Agios Pharm Stock Alpha and Beta Analysis
| AGIO Stock | USD 34.54 0.81 2.40% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Agios Pharm. It also helps investors analyze the systematic and unsystematic risks associated with investing in Agios Pharm over a specified time horizon. Remember, high Agios Pharm'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 Agios Pharm's market risk premium analysis include:
Beta 0.98 | Alpha (0.39) | Risk 4.85 | Sharpe Ratio (0.07) | Expected Return (0.32) |
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.
Agios |
Agios Pharm Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Agios Pharm market risk premium is the additional return an investor will receive from holding Agios Pharm 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 Agios Pharm. 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 Agios Pharm's performance over market.| α | -0.39 | β | 0.98 |
Agios Pharm 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 Agios Pharm's Buy-and-hold return. Our buy-and-hold chart shows how Agios Pharm performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Agios Pharm Market Price Analysis
Market price analysis indicators help investors to evaluate how Agios Pharm stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Agios Pharm shares will generate the highest return on investment. By understating and applying Agios Pharm stock market price indicators, traders can identify Agios Pharm position entry and exit signals to maximize returns.
Agios Pharm Return and Market Media
The median price of Agios Pharm for the period between Sat, Nov 2, 2024 and Fri, Jan 31, 2025 is 44.43 with a coefficient of variation of 23.3. The daily time series for the period is distributed with a sample standard deviation of 10.32, arithmetic mean of 44.29, and mean deviation of 9.15. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | AGIOs Q3 Earnings Miss Mark, Revenues In Line, Stock Down | 11/01/2024 |
2 | Disposition of 1500 shares by Ballal Rahul D. of Agios Pharm at 59.21 subject to Rule 16b-3 | 11/08/2024 |
3 | Disposition of 300 shares by Foster-cheek Kaye I of Agios Pharm at 32.21 subject to Rule 16b-3 | 11/19/2024 |
4 | TruePKU Initiative Provides Global PKU Community an Opportunity to Share What Its Like to Live with PKU | 12/05/2024 |
5 | Disposition of 200 shares by Scadden David of Agios Pharm at 46.28 subject to Rule 16b-3 | 12/11/2024 |
6 | European Commission Adopts Positive Decision for Orphan Medicinal Product Designation of Agios Mitapivat in Sickle Cell Disease | 12/18/2024 |
7 | Disposition of 8476 shares by Tsveta Milanova of Agios Pharm subject to Rule 16b-3 | 01/03/2025 |
8 | Disposition of 2804 shares by Tsveta Milanova of Agios Pharm at 32.18 subject to Rule 16b-3 | 01/06/2025 |
9 | FDA Accepts Agios Supplemental New Drug Application for PYRUKYN | 01/08/2025 |
10 | Agios Pharmaceuticals, Inc. Receives Average Recommendation of Moderate Buy from Brokerages | 01/10/2025 |
11 | Agios Pharmaceuticals Inc Announces Key Milestones and Strategic Plans for 2025 | 01/13/2025 |
12 | January 17, Feast Day of Agios Antonios O Megas | 01/16/2025 |
13 | Agios Pharmaceuticals Outlines 2025 Milestones in 8-K Filing | 01/21/2025 |
About Agios Pharm 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 Agios or other stocks. Alpha measures the amount that position in Agios Pharm 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 | 2025 (projected) | Days Sales Outstanding | 38.24 | 34.41 | 36.11 | PTB Ratio | 1.53 | 1.76 | 1.67 |
Agios Pharm Upcoming Company Events
As portrayed in its financial statements, the presentation of Agios Pharm's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Agios Pharm's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Agios Pharm's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Agios Pharm. Please utilize our Beneish M Score to check the likelihood of Agios Pharm'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 Agios Pharm
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Align your risk with return expectations
Check out Agios Pharm Backtesting, Agios Pharm Valuation, Agios Pharm Correlation, Agios Pharm Hype Analysis, Agios Pharm Volatility, Agios Pharm History and analyze Agios Pharm Performance. To learn how to invest in Agios Stock, please use our How to Invest in Agios Pharm guide.You can also try the Bollinger Bands module to use Bollinger Bands indicator to analyze target price for a given investing horizon.
Agios Pharm 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.