Inmune Stock Alpha and Beta Analysis

INMB
 Stock
  

USD 6.65  0.61  10.10%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Inmune Bio. It also helps investors analyze the systematic and unsystematic risks associated with investing in Inmune Bio over a specified time horizon. Remember, high Inmune Bio'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.
Please see Inmune Bio Backtesting, Inmune Bio Valuation, Inmune Bio Correlation, Inmune Bio Hype Analysis, Inmune Bio Volatility, Inmune Bio History and analyze Inmune Bio Performance.
  
Please note that although Inmune Bio 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, Inmune Bio did 0.22  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 Inmune Bio stock's relative risk over its benchmark. Inmune Bio has a beta of 1.60  . Let's try to break down what Inmune's beta means in this case. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Inmune Bio will likely underperform.
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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.

Inmune Bio Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Inmune Bio market risk premium is the additional return an investor will receive from holding Inmune Bio 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 Inmune Bio. 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 Inmune Bio's performance over market.
α-0.22   β1.60
90 days against DJI

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

Inmune Bio Market Price Analysis

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

Inmune Bio Return and Market Media

The median price of Inmune Bio for the period between Fri, Jul 1, 2022 and Thu, Sep 29, 2022 is 8.93 with a coefficient of variation of 11.16. The daily time series for the period is distributed with a sample standard deviation of 0.99, arithmetic mean of 8.85, and mean deviation of 0.78. The Stock received some media coverage during the period.
 Price Growth (%)  
       Timeline  
1
Annovis Bio to Present at the Alzheimers Association Interna...07/14/2022
2
Financial Statements07/25/2022
3
Form 8-K Inmune Bio, Inc. For Jul 27 - StreetInsider.com07/27/2022
4
EPS Reported08/03/2022
5
Financial Statements09/07/2022

About Inmune Bio 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 Inmune or other stocks. Alpha measures the amount that position in Inmune Bio 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.

Inmune Bio Upcoming Company Events

As portrayed in its financial statements, the presentation of Inmune Bio's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Inmune Bio's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Inmune Bio's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Inmune Bio. Please utilize our Beneish M Score to check the likelihood of Inmune Bio's management manipulating its earnings.
Upcoming Quarterly Report3rd of March 2022
Next Financial Report4th of May 2022
Next Fiscal Quarter End31st of December 2021
Next Fiscal Year End3rd of March 2022
Last Quarter Report30th of September 2021
Last Financial Announcement31st of December 2020

Build Portfolio with Inmune Bio

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
Please see Inmune Bio Backtesting, Inmune Bio Valuation, Inmune Bio Correlation, Inmune Bio Hype Analysis, Inmune Bio Volatility, Inmune Bio History and analyze Inmune Bio Performance. You can also try Portfolio Rebalancing module to analyze risk-adjusted returns against different time horizons to find asset-allocation targets.

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