Mereo Biopharma Group Stock Alpha and Beta Analysis
| MREO Stock | USD 3.68 0.10 2.79% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Mereo BioPharma Group. It also helps investors analyze the systematic and unsystematic risks associated with investing in Mereo BioPharma over a specified time horizon. Remember, high Mereo BioPharma'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 Mereo BioPharma's market risk premium analysis include:
Beta 1.57 | Alpha (0.41) | Risk 3.42 | Sharpe Ratio (0.11) | Expected Return (0.38) |
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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.
Mereo |
Mereo BioPharma Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Mereo BioPharma market risk premium is the additional return an investor will receive from holding Mereo BioPharma 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 Mereo BioPharma. 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 Mereo BioPharma's performance over market.| α | -0.41 | β | 1.57 |
Mereo BioPharma 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 Mereo BioPharma's Buy-and-hold return. Our buy-and-hold chart shows how Mereo BioPharma performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Mereo BioPharma Market Price Analysis
Market price analysis indicators help investors to evaluate how Mereo BioPharma stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Mereo BioPharma shares will generate the highest return on investment. By understating and applying Mereo BioPharma stock market price indicators, traders can identify Mereo BioPharma position entry and exit signals to maximize returns.
Mereo BioPharma Return and Market Media
The median price of Mereo BioPharma for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 4.28 with a coefficient of variation of 7.24. The daily time series for the period is distributed with a sample standard deviation of 0.31, arithmetic mean of 4.26, and mean deviation of 0.23. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Acquisition by Hughes-wilson Alexandra of 60000 shares of Mereo BioPharma subject to Rule 16b-3 | 08/30/2024 |
2 | Disposition of 75000 shares by Hughes-wilson Alexandra of Mereo BioPharma at 1.01 subject to Rule 16b-3 | 09/11/2024 |
3 | Disposition of 40029 shares by Hughes-wilson Alexandra of Mereo BioPharma at 4.4727 subject to Rule 16b-3 | 09/12/2024 |
4 | Disposition of 84008 shares by Hughes-wilson Alexandra of Mereo BioPharma at 4.221 subject to Rule 16b-3 | 09/13/2024 |
5 | Mereo BioPharmas chief scientific officer sells shares worth over 69,000 | 09/17/2024 |
6 | Mereo BioPharma Group plc CEO Denise Scots-Knight Sells 28,611 Shares | 09/19/2024 |
7 | Integral Health Asset Management LLC Has 6. Million Stock Holdings in Mereo BioPharma Group plc - MarketBeat | 09/23/2024 |
8 | Acquisition by Fox Christine Ann of 245000 shares of Mereo BioPharma at 3.36 subject to Rule 16b-3 | 09/27/2024 |
9 | Perceptive Advisors LLC Invests 4.51 Million in Mereo BioPharma Group plc - MarketBeat | 09/30/2024 |
10 | Acquisition by Hughes-wilson Alexandra of 93333 shares of Mereo BioPharma at 1.4 subject to Rule 16b-3 | 11/11/2024 |
11 | Mereo BioPharma Reports Third Quarter 2024 Financial Results and Provides Corporate Update | 11/12/2024 |
12 | Janus Henderson Group PLCs Strategic Acquisition in Mereo BioPharma Group PLC | 11/14/2024 |
13 | HealthInvest Partners AB Invests 822,000 in Mereo BioPharma Group plc | 11/21/2024 |
About Mereo BioPharma 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 Mereo or other stocks. Alpha measures the amount that position in Mereo BioPharma Group 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 | 2024 (projected) | Graham Number | 0.3 | 0.36 | 0.28 | 0.26 | Receivables Turnover | 25.7 | 0.55 | 2.68 | 2.55 |
Mereo BioPharma Upcoming Company Events
As portrayed in its financial statements, the presentation of Mereo BioPharma's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Mereo BioPharma's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Mereo BioPharma's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Mereo BioPharma. Please utilize our Beneish M Score to check the likelihood of Mereo BioPharma's management manipulating its earnings.
| 26th of March 2024 Upcoming Quarterly Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 26th 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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Check out Mereo BioPharma Backtesting, Mereo BioPharma Valuation, Mereo BioPharma Correlation, Mereo BioPharma Hype Analysis, Mereo BioPharma Volatility, Mereo BioPharma History and analyze Mereo BioPharma Performance. You can also try the Portfolio Anywhere module to track or share privately all of your investments from the convenience of any device.
Mereo BioPharma 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.