Immunitybio Stock Alpha and Beta Analysis
| IBRX Stock | USD 5.10 0.06 1.19% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Immunitybio. It also helps investors analyze the systematic and unsystematic risks associated with investing in Immunitybio over a specified time horizon. Remember, high Immunitybio'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 Immunitybio's market risk premium analysis include:
Beta 1.41 | Alpha 0.25 | Risk 6.6 | Sharpe Ratio 0.0759 | Expected Return 0.5 |
Enterprise Value |
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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.
Immunitybio |
Immunitybio Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Immunitybio market risk premium is the additional return an investor will receive from holding Immunitybio 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 Immunitybio. 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 Immunitybio's performance over market.| α | 0.25 | β | 1.41 |
Immunitybio 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 Immunitybio's Buy-and-hold return. Our buy-and-hold chart shows how Immunitybio performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Immunitybio Market Price Analysis
Market price analysis indicators help investors to evaluate how Immunitybio stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Immunitybio shares will generate the highest return on investment. By understating and applying Immunitybio stock market price indicators, traders can identify Immunitybio position entry and exit signals to maximize returns.
Immunitybio Return and Market Media
The median price of Immunitybio for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 3.72 with a coefficient of variation of 19.23. The daily time series for the period is distributed with a sample standard deviation of 0.8, arithmetic mean of 4.14, and mean deviation of 0.69. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | ImmunityBio Trading Down 3.2 | 09/17/2024 |
2 | Acquisition by Blaszyk Michael D of 77633 shares of Immunitybio at 5.96 subject to Rule 16b-3 | 09/30/2024 |
3 | More layoffs for ImmunityBios Dunkirk facility | 10/02/2024 |
4 | 800 percent Upside For This Biotech Stock - Analyst Initiates Coverage On Bladder Cancer Focused ImmunityBio | 10/23/2024 |
5 | First Patients Dosed in Phase 1 Clinical Study of ImmunityBios CAR-NK Cell Therapy for the Treatment of Relapsed B-Cell Non-Hodgkin Lymphoma | 10/24/2024 |
6 | ImmunityBio Shares Gap Up Whats Next | 10/25/2024 |
7 | PROCEPT BioRobotics Posts Strong Q3 Earnings, Joins Monte Rosa Therapeutics, EyePoint Pharmaceuticals And Other Big Stocks Moving Higher On Monday | 10/28/2024 |
8 | Acquisition by Blaszyk Michael D of 23430 shares of Immunitybio at 2.72 subject to Rule 16b-3 | 11/01/2024 |
9 | Oculis Holding AG Reports Q3 Loss, Lags Revenue Estimates | 11/07/2024 |
10 | ImmunityBio Reports Third-Quarter 2024 Financial Results | 11/12/2024 |
11 | Wall Street Analysts Think ImmunityBio Could Surge 184.43 percent Read This Before Placing a Bet | 11/19/2024 |
12 | ImmunityBio and nCartes Enter Collaboration Agreement on Clinical Trial Data Fulfillment | 11/21/2024 |
About Immunitybio 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 Immunitybio or other stocks. Alpha measures the amount that position in Immunitybio 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 | 5.46 | 7.84 | Receivables Turnover | 0.2 | 0.19 |
Immunitybio Upcoming Company Events
As portrayed in its financial statements, the presentation of Immunitybio's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Immunitybio's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Immunitybio's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Immunitybio. Please utilize our Beneish M Score to check the likelihood of Immunitybio's management manipulating its earnings.
| 14th of February 2024 Upcoming Quarterly Report | View | |
| 9th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 14th 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 Immunitybio Stock Analysis
When running Immunitybio's price analysis, check to measure Immunitybio'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 Immunitybio is operating at the current time. Most of Immunitybio's value examination focuses on studying past and present price action to predict the probability of Immunitybio's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Immunitybio's price. Additionally, you may evaluate how the addition of Immunitybio to your portfolios can decrease your overall portfolio volatility.