Biomarin Pharmaceutical Stock Alpha and Beta Analysis
| BMRN Stock | USD 63.88 0.42 0.66% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Biomarin Pharmaceutical. It also helps investors analyze the systematic and unsystematic risks associated with investing in Biomarin Pharmaceutical over a specified time horizon. Remember, high Biomarin Pharmaceutical'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 Biomarin Pharmaceutical's market risk premium analysis include:
Beta (0.02) | Alpha (0.14) | Risk 1.6 | Sharpe Ratio (0.04) | Expected Return (0.06) |
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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.
Biomarin |
Biomarin Pharmaceutical Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Biomarin Pharmaceutical market risk premium is the additional return an investor will receive from holding Biomarin Pharmaceutical 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 Biomarin Pharmaceutical. 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 Biomarin Pharmaceutical's performance over market.| α | -0.14 | β | -0.02 |
Biomarin Pharmaceutical 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 Biomarin Pharmaceutical's Buy-and-hold return. Our buy-and-hold chart shows how Biomarin Pharmaceutical performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Biomarin Pharmaceutical Market Price Analysis
Market price analysis indicators help investors to evaluate how Biomarin Pharmaceutical stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Biomarin Pharmaceutical shares will generate the highest return on investment. By understating and applying Biomarin Pharmaceutical stock market price indicators, traders can identify Biomarin Pharmaceutical position entry and exit signals to maximize returns.
Biomarin Pharmaceutical Return and Market Media
The median price of Biomarin Pharmaceutical for the period between Fri, Nov 1, 2024 and Thu, Jan 30, 2025 is 66.03 with a coefficient of variation of 3.42. The daily time series for the period is distributed with a sample standard deviation of 2.24, arithmetic mean of 65.56, and mean deviation of 1.74. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Why Is BioMarin Pharmaceutical Inc. Among the Worst Performing Biotech Stocks in 2024 | 11/21/2024 |
2 | Disposition of 14295 shares by Alexander Hardy of Biomarin Pharmaceutical at 66.03 subject to Rule 16b-3 | 11/29/2024 |
3 | Long BMRN BioMarin Q3 Earnings Deliver 28 percent Revenue Growth, Raised Guidance, and Bullish Reversal from 65 Signals Upside Potential | 12/05/2024 |
4 | Does BioMarin Pharmaceutical Have A Healthy Balance Sheet | 12/26/2024 |
5 | BioMarin to Present at the 43rd Annual J.P. Morgan Healthcare Conference on Monday, January 13, at 900 am PT 1200 pm ET, in San Francisco, CA | 01/06/2025 |
6 | Alger Launches Russell Innovation ETF To Capitalize On Emerging Innovators | 01/08/2025 |
7 | Heres Why BioMarin Pharmaceutical is a Strong Value Stock | 01/13/2025 |
8 | Kymera Provides Pipeline Objectives for 2025, Stock Gains | 01/15/2025 |
9 | Are BioMarin Pharmaceutical Inc.s Mixed Financials The Reason For Its Gloomy Performance on The Stock Market | 01/17/2025 |
10 | BioMarin Pharmaceuticals Share Downdraft Combined With VOXZOGO Potential Makes A Buy - Seeking Alpha | 01/23/2025 |
11 | Acquisition by Fuchs Henry J of 300 shares of Biomarin Pharmaceutical at 68.646 subject to Rule 16b-3 | 01/24/2025 |
12 | Heres Why BioMarin Pharmaceutical is a Strong Growth Stock - Yahoo Finance | 01/27/2025 |
About Biomarin Pharmaceutical 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 Biomarin or other stocks. Alpha measures the amount that position in Biomarin Pharmaceutical 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.
| 2022 | 2023 | 2024 | 2025 (projected) | Days Sales Outstanding | 80.33 | 95.61 | 109.95 | 96.45 | PTB Ratio | 4.17 | 3.66 | 3.29 | 3.99 |
Biomarin Pharmaceutical Upcoming Company Events
As portrayed in its financial statements, the presentation of Biomarin Pharmaceutical's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Biomarin Pharmaceutical's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Biomarin Pharmaceutical's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Biomarin Pharmaceutical. Please utilize our Beneish M Score to check the likelihood of Biomarin Pharmaceutical's management manipulating its earnings.
| 26th of February 2024 Upcoming Quarterly Report | View | |
| 24th of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 26th of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
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Check out Biomarin Pharmaceutical Backtesting, Biomarin Pharmaceutical Valuation, Biomarin Pharmaceutical Correlation, Biomarin Pharmaceutical Hype Analysis, Biomarin Pharmaceutical Volatility, Biomarin Pharmaceutical History and analyze Biomarin Pharmaceutical Performance. To learn how to invest in Biomarin Stock, please use our How to Invest in Biomarin Pharmaceutical guide.You can also try the Price Transformation module to use Price Transformation models to analyze the depth of different equity instruments across global markets.
Biomarin Pharmaceutical 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.