Invivyd Stock Alpha and Beta Analysis
IVVD Stock | USD 0.58 0.01 1.75% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Invivyd. It also helps investors analyze the systematic and unsystematic risks associated with investing in Invivyd over a specified time horizon. Remember, high Invivyd'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 Invivyd's market risk premium analysis include:
Beta 3.6 | Alpha (0.85) | Risk 6.63 | Sharpe Ratio (0.07) | Expected Return (0.47) |
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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.
Invivyd |
Invivyd Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Invivyd market risk premium is the additional return an investor will receive from holding Invivyd 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 Invivyd. 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 Invivyd's performance over market.α | -0.85 | β | 3.60 |
Invivyd 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 Invivyd's Buy-and-hold return. Our buy-and-hold chart shows how Invivyd performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Invivyd Market Price Analysis
Market price analysis indicators help investors to evaluate how Invivyd stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Invivyd shares will generate the highest return on investment. By understating and applying Invivyd stock market price indicators, traders can identify Invivyd position entry and exit signals to maximize returns.
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Invivyd Return and Market Media
The median price of Invivyd for the period between Sat, Sep 7, 2024 and Fri, Dec 6, 2024 is 0.95 with a coefficient of variation of 16.95. The daily time series for the period is distributed with a sample standard deviation of 0.16, arithmetic mean of 0.93, and mean deviation of 0.12. The Stock received a lot of media exposure during the period. Price Growth (%) |
Timeline |
1 | Invivyd at the Ready for Upcoming Respiratory Virus Season with PEMGARDA to Help Protect Vulnerable Immunocompromised Persons from COVID-19 | 09/12/2024 |
2 | Invivyd Provides Detailed Virology Data and Analysis of SARS-CoV-2 Structural Biology Predicting Anticipated Neutralization Activity for PEMGARDA | 09/23/2024 |
3 | Invivyd Announces U.S. FDA Has Updated the PEMGARDA EUA Fact Sheet with Accurate SARS-CoV-2 Variant Susceptibility and PEMGARDA Activity Data | 10/01/2024 |
4 | Invivyd Reports Preliminary Third Quarter 2024 Results, Withdraws Prior Financial Guidance, and Targets Near-Term Profitability | 10/29/2024 |
5 | Invivyd to Participate in the Guggenheim Securities Healthcare Innovation Conference | 11/06/2024 |
6 | Acquisition by Meanwell Clive of 50000 shares of Invivyd at 1.7 subject to Rule 16b-3 | 11/13/2024 |
7 | Invivyd Inc Q3 2024 Earnings GAAP EPS of -0. ... | 11/14/2024 |
8 | Invivyd, Inc. Q3 2024 Earnings Call Transcript | 11/15/2024 |
9 | Invivyd price target lowered to 10 from 15 at H.C. Wainwright - TipRanks | 11/20/2024 |
10 | Invivyd announces board member resignation | 12/02/2024 |
About Invivyd 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 Invivyd or other stocks. Alpha measures the amount that position in Invivyd 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 | 2022 | 2023 | 2024 (projected) | Current Ratio | 9.94 | 15.06 | 4.47 | 4.25 | Net Debt To EBITDA | 2.39 | 0.36 | 1.01 | 1.52 |
Invivyd Upcoming Company Events
As portrayed in its financial statements, the presentation of Invivyd's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Invivyd's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Invivyd's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Invivyd. Please utilize our Beneish M Score to check the likelihood of Invivyd's management manipulating its earnings.
28th of March 2024 Upcoming Quarterly Report | View | |
9th of May 2024 Next Financial Report | View | |
31st of December 2023 Next Fiscal Quarter End | View | |
28th 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 Invivyd
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 Invivyd Backtesting, Invivyd Valuation, Invivyd Correlation, Invivyd Hype Analysis, Invivyd Volatility, Invivyd History and analyze Invivyd Performance. For information on how to trade Invivyd Stock refer to our How to Trade Invivyd Stock guide.You can also try the Odds Of Bankruptcy module to get analysis of equity chance of financial distress in the next 2 years.
Invivyd 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.