Immunic Stock Alpha and Beta Analysis
| IMUX Stock | USD 1.10 0.01 0.90% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Immunic. It also helps investors analyze the systematic and unsystematic risks associated with investing in Immunic over a specified time horizon. Remember, high Immunic'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 Immunic's market risk premium analysis include:
Beta 1.5 | Alpha (0.59) | Risk 4.18 | Sharpe Ratio (0.08) | Expected Return (0.34) |
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.
Immunic |
Immunic Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Immunic market risk premium is the additional return an investor will receive from holding Immunic 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 Immunic. 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 Immunic's performance over market.| α | -0.59 | β | 1.50 |
Immunic 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 Immunic's Buy-and-hold return. Our buy-and-hold chart shows how Immunic performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Immunic Market Price Analysis
Market price analysis indicators help investors to evaluate how Immunic stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Immunic shares will generate the highest return on investment. By understating and applying Immunic stock market price indicators, traders can identify Immunic position entry and exit signals to maximize returns.
Immunic Return and Market Media
The median price of Immunic for the period between Mon, Aug 26, 2024 and Sun, Nov 24, 2024 is 1.45 with a coefficient of variation of 13.95. The daily time series for the period is distributed with a sample standard deviation of 0.2, arithmetic mean of 1.41, and mean deviation of 0.16. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Immunic Announces First Patient Enrolled in Investigator-Sponsored Phase 2 Clinical Trial of Vidofludimus Calcium in Patients with Post COVID Syndrome | 09/04/2024 |
2 | Acquisition by Skerjanec Simona of 100000 shares of Immunic at 1.46 subject to Rule 16b-3 | 09/13/2024 |
3 | This Yelp Analyst Begins Coverage On A Bearish Note Here Are Top 5 Initiations For Monday | 09/16/2024 |
4 | Immunic, Inc.s high hedge funds ownership speaks for itself as stock continues to impress, up 18 percent over last week | 09/19/2024 |
5 | Immunic Inc Q2 2024 Earnings Call Highlights Promising Clinical Data and Financial ... | 10/09/2024 |
6 | Immunic Stock Set to Rise with Consistent Buy Ratings from Analysts - TipRanks | 10/21/2024 |
7 | Vanguard Groups Strategic Acquisition of Immunic Inc Shares | 11/05/2024 |
8 | Immunic, Inc. Reports Third Quarter 2024 Financial Results and Provides Corporate Update | 11/07/2024 |
9 | Acquisition by Rudick Richard Alan of 87300 shares of Immunic at 1.1497 subject to Rule 16b-3 | 11/12/2024 |
10 | Janus Henderson Group PLCs Strategic Reduction in Immunic Inc Holdings | 11/14/2024 |
11 | Acquisition by Skerjanec Simona of 50000 shares of Immunic at 1.46 subject to Rule 16b-3 | 11/22/2024 |
About Immunic 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 Immunic or other stocks. Alpha measures the amount that position in Immunic 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.
| 2010 | 2023 | 2024 (projected) | Dividend Yield | 0.007985 | 0.007187 | 0.006388 | Price To Sales Ratio | 21.6K | 19.5K | 17.3K |
Immunic Upcoming Company Events
As portrayed in its financial statements, the presentation of Immunic's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Immunic's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Immunic's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Immunic. Please utilize our Beneish M Score to check the likelihood of Immunic's management manipulating its earnings.
| 22nd of February 2024 Upcoming Quarterly Report | View | |
| 9th 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 |
Build Portfolio with Immunic
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Additional Tools for Immunic Stock Analysis
When running Immunic's price analysis, check to measure Immunic'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 Immunic is operating at the current time. Most of Immunic's value examination focuses on studying past and present price action to predict the probability of Immunic's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Immunic's price. Additionally, you may evaluate how the addition of Immunic to your portfolios can decrease your overall portfolio volatility.