Xoma Corp Stock Alpha and Beta Analysis
| XOMA Stock | USD 31.01 0.81 2.68% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as XOMA Corp. It also helps investors analyze the systematic and unsystematic risks associated with investing in XOMA Corp over a specified time horizon. Remember, high XOMA Corp'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 XOMA Corp's market risk premium analysis include:
Beta 0.92 | Alpha 0.000603 | Risk 2.71 | Sharpe Ratio 0.0276 | Expected Return 0.0747 |
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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.
XOMA |
XOMA Corp Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. XOMA Corp market risk premium is the additional return an investor will receive from holding XOMA Corp 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 XOMA Corp. 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 XOMA Corp's performance over market.| α | 0.0006 | β | 0.92 |
XOMA Corp 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 XOMA Corp's Buy-and-hold return. Our buy-and-hold chart shows how XOMA Corp performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.XOMA Corp Market Price Analysis
Market price analysis indicators help investors to evaluate how XOMA Corp stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading XOMA Corp shares will generate the highest return on investment. By understating and applying XOMA Corp stock market price indicators, traders can identify XOMA Corp position entry and exit signals to maximize returns.
XOMA Corp Return and Market Media
The median price of XOMA Corp for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 28.98 with a coefficient of variation of 5.32. The daily time series for the period is distributed with a sample standard deviation of 1.53, arithmetic mean of 28.8, and mean deviation of 1.26. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Zevras MIPLYFFA Receives Approval from U.S. Food and Drug Administration for Use in Patients with Niemann-Pick Disease Type C | 09/23/2024 |
2 | On The My Stocks Page - Stock Traders Daily | 09/24/2024 |
3 | XOMA Co. Announces Quarterly Dividend of 0.54 | 10/02/2024 |
4 | Investors in XOMA Royalty have seen favorable returns of 72 percent over the past year | 10/21/2024 |
5 | XOMA Royalty Significantly Expands its Royalty and Milestone Portfolio with the Addition of Over 60 Early-Stage Programs from Twist Bioscience | 10/22/2024 |
6 | XOMA Royalty Reports Q3 Loss, Tops Revenue Estimates | 11/07/2024 |
7 | Acquisition by Owen Hughes of 53360 shares of XOMA Corp subject to Rule 16b-3 | 11/11/2024 |
8 | Disposition of 21881 shares by Owen Hughes of XOMA Corp at 29.95 subject to Rule 16b-3 | 11/13/2024 |
9 | Xoma royalty corp CFO Thomas Burns sells shares worth 292,663 | 11/14/2024 |
10 | Twist Bioscience Corporation Among the Best Genomics Stocks to Buy Right Now | 11/19/2024 |
About XOMA Corp 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 XOMA or other stocks. Alpha measures the amount that position in XOMA Corp 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 (projected) | Dividend Yield | 0.0261 | 0.0258 | 0.0178 | Price To Sales Ratio | 34.84 | 44.6 | 54.07 |
XOMA Corp Upcoming Company Events
As portrayed in its financial statements, the presentation of XOMA Corp's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, XOMA Corp's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of XOMA Corp's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of XOMA Corp. Please utilize our Beneish M Score to check the likelihood of XOMA Corp's management manipulating its earnings.
| 14th of March 2024 Upcoming Quarterly Report | View | |
| 14th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 14th 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 XOMA Corp
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Check out XOMA Corp Backtesting, XOMA Corp Valuation, XOMA Corp Correlation, XOMA Corp Hype Analysis, XOMA Corp Volatility, XOMA Corp History and analyze XOMA Corp Performance. For information on how to trade XOMA Stock refer to our How to Trade XOMA Stock guide.You can also try the ETFs module to find actively traded Exchange Traded Funds (ETF) from around the world.
XOMA Corp 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.