Lipocine Stock Alpha and Beta Analysis

LPCN -  USA Stock  

USD 1.01  0.04  3.81%

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

Lipocine Beta 

Please note that although Lipocine 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, Lipocine did 0.32  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 Lipocine stock's relative risk over its benchmark. Lipocine has a beta of 0.85  . Let's try to break down what Lipocine's beta means in this case. As returns on the market increase, Lipocine returns are expected to increase less than the market. However, during the bear market, the loss on holding Lipocine will be expected to be smaller as well.
Lipocine Book Value per Share is quite stable at the moment as compared to the past year. The company's current value of Book Value per Share is estimated at 0.28. Tangible Assets Book Value per Share is expected to rise to 0.47 this year, although Enterprise Value over EBIT will most likely fall to (4.96) .
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.

Lipocine Quarterly Book Value per Share


Lipocine Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Lipocine market risk premium is the additional return an investor will receive from holding Lipocine 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 Lipocine. 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 Lipocine's performance over market.
α-0.32   β0.85
90 days against DJI

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

Lipocine Market Price Analysis

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

Lipocine Return and Market Media

The median price of Lipocine for the period between Sun, Sep 5, 2021 and Sat, Dec 4, 2021 is 1.11 with a coefficient of variation of 6.3. The daily time series for the period is distributed with a sample standard deviation of 0.07, arithmetic mean of 1.12, and mean deviation of 0.06. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
Financial Statements09/10/2021
Financial Statements09/13/2021
Is Lipocine Using Debt Sensibly - Simply Wall St09/14/2021
Lipocine falls 1.79 percent to Close at 1.10 on September 24...09/24/2021
Financial Statements09/28/2021
EPS Estimate09/30/2021
Lipocine falls 1.89 percent on Moderate Volume October 4 - E...10/04/2021
Financial Statements10/12/2021
Lipocine falls 0.88 percent to Close at 1.13 on October 15 -...10/15/2021
Financial Statements10/18/2021
Lipocine falls 1.74 percent on Moderate Volume October 20 - ...10/20/2021
Lipocine gains 1.96 percent to Close at 1.04 on October 29 -...10/29/2021
Financial Statements11/01/2021
Financial Statements11/04/2021
Financial Statements11/09/2021
EPS Reported11/10/2021
Purchase by Mahesh Patel of 25000 shares of Lipocine11/18/2021

About Lipocine 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 Lipocine 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.
 2010 2019 2020 2021 (projected)
PPandE Turnover9.114.6313.1711.93
Long Term Debt to Equity0.730.610.70.76

Lipocine Upcoming Company Events

As portrayed in its financial statements, the presentation of Lipocine's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Lipocine's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Lipocine's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Lipocine. Please utilize our Beneish M Score to check the likelihood of Lipocine's management manipulating its earnings.
Upcoming Quarterly Report10th of March 2022
Next Earnings Report5th of May 2022
Next Fiscal Quarter End31st of December 2021
Next Fiscal Year End10th of March 2022
Last Quarter Report30th of September 2021
Last Earning Announcement31st of December 2020

Build Portfolio with Lipocine

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

Fix your portfolio
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
Additionally, see Lipocine Backtesting, Lipocine Valuation, Lipocine Correlation, Lipocine Hype Analysis, Lipocine Volatility, Lipocine History and analyze Lipocine Performance. Note that the Lipocine information on this page should be used as a complementary analysis to other Lipocine'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 ETF Directory module to find actively traded Exchange Traded Funds (ETF) from around the world.

Complementary Tools for Lipocine Stock analysis

When running Lipocine price analysis, check to measure Lipocine'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 Lipocine is operating at the current time. Most of Lipocine's value examination focuses on studying past and present price action to predict the probability of Lipocine's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Lipocine's price. Additionally, you may evaluate how the addition of Lipocine to your portfolios can decrease your overall portfolio volatility.
Portfolio Backtesting
Avoid under-diversification and over-optimization by backtesting your portfolios
Pattern Recognition
Use different Pattern Recognition models to time the market across multiple global exchanges
Price Exposure Probability
Analyze equity upside and downside potential for a given time horizon across multiple markets
Equity Valuation
Check real value of public entities based on technical and fundamental data
Performance Analysis
Check effects of mean-variance optimization against your current asset allocation
Fundamentals Comparison
Compare fundamentals across multiple equities to find investing opportunities
Technical Analysis
Check basic technical indicators and analysis based on most latest market data
Portfolio Diagnostics
Use generated alerts and portfolio events aggregator to diagnose current holdings
Insider Screener
Find insiders across different sectors to evaluate their impact on performance
Lipocine 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 Lipocine technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Lipocine 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...