I Mab Stock Alpha and Beta Analysis
| IMAB Stock | USD 0.94 0.02 2.08% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as I Mab. It also helps investors analyze the systematic and unsystematic risks associated with investing in I Mab over a specified time horizon. Remember, high I Mab'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 I Mab's market risk premium analysis include:
Beta 1.56 | Alpha (0.37) | Risk 5.39 | Sharpe Ratio (0.07) | Expected Return (0.37) |
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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.
IMAB |
I Mab Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. I Mab market risk premium is the additional return an investor will receive from holding I Mab 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 I Mab. 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 I Mab's performance over market.| α | -0.37 | β | 1.56 |
I Mab 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 I Mab's Buy-and-hold return. Our buy-and-hold chart shows how I Mab performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.I Mab Market Price Analysis
Market price analysis indicators help investors to evaluate how I Mab stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading I Mab shares will generate the highest return on investment. By understating and applying I Mab stock market price indicators, traders can identify I Mab position entry and exit signals to maximize returns.
I Mab Return and Market Media
The median price of I Mab for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 1.11 with a coefficient of variation of 12.25. The daily time series for the period is distributed with a sample standard deviation of 0.14, arithmetic mean of 1.17, and mean deviation of 0.12. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | I-MAB Q2 2024 Earnings Call Transcript Highlights Strategic Shifts and Financial Resilience | 08/29/2024 |
2 | I-Mab Presents Updated Phase 1 Givastomig Data at ESMO 2024 | 09/16/2024 |
3 | I-MAB Appoints New Board Member and Audit Committee - TipRanks | 09/23/2024 |
4 | IMAB Stock Dips Over 5 percent Amidst Mixed Financial Performance | 10/21/2024 |
5 | I-Mab to Present Givastomig Phase 1 Optimal Dose Estimation Data at SITC 2024 | 10/30/2024 |
6 | I-Mab Trading 3.7 percent Higher Heres Why | 11/06/2024 |
7 | I-Mab to Participate at the Piper Sandler Healthcare Conference | 11/21/2024 |
About I Mab 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 IMAB or other stocks. Alpha measures the amount that position in I Mab 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.
I Mab Upcoming Company Events
As portrayed in its financial statements, the presentation of I Mab's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, I Mab's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of I Mab's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of I Mab. Please utilize our Beneish M Score to check the likelihood of I Mab's management manipulating its earnings.
| 29th of March 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 29th of March 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with I Mab
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Check out I Mab Backtesting, I Mab Valuation, I Mab Correlation, I Mab Hype Analysis, I Mab Volatility, I Mab History and analyze I Mab Performance. For information on how to trade IMAB Stock refer to our How to Trade IMAB Stock guide.You can also try the Transaction History module to view history of all your transactions and understand their impact on performance.
I Mab 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.