Regeneron Pharmaceuticals Stock Alpha and Beta Analysis
| REGN Stock | USD 906.54 0.00 0.00% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Regeneron Pharmaceuticals. It also helps investors analyze the systematic and unsystematic risks associated with investing in Regeneron Pharmaceuticals over a specified time horizon. Remember, high Regeneron Pharmaceuticals' 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 Regeneron Pharmaceuticals' market risk premium analysis include:
Beta 0.88 | Alpha (0.12) | Risk 0.9 | Sharpe Ratio (0.06) | Expected Return (0.05) |
Enterprise Value |
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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.
Regeneron |
Regeneron Pharmaceuticals Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Regeneron Pharmaceuticals market risk premium is the additional return an investor will receive from holding Regeneron Pharmaceuticals 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 Regeneron Pharmaceuticals. 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 Regeneron Pharmaceuticals' performance over market.| α | -0.12 | β | 0.88 |
Regeneron Pharmaceuticals 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 Regeneron Pharmaceuticals' Buy-and-hold return. Our buy-and-hold chart shows how Regeneron Pharmaceuticals performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Regeneron Pharmaceuticals Market Price Analysis
Market price analysis indicators help investors to evaluate how Regeneron Pharmaceuticals stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Regeneron Pharmaceuticals shares will generate the highest return on investment. By understating and applying Regeneron Pharmaceuticals stock market price indicators, traders can identify Regeneron Pharmaceuticals position entry and exit signals to maximize returns.
Regeneron Pharmaceuticals Return and Market Media
The median price of Regeneron Pharmaceuticals for the period between Fri, Jan 26, 2024 and Thu, Apr 25, 2024 is 954.58 with a coefficient of variation of 2.48. The daily time series for the period is distributed with a sample standard deviation of 23.6, arithmetic mean of 949.83, and mean deviation of 17.84. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Disposition of tradable shares by Arthur Ryan of Regeneron Pharmaceuticals at 986.58 subject to Rule 16b-3 | 03/18/2024 |
2 | Disposition of tradable shares by Andrew Murphy of Regeneron Pharmaceuticals at 962.87 subject to Rule 16b-3 | 03/22/2024 |
3 | Checkpoint Inhibitor Refractory Cancer Market 2032 Epidemiology, Treatment, FDA Approvals, Companies by DelveInsight | 03/26/2024 |
4 | 5 Healthcare Stocks to Buy for 2024 | 04/02/2024 |
5 | Regeneron Accused Of Inflating Medicare Reimbursement PM | 04/11/2024 |
6 | Jefferies raises Regeneron shares target on limited impact view | 04/12/2024 |
7 | Regeneron to defend US Justice Departments complaint on drug-pricing manipulation | 04/15/2024 |
8 | Regeneron to defend in Eylea pricing lawsuit | 04/16/2024 |
9 | IMPORTANT INVESTOR ALERT The Schall Law Firm Announces it is Investigating Claims Against Regeneron Pharmaceuticals, Inc. and Encourages Investors with Losses t... | 04/17/2024 |
10 | REGENERON ALERT Bragar Eagel Squire, P.C. is Investigating Regeneron Pharmaceuticals, Inc. on Behalf of Regeneron Stockholders and Encourages Investors to Conta... | 04/18/2024 |
11 | Nykode Therapeutics Initiates Phase 2 Trial of VB10.16 in Second Line HPV16-Positive Cervical Cancer | 04/19/2024 |
12 | Kiniksa Pharmaceuticals Reports First Quarter 2024 Financial Results and Recent Portfolio Execution | 04/23/2024 |
About Regeneron Pharmaceuticals 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 Regeneron or other stocks. Alpha measures the amount that position in Regeneron Pharmaceuticals 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.
| 2023 | 2024 (projected) | Dividend Yield | 0.007409 | 0.007007 | Price To Sales Ratio | 7.14 | 6.79 |
Regeneron Pharmaceuticals Upcoming Company Events
As portrayed in its financial statements, the presentation of Regeneron Pharmaceuticals' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Regeneron Pharmaceuticals' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Regeneron Pharmaceuticals' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Regeneron Pharmaceuticals. Please utilize our Beneish M Score to check the likelihood of Regeneron Pharmaceuticals' management manipulating its earnings.
| 2nd of February 2024 Upcoming Quarterly Report | View | |
| 2nd of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 2nd 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 Regeneron Pharmaceuticals
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 Regeneron Pharmaceuticals Backtesting, Regeneron Pharmaceuticals Valuation, Regeneron Pharmaceuticals Correlation, Regeneron Pharmaceuticals Hype Analysis, Regeneron Pharmaceuticals Volatility, Regeneron Pharmaceuticals History and analyze Regeneron Pharmaceuticals Performance. To learn how to invest in Regeneron Stock, please use our How to Invest in Regeneron Pharmaceuticals guide.Note that the Regeneron Pharmaceuticals information on this page should be used as a complementary analysis to other Regeneron Pharmaceuticals' statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Cryptocurrency Center module to build and monitor diversified portfolio of extremely risky digital assets and cryptocurrency.
Complementary Tools for Regeneron Stock analysis
When running Regeneron Pharmaceuticals' price analysis, check to measure Regeneron Pharmaceuticals' 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 Regeneron Pharmaceuticals is operating at the current time. Most of Regeneron Pharmaceuticals' value examination focuses on studying past and present price action to predict the probability of Regeneron Pharmaceuticals' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Regeneron Pharmaceuticals' price. Additionally, you may evaluate how the addition of Regeneron Pharmaceuticals to your portfolios can decrease your overall portfolio volatility.
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Regeneron Pharmaceuticals 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.