Denali Therapeutics Stock Alpha and Beta Analysis
| DNLI Stock | USD 24.50 0.19 0.77% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Denali Therapeutics. It also helps investors analyze the systematic and unsystematic risks associated with investing in Denali Therapeutics over a specified time horizon. Remember, high Denali 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 Denali Therapeutics' market risk premium analysis include:
Beta 2.46 | Alpha (0.20) | Risk 3.42 | Sharpe Ratio 0.0118 | Expected Return 0.0402 |
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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.
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Denali Therapeutics Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Denali Therapeutics market risk premium is the additional return an investor will receive from holding Denali 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 Denali 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 Denali Therapeutics' performance over market.| α | -0.2 | β | 2.46 |
Denali 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 Denali Therapeutics' Buy-and-hold return. Our buy-and-hold chart shows how Denali Therapeutics performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Denali Therapeutics Market Price Analysis
Market price analysis indicators help investors to evaluate how Denali 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 Denali Therapeutics shares will generate the highest return on investment. By understating and applying Denali Therapeutics stock market price indicators, traders can identify Denali Therapeutics position entry and exit signals to maximize returns.
Denali Therapeutics Return and Market Media
The median price of Denali Therapeutics for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 27.08 with a coefficient of variation of 7.91. The daily time series for the period is distributed with a sample standard deviation of 2.16, arithmetic mean of 27.35, and mean deviation of 1.83. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Myriad Down 4.8 percent Since Last Earnings Report Can It Rebound | 09/05/2024 |
2 | Disposition of 1020 shares by Sato Vicki L of Denali Therapeutics at 30.0 subject to Rule 16b-3 | 09/13/2024 |
3 | Acquisition by Ho Carole of 161160 shares of Denali Therapeutics at 20.33 subject to Rule 16b-3 | 09/25/2024 |
4 | Sanofi, Denali face trial setback for neuro drug | 10/11/2024 |
5 | The five-year returns have been notable for Denali Therapeutics shareholders despite underlying losses increasing | 10/17/2024 |
6 | Disposition of 40000 shares by Ryan Watts of Denali Therapeutics at 27.69 subject to Rule 16b-3 | 10/18/2024 |
7 | Denali Therapeutics Inc. May Report Negative Earnings Know the Trend Ahead of Q3 Release | 10/29/2024 |
8 | Disposition of 3080 shares by Sato Vicki L of Denali Therapeutics at 27.07 subject to Rule 16b-3 | 11/01/2024 |
9 | Wellington Management Group LLPs Strategic Acquisition in Denali Therapeutics Inc | 11/08/2024 |
10 | Disposition of 47165 shares by Schenkein David P of Denali Therapeutics at 18.0 subject to Rule 16b-3 | 11/11/2024 |
11 | BofA raises Denali Therapeutics target to 34 on BLA plans | 11/12/2024 |
12 | Vicki L. Sato Sells 1,020 Shares of Denali Therapeutics Inc. Stock | 11/14/2024 |
13 | Acquisition by Sato Vicki L of 17901 shares of Denali Therapeutics at 18.56 subject to Rule 16b-3 | 11/19/2024 |
14 | Denali Therapeutics Inc. Receives 38.90 Consensus Target Price from Brokerages - MarketBeat | 11/21/2024 |
About Denali 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 Denali or other stocks. Alpha measures the amount that position in Denali 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.
| 2022 | 2023 | 2024 (projected) | Graham Number | 22.03 | 13.36 | 12.69 | Receivables Turnover | 11.69 | 96.65 | 101.48 |
Denali Therapeutics Upcoming Company Events
As portrayed in its financial statements, the presentation of Denali Therapeutics' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Denali Therapeutics' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Denali Therapeutics' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Denali Therapeutics. Please utilize our Beneish M Score to check the likelihood of Denali Therapeutics' management manipulating its earnings.
| 26th of February 2024 Upcoming Quarterly Report | View | |
| 13th of May 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 Denali Therapeutics Backtesting, Denali Therapeutics Valuation, Denali Therapeutics Correlation, Denali Therapeutics Hype Analysis, Denali Therapeutics Volatility, Denali Therapeutics History and analyze Denali Therapeutics Performance. For more detail on how to invest in Denali Stock please use our How to Invest in Denali Therapeutics guide.You can also try the Sync Your Broker module to sync your existing holdings, watchlists, positions or portfolios from thousands of online brokerage services, banks, investment account aggregators and robo-advisors..
Denali Therapeutics 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.