Immunovant Stock Alpha and Beta Analysis
| IMVT Stock | USD 26.76 0.78 2.83% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Immunovant. It also helps investors analyze the systematic and unsystematic risks associated with investing in Immunovant over a specified time horizon. Remember, high Immunovant'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 Immunovant's market risk premium analysis include:
Beta 1.39 | Alpha 0.92 | Risk 3.73 | Sharpe Ratio 0.25 | Expected Return 0.92 |
Enterprise Value |
|
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.
Immunovant | Build AI portfolio with Immunovant Stock |
Immunovant Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Immunovant market risk premium is the additional return an investor will receive from holding Immunovant 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 Immunovant. 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 Immunovant's performance over market.| α | 0.92 | β | 1.39 |
Immunovant 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 Immunovant's Buy-and-hold return. Our buy-and-hold chart shows how Immunovant performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Immunovant Market Price Analysis
Market price analysis indicators help investors to evaluate how Immunovant stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Immunovant shares will generate the highest return on investment. By understating and applying Immunovant stock market price indicators, traders can identify Immunovant position entry and exit signals to maximize returns.
Immunovant Return and Market Media
The median price of Immunovant for the period between Thu, Sep 25, 2025 and Wed, Dec 24, 2025 is 22.76 with a coefficient of variation of 17.46. The daily time series for the period is distributed with a sample standard deviation of 3.69, arithmetic mean of 21.15, and mean deviation of 3.31. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Visualizing Immunovant Inc. stock with heatmaps - 2025 Growth vs Value Smart Allocation Stock Reports - newser.com | 10/16/2025 |
2 | Disposition of 2520 shares by Jay Stout of Immunovant at 19.03 subject to Rule 16b-3 | 10/22/2025 |
3 | Insights into Immunovants Upcoming Earnings | 11/07/2025 |
4 | Disposition of 2375 shares by Gloria Melanie of Immunovant at 23.97 subject to Rule 16b-3 | 11/20/2025 |
5 | Immunovant Assessing Valuation Following RD Leadership Restructuring and CMO Departure | 11/26/2025 |
6 | Disposition of 1909 shares by Hughes Douglas J. of Immunovant at 23.96 subject to Rule 16b-3 | 12/01/2025 |
7 | Is Immunovant Overvalued Taking Stock of Its Premium Price-to-Book Multiple - Yahoo Finance | 12/02/2025 |
8 | Roivant Signals Major Pipeline Momentum With Accelerated Timelines | 12/11/2025 |
9 | Acquisition by Roivant Sciences Ltd. of 16666666 shares of Immunovant at 21.0 subject to Rule 16b-3 | 12/12/2025 |
10 | Share Offerings Prompt Huge Insider Buying in These 3 Biotechs - 247 Wall St. | 12/17/2025 |
11 | Is Immunovant Stock a Buy After Roivant Sciences Increased Its Stake by 350 Million | 12/18/2025 |
12 | Disposition of 2284 shares by Van Tuyl Christopher of Immunovant at 27.38 subject to Rule 16b-3 | 12/19/2025 |
13 | How Investors Are Reacting To Immunovant 550 Million Follow-On Equity Raise And Dilution | 12/22/2025 |
About Immunovant 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 Immunovant or other stocks. Alpha measures the amount that position in Immunovant 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.
Immunovant Upcoming Company Events
As portrayed in its financial statements, the presentation of Immunovant's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Immunovant's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Immunovant's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Immunovant. Please utilize our Beneish M Score to check the likelihood of Immunovant's management manipulating its earnings.
| 2nd of February 2024 Upcoming Quarterly Report | View | |
| 27th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 27th of May 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of March 2023 Last Financial Announcement | View |
Build Portfolio with Immunovant
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
Additional Tools for Immunovant Stock Analysis
When running Immunovant's price analysis, check to measure Immunovant'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 Immunovant is operating at the current time. Most of Immunovant's value examination focuses on studying past and present price action to predict the probability of Immunovant's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Immunovant's price. Additionally, you may evaluate how the addition of Immunovant to your portfolios can decrease your overall portfolio volatility.