Generation Bio Co Stock Alpha and Beta Analysis
| GBIO Stock | USD 1.37 0.05 3.79% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Generation Bio Co. It also helps investors analyze the systematic and unsystematic risks associated with investing in Generation Bio over a specified time horizon. Remember, high Generation Bio'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 Generation Bio's market risk premium analysis include:
Beta 3.5 | Alpha (1.24) | Risk 5.2 | Sharpe Ratio (0.18) | Expected Return (0.96) |
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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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Generation Bio Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Generation Bio market risk premium is the additional return an investor will receive from holding Generation Bio 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 Generation Bio. 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 Generation Bio's performance over market.| α | -1.24 | β | 3.50 |
Generation Bio 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 Generation Bio's Buy-and-hold return. Our buy-and-hold chart shows how Generation Bio performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Generation Bio Market Price Analysis
Market price analysis indicators help investors to evaluate how Generation Bio stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Generation Bio shares will generate the highest return on investment. By understating and applying Generation Bio stock market price indicators, traders can identify Generation Bio position entry and exit signals to maximize returns.
Generation Bio Return and Market Media
The median price of Generation Bio for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 2.38 with a coefficient of variation of 14.58. The daily time series for the period is distributed with a sample standard deviation of 0.34, arithmetic mean of 2.32, and mean deviation of 0.23. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Senti Bio to Participate in Upcoming Investor Conferences - StockTitan | 09/03/2024 |
2 | Disposition of 1590 shares by Phillip Samayoa of Generation Bio at 1.91 subject to Rule 16b-3 | 09/06/2024 |
3 | Disposition of 6694 shares by Tracy Zimmermann of Generation Bio subject to Rule 16b-3 | 09/12/2024 |
4 | Generation Bios SWOT analysis innovative dna tech propels stock potential - Investing.com | 09/30/2024 |
5 | Disposition of 983 shares by Howze Yalonda of Generation Bio subject to Rule 16b-3 | 10/15/2024 |
6 | Vertex Pharmaceuticals Q3 Earnings and Revenues Top Estimates | 11/04/2024 |
7 | Generation Bio GAAP EPS of -0.23, revenue of 7.55M | 11/07/2024 |
About Generation Bio 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 Generation or other stocks. Alpha measures the amount that position in Generation Bio 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) | Graham Number | 11.8 | 11.64 | Receivables Turnover | 1.28 | 1.35 |
Generation Bio Upcoming Company Events
As portrayed in its financial statements, the presentation of Generation Bio's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Generation Bio's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Generation Bio's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Generation Bio. Please utilize our Beneish M Score to check the likelihood of Generation Bio's management manipulating its earnings.
| 22nd of February 2024 Upcoming Quarterly Report | View | |
| 8th 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 |
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Check out Generation Bio Backtesting, Generation Bio Valuation, Generation Bio Correlation, Generation Bio Hype Analysis, Generation Bio Volatility, Generation Bio History and analyze Generation Bio Performance. You can also try the Portfolio Analyzer module to portfolio analysis module that provides access to portfolio diagnostics and optimization engine.
Generation Bio 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.