Immunocellular OTC Stock Alpha and Beta Analysis

IMUC -  USA Stock  

USD 0.56  0.11  16.42%

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Immunocellular Therapeutics. It also helps investors analyze the systematic and unsystematic risks associated with investing in Immunocellular Therapeutics over a specified time horizon. Remember, high Immunocellular Therapeutics' 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.
Please see Immunocellular Therapeutics Backtesting, Immunocellular Therapeutics Valuation, Immunocellular Therapeutics Correlation, Immunocellular Therapeutics Hype Analysis, Immunocellular Therapeutics Volatility, Immunocellular Therapeutics History and analyze Immunocellular Therapeutics Performance.

Immunocellular Beta 

 
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Please note that although Immunocellular Therapeutics 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., DOW index.) So in this particular case, Immunocellular Therapeutics did 1.98  better 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 Immunocellular Therapeutics stock's relative risk over its benchmark. Immunocellular Therapeutics has a beta of 0.51  . Let's try to break down what Immunocellular's beta means in this case. As returns on the market increase, Immunocellular Therapeutics returns are expected to increase less than the market. However, during the bear market, the loss on holding Immunocellular Therapeutics will be expected to be smaller as well.
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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.

Immunocellular Therapeutics Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Immunocellular Therapeutics market risk premium is the additional return an investor will receive from holding Immunocellular Therapeutics 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 Immunocellular Therapeutics. 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 Immunocellular Therapeutics' performance over market.
α1.98   β0.51
90 days against DJI

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

Immunocellular Therapeutics Market Price Analysis

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

Immunocellular Therapeutics Return and Market Media

The median price of Immunocellular Therapeutics for the period between Fri, Jul 30, 2021 and Thu, Oct 28, 2021 is 0.53 with a coefficient of variation of 17.27. The daily time series for the period is distributed with a sample standard deviation of 0.09, arithmetic mean of 0.52, and mean deviation of 0.07. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
      Timeline 
1
Sorrento gains 0.49 percent in Active Trading on August 4 - ...08/04/2021
2
Sorrento falls 0.35 percent in Light Trading on August 17 - ...08/17/2021
3
Sorrento gains 6.95 percent to Close at 8.93 on August 23 - ...08/23/2021
4
Sorrento gains 1.22 percent for August 27 - Equities.com08/27/2021
5
Global Melanocyte Protein PMEL Market PlayersMarket, Industr...09/24/2021
6
Sorrento falls 1.82 percent for October 8 - Equities.com10/08/2021
7
Sorrento gains 5.74 percent to Close at 6.82 on October 25 -...10/25/2021

About Immunocellular Therapeutics 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 equity instruments such as Ford or other stocks, funds, and ETFs. Alpha measures the amount that position in Immunocellular Therapeutics 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.

Immunocellular Therapeutics Upcoming Company Events

As portrayed in its financial statements, the presentation of Immunocellular Therapeutics' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Immunocellular Therapeutics' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Immunocellular Therapeutics' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Immunocellular Therapeutics. Please utilize our Beneish M Score to check the likelihood of Immunocellular Therapeutics' management manipulating its earnings.
Upcoming Quarterly Report29th of March 2017
Next Earnings Report11th of May 2017
Next Fiscal Quarter End31st of December 2016
Next Fiscal Year End29th of March 2017
Last Quarter Report30th of September 2016
Last Earning Announcement31st of December 2015

Build Portfolio with Immunocellular Therapeutics

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Please see Immunocellular Therapeutics Backtesting, Immunocellular Therapeutics Valuation, Immunocellular Therapeutics Correlation, Immunocellular Therapeutics Hype Analysis, Immunocellular Therapeutics Volatility, Immunocellular Therapeutics History and analyze Immunocellular Therapeutics Performance. Note that the Immunocellular Therapeutics information on this page should be used as a complementary analysis to other Immunocellular Therapeutics' 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 Efficient Frontier module to plot and analyze your portfolio and positions against risk-return landscape of the market..

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When running Immunocellular Therapeutics price analysis, check to measure Immunocellular Therapeutics' 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 Immunocellular Therapeutics is operating at the current time. Most of Immunocellular Therapeutics' value examination focuses on studying past and present price action to predict the probability of Immunocellular Therapeutics' future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Immunocellular Therapeutics' price. Additionally, you may evaluate how the addition of Immunocellular Therapeutics to your portfolios can decrease your overall portfolio volatility.
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Immunocellular Therapeutics technical otc 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 Immunocellular Therapeutics technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Immunocellular Therapeutics 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...