Celldex Therapeutics Stock Alpha and Beta Analysis
| CLDX Stock | USD 27.02 0.80 3.05% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Celldex Therapeutics. It also helps investors analyze the systematic and unsystematic risks associated with investing in Celldex Therapeutics over a specified time horizon. Remember, high Celldex Therapeutics' 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 Celldex Therapeutics' market risk premium analysis include:
Beta 1.65 | Alpha (0.54) | Risk 3.71 | Sharpe Ratio (0.12) | Expected Return (0.44) |
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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.
Celldex |
Celldex Therapeutics Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Celldex Therapeutics market risk premium is the additional return an investor will receive from holding Celldex Therapeutics 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 Celldex Therapeutics. 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 Celldex Therapeutics' performance over market.| α | -0.54 | β | 1.65 |
Celldex Therapeutics 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 Celldex Therapeutics' Buy-and-hold return. Our buy-and-hold chart shows how Celldex Therapeutics performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Celldex Therapeutics Market Price Analysis
Market price analysis indicators help investors to evaluate how Celldex Therapeutics stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Celldex Therapeutics shares will generate the highest return on investment. By understating and applying Celldex Therapeutics stock market price indicators, traders can identify Celldex Therapeutics position entry and exit signals to maximize returns.
Celldex Therapeutics Return and Market Media
The median price of Celldex Therapeutics for the period between Sun, Aug 25, 2024 and Sat, Nov 23, 2024 is 30.41 with a coefficient of variation of 20.09. The daily time series for the period is distributed with a sample standard deviation of 6.59, arithmetic mean of 32.78, and mean deviation of 5.87. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 18375 shares by Wright Richard M. of Celldex Therapeutics at 22.48 subject to Rule 16b-3 | 09/23/2024 |
2 | Final Medicare decision on Alzheimers drugs could take years | 09/26/2024 |
3 | Acquisition by Heath-chiozzi Margo of 2043 shares of Celldex Therapeutics at 9.0165 subject to Rule 16b-3 | 10/16/2024 |
4 | Celldex Announces Upcoming Late Breaking Oral Presentation of 12 Week Results from Barzolvolimab Phase 2 Study in Chronic Inducible Urticaria at ACAAI 2024 | 10/25/2024 |
5 | Celldex Therapeutics pulls back 6.1 percent this week, but still delivers shareholders fantastic 57 percent CAGR over 5 years | 10/28/2024 |
6 | Celldex Reports Third Quarter 2024 Financial Results and Provides Corporate Update | 11/06/2024 |
7 | Wellington Management Group LLPs Strategic Acquisition in Celldex Therapeutics Inc | 11/08/2024 |
8 | Acquisition by Marucci Anthony S of 11500 shares of Celldex Therapeutics at 26.82 subject to Rule 16b-3 | 11/11/2024 |
9 | Celldex Therapeutics CEO Anthony Marucci buys 308,430 in stock | 11/12/2024 |
10 | FMR LLCs Strategic Reduction in Celldex Therapeutics Inc Shares | 11/13/2024 |
11 | Disposition of 10500 shares by Marino James J of Celldex Therapeutics subject to Rule 16b-3 | 11/18/2024 |
12 | Celldex Announces First Patient Dosed in Phase 1 Healthy Volunteer Study of CDX-622, a ... | 11/20/2024 |
About Celldex Therapeutics 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 Celldex or other stocks. Alpha measures the amount that position in Celldex Therapeutics 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 | 2022 | 2023 | 2024 (projected) | Graham Number | 19.03 | 20.25 | 24.12 | 22.91 | Receivables Turnover | 27.04 | 6.79 | 2.62 | 2.49 |
Celldex Therapeutics Upcoming Company Events
As portrayed in its financial statements, the presentation of Celldex Therapeutics' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Celldex Therapeutics' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Celldex Therapeutics' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Celldex Therapeutics. Please utilize our Beneish M Score to check the likelihood of Celldex Therapeutics' management manipulating its earnings.
| 27th of February 2024 Upcoming Quarterly Report | View | |
| 2nd of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 27th 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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Additional Tools for Celldex Stock Analysis
When running Celldex Therapeutics' price analysis, check to measure Celldex Therapeutics' 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 Celldex Therapeutics is operating at the current time. Most of Celldex Therapeutics' value examination focuses on studying past and present price action to predict the probability of Celldex Therapeutics' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Celldex Therapeutics' price. Additionally, you may evaluate how the addition of Celldex Therapeutics to your portfolios can decrease your overall portfolio volatility.