Annexon Stock Alpha and Beta Analysis
| ANNX Stock | USD 5.14 0.03 0.58% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Annexon. It also helps investors analyze the systematic and unsystematic risks associated with investing in Annexon over a specified time horizon. Remember, high Annexon'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 Annexon's market risk premium analysis include:
Beta 1.89 | Alpha (0.33) | Risk 3.69 | Sharpe Ratio (0.06) | Expected Return (0.20) |
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.
Annexon |
Annexon Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Annexon market risk premium is the additional return an investor will receive from holding Annexon 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 Annexon. 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 Annexon's performance over market.| α | -0.33 | β | 1.89 |
Annexon 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 Annexon's Buy-and-hold return. Our buy-and-hold chart shows how Annexon performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Annexon Market Price Analysis
Market price analysis indicators help investors to evaluate how Annexon stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Annexon shares will generate the highest return on investment. By understating and applying Annexon stock market price indicators, traders can identify Annexon position entry and exit signals to maximize returns.
Annexon Return and Market Media
The median price of Annexon for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 6.65 with a coefficient of variation of 10.85. The daily time series for the period is distributed with a sample standard deviation of 0.72, arithmetic mean of 6.62, and mean deviation of 0.64. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 5500 shares by Ted Yednock of Annexon at 5.64 subject to Rule 16b-3 | 09/05/2024 |
2 | Disposition of 5500 shares by Ted Yednock of Annexon at 6.16 subject to Rule 16b-3 | 09/12/2024 |
3 | Annexon Reports Inducement Grants to New Employees Under Nasdaq Listing Rule 5635 | 09/16/2024 |
4 | Disposition of 4500 shares by Ted Yednock of Annexon at 7.1 subject to Rule 16b-3 | 09/19/2024 |
5 | Annexon Trading Down 5.3 percent Following Insider Selling - MarketBeat | 09/23/2024 |
6 | Susquehanna Portfolio Strategies LLC Decreases Stake in Annexon, Inc. - MarketBeat | 09/30/2024 |
7 | Director William Carson Acquires 3,200 Shares of Annexon Inc | 10/03/2024 |
8 | Annexon to Present New Phase 2 ARCHER Data for ANX007 in Dry AMD Patients with Less Advanced GA at the American Academy of Ophthalmology 2024 Meeting | 10/15/2024 |
9 | Disposition of 36050 shares by Love Douglas of Annexon at 1.8501 subject to Rule 16b-3 | 10/30/2024 |
10 | Annexon vs. Acasti Pharma Critical Analysis | 11/14/2024 |
11 | Biotechnology Value Fund L.P.s Strategic Acquisition of Annexon Inc Shares | 11/15/2024 |
12 | Insiders Enjoy US903k Return After Buying Annexon Stock | 11/19/2024 |
About Annexon 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 Annexon or other stocks. Alpha measures the amount that position in Annexon 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.
Annexon Upcoming Company Events
As portrayed in its financial statements, the presentation of Annexon's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Annexon's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Annexon's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Annexon. Please utilize our Beneish M Score to check the likelihood of Annexon's management manipulating its earnings.
| 4th of March 2024 Upcoming Quarterly Report | View | |
| 13th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 4th of March 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 Annexon
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
Additional Tools for Annexon Stock Analysis
When running Annexon's price analysis, check to measure Annexon'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 Annexon is operating at the current time. Most of Annexon's value examination focuses on studying past and present price action to predict the probability of Annexon's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Annexon's price. Additionally, you may evaluate how the addition of Annexon to your portfolios can decrease your overall portfolio volatility.