |
Moderna Upcoming Company Events
As portrayed in its financial statements, the presentation of Moderna's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Moderna's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Moderna's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Moderna. Please utilize our Beneish M Score to check the likelihood of Moderna's management manipulating its earnings.
| 22nd of February 2024 Upcoming Quarterly Report | View | |
| 2nd of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 22nd 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 Moderna
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 Moderna Backtesting, Moderna Valuation, Moderna Correlation, Moderna Hype Analysis, Moderna Volatility, Moderna History and analyze Moderna Performance. For information on how to trade Moderna Stock refer to our How to Trade Moderna Stock guide.You can also try the ETF Categories module to list of ETF categories grouped based on various criteria, such as the investment strategy or type of investments.
Moderna 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.