Qiagen Nv Stock Alpha and Beta Analysis
| QGEN Stock | USD 41.52 0.37 0.88% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Qiagen NV. It also helps investors analyze the systematic and unsystematic risks associated with investing in Qiagen NV over a specified time horizon. Remember, high Qiagen NV'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 Qiagen NV's market risk premium analysis include:
Beta 1.13 | Alpha (0.21) | Risk 1.42 | Sharpe Ratio (0.06) | Expected Return (0.09) |
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.
Qiagen |
Qiagen NV Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Qiagen NV market risk premium is the additional return an investor will receive from holding Qiagen NV 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 Qiagen NV. 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 Qiagen NV's performance over market.| α | -0.21 | β | 1.13 |
Qiagen NV 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 Qiagen NV's Buy-and-hold return. Our buy-and-hold chart shows how Qiagen NV performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Qiagen NV Market Price Analysis
Market price analysis indicators help investors to evaluate how Qiagen NV stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Qiagen NV shares will generate the highest return on investment. By understating and applying Qiagen NV stock market price indicators, traders can identify Qiagen NV position entry and exit signals to maximize returns.
Qiagen NV Return and Market Media
The median price of Qiagen NV for the period between Thu, Jan 25, 2024 and Wed, Apr 24, 2024 is 43.52 with a coefficient of variation of 3.42. The daily time series for the period is distributed with a sample standard deviation of 1.47, arithmetic mean of 43.01, and mean deviation of 1.16. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Qiagen stock upgraded at Morgan Stanley on valuation | 02/16/2024 |
2 | Surge in Adoption of Accurate Disease Diagnosis in Clinical Diagnostics Harnessing Growth of Multiomic Market | 03/18/2024 |
3 | Global Companion Diagnostic Markets 2024 Bioinformatics Plays a Role, PCR Takes Command, Companion Diagnostics Blurs Diagnosis and Treatment - ResearchAndMarket... | 03/19/2024 |
4 | Molecular Robotics Market Share Analysis, Industry Trends Statistics and 10 Year Growth Forecasts 2019-2029 | 03/21/2024 |
5 | Global Covid-19 Diagnostic Market Research 2024 with Executive and Consultant Guides - ResearchAndMarkets.com | 03/22/2024 |
6 | QIAGEN Unveils QIAstat-Dx Analyzer With Remote Access | 03/26/2024 |
7 | Nucleic Acid Sample Preparation Market 10 Year Forecast 2023-2033 Development and Utilization of More Biobanks in the Healthcare Segment Drives Market Opportuni... | 04/01/2024 |
8 | Global Circulating Tumor Cells Market is Poised to Value USD 19.0 Billion By 2032 CTC Detection Enrichment Methods to Hold Dominance Says Astute Analytica | 04/03/2024 |
9 | Germany stocks mixed at close of trade DAX up 0.41 | 04/15/2024 |
10 | Cervical Dysplasia Market Report 2024 Global Trends, Forecast and Competitive Analysis 2018-2023 and 2024-2030 | 04/22/2024 |
About Qiagen NV 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 Qiagen or other stocks. Alpha measures the amount that position in Qiagen 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.
| 2021 | 2023 | 2024 (projected) | Dividend Yield | 0.002303 | 0.002649 | 0.002516 | Price To Sales Ratio | 5.46 | 5.04 | 6.94 |
Qiagen NV Upcoming Company Events
As portrayed in its financial statements, the presentation of Qiagen NV's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Qiagen NV's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Qiagen NV's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Qiagen NV. Please utilize our Beneish M Score to check the likelihood of Qiagen NV's management manipulating its earnings.
| 6th of February 2024 Upcoming Quarterly Report | View | |
| 1st of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 6th 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 Qiagen NV
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 Qiagen NV Backtesting, Qiagen NV Valuation, Qiagen NV Correlation, Qiagen NV Hype Analysis, Qiagen NV Volatility, Qiagen NV History and analyze Qiagen NV Performance. To learn how to invest in Qiagen Stock, please use our How to Invest in Qiagen NV guide.Note that the Qiagen NV information on this page should be used as a complementary analysis to other Qiagen NV's 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 Portfolio Optimization module to compute new portfolio that will generate highest expected return given your specified tolerance for risk.
Complementary Tools for Qiagen Stock analysis
When running Qiagen NV's price analysis, check to measure Qiagen NV's 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 Qiagen NV is operating at the current time. Most of Qiagen NV's value examination focuses on studying past and present price action to predict the probability of Qiagen NV's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Qiagen NV's price. Additionally, you may evaluate how the addition of Qiagen NV to your portfolios can decrease your overall portfolio volatility.
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Qiagen NV 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.