Lumos Pharma Alpha and Beta Analysis
| LUMODelisted Stock | USD 4.34 0.01 0.23% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Lumos Pharma. It also helps investors analyze the systematic and unsystematic risks associated with investing in Lumos Pharma over a specified time horizon. Remember, high Lumos Pharma'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 Lumos Pharma's market risk premium analysis include:
Beta 0.24 | Alpha 0.32 | Risk 0.68 | Sharpe Ratio (0.09) | Expected Return (0.06) |
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.
Lumos |
Lumos Pharma Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Lumos Pharma market risk premium is the additional return an investor will receive from holding Lumos Pharma 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 Lumos Pharma. 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 Lumos Pharma's performance over market.| α | 0.32 | β | 0.24 |
Lumos Pharma Fundamentals Vs Peers
Comparing Lumos Pharma's fundamentals to the average values of its peers is one of the most widely used and accepted methods of equity analyses. It helps to analyze Lumos Pharma's direct or indirect competition across all of the common fundamentals between Lumos Pharma and the related equities. This way, we can detect undervalued stocks with similar characteristics as Lumos Pharma or determine the stocks which would be an excellent addition to an existing portfolio. Peer analysis of Lumos Pharma's fundamental indicators could also be used in its relative valuation, which is a method of valuing Lumos Pharma by comparing valuation metrics with those of similar companies.
| Better Than Average | Worse Than Average | Compare Lumos Pharma to competition |
| Fundamentals | Lumos Pharma | Peer Average |
| Return On Equity | -1.73 | -0.31 |
| Return On Asset | -0.7 | -0.14 |
| Operating Margin | (10.52) % | (5.51) % |
| Current Valuation | 24.19 M | 16.62 B |
| Shares Outstanding | 8.65 M | 571.82 M |
| Shares Owned By Insiders | 32.69 % | 10.09 % |
| Shares Owned By Institutions | 24.27 % | 39.21 % |
Lumos Pharma Opportunities
Lumos Pharma Return and Market Media
The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Lumos Pharma Announces Abstract Accepted for Oral Presentation at the 13th Biennial Scientific Meeting of the Asia Pacific Pediatric Endocrine Society, APPES 20... | 09/25/2024 |
2 | Lumos Pharma Inc Q2 2024 Earnings Call Highlights Strategic Advances Amid Financial Prudence | 10/09/2024 |
3 | Lumos Pharma Enters into Definitive Merger Agreement with Double Point Ventures to Go Private via a Tender Offer of 4.25 Cash per Share Plus Contingent Value Ri... | 10/23/2024 |
4 | Private Advisor Group, LLC Acquires Shares in Lumos Pharma Inc - GuruFocus.com | 11/13/2024 |
5 | Updated Phase 2 OraGrowtH Data Presented at ESPE 2024 Demonstrate Sustained Growth on Oral LUM-201 to 24 Months in PGHD and Correlation of Growth to LUM-201s Un... | 11/21/2024 |
About Lumos Pharma 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 Lumos or other delisted stocks. Alpha measures the amount that position in Lumos Pharma 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.
Lumos Pharma Upcoming Company Events
As portrayed in its financial statements, the presentation of Lumos Pharma's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Lumos Pharma's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Lumos Pharma's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Lumos Pharma. Please utilize our Beneish M Score to check the likelihood of Lumos Pharma's management manipulating its earnings.
| 6th of March 2024 Upcoming Quarterly Report | View | |
| 1st of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 6th 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 Lumos Pharma
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 Correlation Analysis to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in population. You can also try the Commodity Directory module to find actively traded commodities issued by global exchanges.
Other Consideration for investing in Lumos Stock
If you are still planning to invest in Lumos Pharma check if it may still be traded through OTC markets such as Pink Sheets or OTC Bulletin Board. You may also purchase it directly from the company, but this is not always possible and may require contacting the company directly. Please note that delisted stocks are often considered to be more risky investments, as they are no longer subject to the same regulatory and reporting requirements as listed stocks. Therefore, it is essential to carefully research the Lumos Pharma's history and understand the potential risks before investing.
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