Kezar Life Sciences Stock Alpha and Beta Analysis
| KZR Stock | USD 6.48 0.05 0.78% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Kezar Life Sciences. It also helps investors analyze the systematic and unsystematic risks associated with investing in Kezar Life over a specified time horizon. Remember, high Kezar Life'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 Kezar Life's market risk premium analysis include:
Beta 0.2 | Alpha (0.32) | Risk 2 | Sharpe Ratio (0.07) | Expected Return (0.13) |
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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.
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Kezar Life Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Kezar Life market risk premium is the additional return an investor will receive from holding Kezar Life 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 Kezar Life. 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 Kezar Life's performance over market.| α | -0.32 | β | 0.20 |
Kezar Life 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 Kezar Life's Buy-and-hold return. Our buy-and-hold chart shows how Kezar Life performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Kezar Life Market Price Analysis
Market price analysis indicators help investors to evaluate how Kezar Life stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Kezar Life shares will generate the highest return on investment. By understating and applying Kezar Life stock market price indicators, traders can identify Kezar Life position entry and exit signals to maximize returns.
Kezar Life Return and Market Media
The median price of Kezar Life for the period between Sun, Nov 3, 2024 and Sat, Feb 1, 2025 is 6.89 with a coefficient of variation of 7.35. The daily time series for the period is distributed with a sample standard deviation of 0.51, arithmetic mean of 6.96, and mean deviation of 0.45. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Glancy Prongay Murray LLP Announces Investigation of Kezar Life Sciences, Inc. | 11/05/2024 |
2 | Digging deep for antimony | 11/12/2024 |
3 | Kezar Life Sciences Given New 11.00 Price Target at Wells Fargo Company - MarketBeat | 11/14/2024 |
4 | Acquisition by Christopher Kirk of 48950 shares of Kezar Life at 0.9 subject to Rule 16b-3 | 11/21/2024 |
5 | HC Wainwright Issues Pessimistic Outlook for KZR Earnings | 12/04/2024 |
6 | Kalamazoo a step closer to 30m payday after big drill results | 12/09/2024 |
7 | Resources Top 5 Kalamazoo leads as Mallina West gold assays loom | 01/07/2025 |
8 | Acquisition by Christopher Kirk of 120000 shares of Kezar Life at 6.58 subject to Rule 16b-3 | 01/08/2025 |
9 | Acquisition by Klearman Micki of 52000 shares of Kezar Life at 2.28 subject to Rule 16b-3 | 01/15/2025 |
10 | Resources Top 6 Gold explorers look for proof in the pudding as prices get drill rigs moving | 01/21/2025 |
About Kezar Life 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 Kezar or other stocks. Alpha measures the amount that position in Kezar Life Sciences 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.
| 2024 | 2025 (projected) | Payables Turnover | 0.15 | 0.14 | Days Of Inventory On Hand | 543.87 | 377.62 |
Kezar Life Upcoming Company Events
As portrayed in its financial statements, the presentation of Kezar Life's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Kezar Life's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Kezar Life's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Kezar Life. Please utilize our Beneish M Score to check the likelihood of Kezar Life's management manipulating its earnings.
| 12th of March 2024 Upcoming Quarterly Report | View | |
| 9th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 12th of March 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 Kezar Stock Analysis
When running Kezar Life's price analysis, check to measure Kezar Life'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 Kezar Life is operating at the current time. Most of Kezar Life's value examination focuses on studying past and present price action to predict the probability of Kezar Life's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Kezar Life's price. Additionally, you may evaluate how the addition of Kezar Life to your portfolios can decrease your overall portfolio volatility.