Immatics Stock Alpha and Beta Analysis

IMTX Stock  USD 10.79  0.79  6.82%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Immatics NV. It also helps investors analyze the systematic and unsystematic risks associated with investing in Immatics over a specified time horizon. Remember, high Immatics' 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.
Sharpe Ratio
Expected Return
Please note that although Immatics alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., NYSE Composite index.) So in this particular case, Immatics did 0.05  worse than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Immatics NV stock's relative risk over its benchmark. Immatics NV has a beta of 0.58  . As returns on the market increase, Immatics returns are expected to increase less than the market. However, during the bear market, the loss on holding Immatics will be expected to be smaller as well. Immatics Book Value per Share is fairly stable at the moment as compared to the past year. Immatics reported Book Value per Share of 3.25 in 2022. Enterprise Value over EBIT is likely to rise to 10.79 in 2023, whereas Tangible Assets Book Value per Share are likely to drop 5.58 in 2023.

Immatics Quarterly Book Value per Share


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.
Check out Immatics Backtesting, Immatics Valuation, Immatics Correlation, Immatics Hype Analysis, Immatics Volatility, Immatics History and analyze Immatics Performance.

Immatics Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Immatics market risk premium is the additional return an investor will receive from holding Immatics 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 Immatics. 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 Immatics' performance over market.
α-0.05   β0.58

Immatics 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 Immatics' Buy-and-hold return. Our buy-and-hold chart shows how Immatics performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Immatics Market Price Analysis

Market price analysis indicators help investors to evaluate how Immatics stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Immatics shares will generate the highest return on investment. By understating and applying Immatics stock market price indicators, traders can identify Immatics position entry and exit signals to maximize returns.

Immatics Return and Market Media

The median price of Immatics for the period between Wed, Jul 5, 2023 and Tue, Oct 3, 2023 is 11.96 with a coefficient of variation of 3.66. The daily time series for the period is distributed with a sample standard deviation of 0.44, arithmetic mean of 11.91, and mean deviation of 0.35. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
Immatics Announces 35 Million Equity Investment from Bristol...
Immatics beginnt klinische Phase-12-Studie zur Untersuchung ...
Unclassified Event
EPS Reported
How Much Upside is Left in Immatics Wall Street Analysts Thi...
Mainz Biomed Paves The Way For Early Colorectal Cancer Diagn...

About Immatics 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 Immatics or other stocks. Alpha measures the amount that position in Immatics NV 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.

Immatics Upcoming Company Events

As portrayed in its financial statements, the presentation of Immatics' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Immatics' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Immatics' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Immatics. Please utilize our Beneish M Score to check the likelihood of Immatics' management manipulating its earnings.
16th of November 2023
Upcoming Quarterly Report
19th of March 2024
Next Financial Report
30th of September 2023
Next Fiscal Quarter End
19th of March 2024
Next Fiscal Year End
30th of June 2023
Last Quarter Report
31st of December 2022
Last Financial Announcement

Build Portfolio with Immatics

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.

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By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
Check out Immatics Backtesting, Immatics Valuation, Immatics Correlation, Immatics Hype Analysis, Immatics Volatility, Immatics History and analyze Immatics Performance. You can also try the Stock Screener module to find equities using a custom stock filter or screen asymmetry in trading patterns, price, volume, or investment outlook..

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When running Immatics' price analysis, check to measure Immatics' 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 Immatics is operating at the current time. Most of Immatics' value examination focuses on studying past and present price action to predict the probability of Immatics' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Immatics' price. Additionally, you may evaluate how the addition of Immatics to your portfolios can decrease your overall portfolio volatility.
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Immatics 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.
A focus of Immatics technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Immatics trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...