Inogen Inc Stock Alpha and Beta Analysis
| INGN Stock | USD 10.64 0.02 0.19% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Inogen Inc. It also helps investors analyze the systematic and unsystematic risks associated with investing in Inogen over a specified time horizon. Remember, high Inogen'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 Inogen's market risk premium analysis include:
Beta 0.92 | Alpha (0.02) | Risk 3.28 | Sharpe Ratio 0.0717 | Expected Return 0.24 |
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.
Inogen |
Inogen Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Inogen market risk premium is the additional return an investor will receive from holding Inogen 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 Inogen. 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 Inogen's performance over market.| α | -0.02 | β | 0.92 |
Inogen 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 Inogen's Buy-and-hold return. Our buy-and-hold chart shows how Inogen performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Inogen Market Price Analysis
Market price analysis indicators help investors to evaluate how Inogen stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Inogen shares will generate the highest return on investment. By understating and applying Inogen stock market price indicators, traders can identify Inogen position entry and exit signals to maximize returns.
Inogen Return and Market Media
The median price of Inogen for the period between Mon, Nov 18, 2024 and Sun, Feb 16, 2025 is 9.94 with a coefficient of variation of 10.03. The daily time series for the period is distributed with a sample standard deviation of 1.01, arithmetic mean of 10.06, and mean deviation of 0.83. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 12942 shares by Ramade Gregoire of Inogen at 9.71 subject to Rule 16b-3 | 11/29/2024 |
2 | Acquisition by Kevin Smith of 28333 shares of Inogen subject to Rule 16b-3 | 12/13/2024 |
3 | Inogen Inc Shares Up 3.59 percent on Jan 14 | 01/14/2025 |
4 | Inogen Moves to Strong Buy Rationale Behind the Upgrade | 01/24/2025 |
5 | Arab Health 2025Yuwell Medical Announces Strategic Investment and Partnership with Inogen in Respiratory Health | 01/27/2025 |
6 | Terra Nexus, UAE Joins Inogen Alliance | 01/28/2025 |
7 | Inogen Receives Hold Rating from Needham Company LLC | 01/31/2025 |
8 | Inogen Alliance Ranked 32 in Environment Analysts Global Environmental Sustainability Consulting Market Assessment for FY 2023 | 02/04/2025 |
9 | Heres Why You Should Add Inogen Stock to Your Portfolio Now | 02/06/2025 |
About Inogen 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 Inogen or other stocks. Alpha measures the amount that position in Inogen Inc 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.
| 2022 | 2023 | 2024 | 2025 (projected) | Days Sales Outstanding | 62.26 | 49.62 | 57.06 | 53.34 | PTB Ratio | 1.51 | 0.62 | 0.71 | 0.68 |
Inogen Upcoming Company Events
As portrayed in its financial statements, the presentation of Inogen's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Inogen's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Inogen's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Inogen. Please utilize our Beneish M Score to check the likelihood of Inogen's management manipulating its earnings.
| 22nd of February 2024 Upcoming Quarterly Report | View | |
| 2nd 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 Inogen
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 Inogen Backtesting, Inogen Valuation, Inogen Correlation, Inogen Hype Analysis, Inogen Volatility, Inogen History and analyze Inogen Performance. You can also try the Portfolio Backtesting module to avoid under-diversification and over-optimization by backtesting your portfolios.
Inogen 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.