Lyell Immunopharma Stock Alpha and Beta Analysis
| LYEL Stock | USD 0.92 0.11 10.68% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Lyell Immunopharma. It also helps investors analyze the systematic and unsystematic risks associated with investing in Lyell Immunopharma over a specified time horizon. Remember, high Lyell Immunopharma'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 Lyell Immunopharma's market risk premium analysis include:
Beta 3.91 | Alpha (0.86) | Risk 7.06 | Sharpe Ratio (0.09) | Expected Return (0.61) |
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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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Lyell Immunopharma Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Lyell Immunopharma market risk premium is the additional return an investor will receive from holding Lyell Immunopharma 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 Lyell Immunopharma. 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 Lyell Immunopharma's performance over market.| α | -0.86 | β | 3.91 |
Lyell Immunopharma 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 Lyell Immunopharma's Buy-and-hold return. Our buy-and-hold chart shows how Lyell Immunopharma performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Lyell Immunopharma Market Price Analysis
Market price analysis indicators help investors to evaluate how Lyell Immunopharma stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Lyell Immunopharma shares will generate the highest return on investment. By understating and applying Lyell Immunopharma stock market price indicators, traders can identify Lyell Immunopharma position entry and exit signals to maximize returns.
Lyell Immunopharma Return and Market Media
The median price of Lyell Immunopharma for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 1.21 with a coefficient of variation of 14.28. The daily time series for the period is distributed with a sample standard deviation of 0.18, arithmetic mean of 1.24, and mean deviation of 0.14. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Acquisition by Stephen Hill of 85000 shares of Lyell Immunopharma at 1.87 subject to Rule 16b-3 | 08/30/2024 |
2 | Lyell Immunopharma Announces Participation in Goldman Sachs Cell Therapy Day | 09/24/2024 |
3 | Lyell Immunopharma to Acquire ImmPACT Bio and Prioritizes its Pipeline to Focus on Next-Generation CAR T-cell Therapies | 10/24/2024 |
4 | Lyell cut to underperform by BofA, pipeline reorganization cited | 10/30/2024 |
5 | LiveOne Leads The Pack Of 3 US Penny Stocks | 11/01/2024 |
6 | Lyell Announces Presentation of Initial Clinical Data from the Phase 1-2 Clinical Trial of IMPT-314 for the treatment of B-cell Lymphoma at the 2024 American So... | 11/05/2024 |
7 | Lyell Immunopharma Upgraded to Buy Heres What You Should Know | 11/14/2024 |
About Lyell Immunopharma 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 Lyell or other stocks. Alpha measures the amount that position in Lyell Immunopharma 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.
| 2021 | 2022 | 2023 (projected) | PB Ratio | 2.02 | 1.03 | 0.74 | Capex To Depreciation | 4.81 | 1.35 | 0.13 |
Lyell Immunopharma Upcoming Company Events
As portrayed in its financial statements, the presentation of Lyell Immunopharma's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Lyell Immunopharma's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Lyell Immunopharma's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Lyell Immunopharma. Please utilize our Beneish M Score to check the likelihood of Lyell Immunopharma's management manipulating its earnings.
| 27th of February 2024 Upcoming Quarterly Report | View | |
| 2nd of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 27th 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 Lyell Immunopharma
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Check out Lyell Immunopharma Backtesting, Lyell Immunopharma Valuation, Lyell Immunopharma Correlation, Lyell Immunopharma Hype Analysis, Lyell Immunopharma Volatility, Lyell Immunopharma History and analyze Lyell Immunopharma Performance. For more information on how to buy Lyell Stock please use our How to buy in Lyell Stock guide.You can also try the Headlines Timeline module to stay connected to all market stories and filter out noise. Drill down to analyze hype elasticity.
Lyell Immunopharma 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.