Vaccinex Stock Alpha and Beta Analysis
| VCNX Stock | USD 3.60 0.11 2.96% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Vaccinex. It also helps investors analyze the systematic and unsystematic risks associated with investing in Vaccinex over a specified time horizon. Remember, high Vaccinex'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 Vaccinex's market risk premium analysis include:
Beta 0.7 | Alpha (0.19) | Risk 8.84 | Sharpe Ratio (0.02) | Expected Return (0.17) |
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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.
Vaccinex |
Vaccinex Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Vaccinex market risk premium is the additional return an investor will receive from holding Vaccinex 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 Vaccinex. 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 Vaccinex's performance over market.| α | -0.19 | β | 0.70 |
Vaccinex 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 Vaccinex's Buy-and-hold return. Our buy-and-hold chart shows how Vaccinex performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Vaccinex Market Price Analysis
Market price analysis indicators help investors to evaluate how Vaccinex stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Vaccinex shares will generate the highest return on investment. By understating and applying Vaccinex stock market price indicators, traders can identify Vaccinex position entry and exit signals to maximize returns.
Vaccinex Return and Market Media
The median price of Vaccinex for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 3.39 with a coefficient of variation of 31.95. The daily time series for the period is distributed with a sample standard deviation of 1.23, arithmetic mean of 3.86, and mean deviation of 1.09. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Vaccinex Announces Exercise of Warrants for 6.2 Million in Gross Proceeds | 09/18/2024 |
2 | Vaccinex stock hits 52-week low at 4.17 amid sharp annual decline - Investing.com | 09/25/2024 |
3 | Acquisition by Friedberg Albert of 6711552 shares of Vaccinex at 0.3743 subject to Rule 16b-3 | 09/30/2024 |
4 | Disposition of tradable shares by Jill Sanchez of Vaccinex at 615.3 subject to Rule 16b-3 | 10/11/2024 |
5 | Acquisition by Elizabeth Evans of 1341 shares of Vaccinex at 8.21 subject to Rule 16b-3 | 10/22/2024 |
6 | Vaccinex to Report Promising New Efficacy Data for SIGNAL-AD Phase 1b2 trial of Pepinemab at Clinical Trials on Alzheimers Disease Conference on October 31, 202... | 10/24/2024 |
7 | Vaccinex Reports New Findings for SIGNAL-AD Phase 1b2 Trial of Pepinemab at Clinical Trials on Alzheimers Disease Conference in Madrid, Spain | 10/31/2024 |
8 | Acquisition by Maurice Zauderer of 46153 shares of Vaccinex at 3.25 subject to Rule 16b-3 | 11/14/2024 |
9 | Vaccinex reports Q3 figures | 11/18/2024 |
About Vaccinex 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 Vaccinex or other stocks. Alpha measures the amount that position in Vaccinex 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 | 2023 | 2024 (projected) | Payables Turnover | 0.16 | 8.13 | 8.53 | Days Of Inventory On Hand | 0.001763 | 0.001587 | 0.001508 |
Vaccinex Upcoming Company Events
As portrayed in its financial statements, the presentation of Vaccinex's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Vaccinex's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Vaccinex's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Vaccinex. Please utilize our Beneish M Score to check the likelihood of Vaccinex's management manipulating its earnings.
| 1st of April 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View |
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Additional Tools for Vaccinex Stock Analysis
When running Vaccinex's price analysis, check to measure Vaccinex's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Vaccinex is operating at the current time. Most of Vaccinex's value examination focuses on studying past and present price action to predict the probability of Vaccinex's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Vaccinex's price. Additionally, you may evaluate how the addition of Vaccinex to your portfolios can decrease your overall portfolio volatility.