Agios Pharm Stock Alpha and Beta Analysis
| AGIO Stock | USD 55.68 0.14 0.25% |
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 2.12 | Alpha 0.0747 | Risk 2.96 | Sharpe Ratio 0.1 | Expected Return 0.3 |
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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 | 0.07 | β | 2.12 |
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 Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 45.61 with a coefficient of variation of 10.57. The daily time series for the period is distributed with a sample standard deviation of 4.96, arithmetic mean of 46.89, and mean deviation of 3.65. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Alibaba, Eli Lilly lead Fridays morning market cap stock movers | 09/27/2024 |
2 | Agios Pharmaceuticals Upgraded to Hold at StockNews.com | 10/17/2024 |
3 | Analysts Are Optimistic Well See A Profit From Agios Pharmaceuticals, Inc. | 10/25/2024 |
4 | Agios Pharmaceuticals Inc Q3 2024 Earnings EPS Surpasses Estimates, Revenue at 9.0 Million | 10/31/2024 |
5 | Agios Pharmaceuticals Inc Q3 2024 Earnings Call Highlights Strong Cash Position and ... | 11/01/2024 |
6 | Agios Pharmaceuticals Is Posting Healthy Earnings, But It Is Not All Good News | 11/07/2024 |
7 | Disposition of 1500 shares by Ballal Rahul D. of Agios Pharm at 59.21 subject to Rule 16b-3 | 11/08/2024 |
8 | Agios Pharmaceuticals director sells shares worth 1.12 million | 11/12/2024 |
9 | ARMISTICE CAPITAL, LLC Expands Portfolio with Agios Pharmaceuticals Inc | 11/15/2024 |
10 | Disposition of 300 shares by Foster-cheek Kaye I of Agios Pharm at 32.21 subject to Rule 16b-3 | 11/19/2024 |
11 | C4 Therapeutics Appoints Accomplished Oncology Executive Steve Hoerter to Board of Directors | 11/20/2024 |
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 (projected) | Days Sales Outstanding | 38.24 | 36.11 | PTB Ratio | 1.53 | 1.45 |
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
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 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 Portfolio Backtesting module to avoid under-diversification and over-optimization by backtesting your portfolios.
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.