Moderna Stock Alpha and Beta Analysis

MRNA
 Stock
  

USD 149.95  7.10  4.97%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Moderna. It also helps investors analyze the systematic and unsystematic risks associated with investing in Moderna over a specified time horizon. Remember, high Moderna'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 Moderna Backtesting, Moderna Valuation, Moderna Correlation, Moderna Hype Analysis, Moderna Volatility, Moderna History and analyze Moderna Performance.
  
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Please note that although Moderna 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, Moderna did 0.15  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 Moderna stock's relative risk over its benchmark. Moderna has a beta of 1.83  . Let's try to break down what Moderna'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, Moderna will likely underperform.
The current year Book Value per Share is expected to grow to 37.87. The current year Enterprise Value over EBIT is expected to grow to 7.55.
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.

Moderna Quarterly Book Value per Share

42.475

Share

Moderna Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Moderna market risk premium is the additional return an investor will receive from holding Moderna 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 Moderna. 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 Moderna's performance over market.
α0.15   β1.83
90 days against DJI

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

Moderna Market Price Analysis

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

Moderna Return and Market Media

The median price of Moderna for the period between Tue, Apr 5, 2022 and Mon, Jul 4, 2022 is 142.81 with a coefficient of variation of 9.64. The daily time series for the period is distributed with a sample standard deviation of 13.93, arithmetic mean of 144.54, and mean deviation of 10.53. The Stock received a lot of media exposure during the period.
 Price Growth (%)  
      Timeline 
1
Bona fide gift to Bancel Stephane of 4000 shares of Moderna ...04/06/2022
2
Financial Statements04/11/2022
3
Exercise or conversion by Andres Juan of 2000 shares of Mode...04/12/2022
4
Exercise or conversion by Hoge Stephen of 10000 shares of Mo...04/14/2022
5
If You Invested 1,000 In Moderna Stock At Its Pandemic Low, ...04/20/2022
6
Moderna exotic insider transaction detected04/22/2022
7
Sale by Hoge Stephen of 1051 shares of Moderna04/26/2022
8
Moderna exotic insider transaction detected04/29/2022
9
Filing05/03/2022
10
EPS Reported05/04/2022
11
Exercise or conversion by Andres Juan of 2000 shares of Mode...05/06/2022
12
Exercise or conversion by Andres Juan of 435 shares of Moder...05/11/2022
13
Moderna exotic insider transaction detected05/12/2022
14
Financial Statements05/13/2022
15
Exercise or conversion by Hoge Stephen of 10000 shares of Mo...05/16/2022
16
Moderna exotic insider transaction detected05/18/2022
17
Moderna exotic insider transaction detected05/20/2022
18
Financial Statements05/24/2022
19
Exercise or conversion by Hoge Stephen of 5000 shares of Mod...05/25/2022
20
Exercise or conversion by Bancel Stephane of 40000 shares of...05/27/2022
21
Exercise or conversion by Andres Juan of 1807 shares of Mode...06/01/2022
22
Sale by Hoge Stephen of 999 shares of Moderna06/02/2022
23
Exercise or conversion by Bancel Stephane of 40000 shares of...06/03/2022
24
Sale by Hoge Stephen of 7431 shares of Moderna06/06/2022
25
Exercise or conversion by Klinger Shannon Thyme of 4554 shar...06/09/2022
26
Exercise or conversion by Andres Juan of 629 shares of Moder...06/10/2022
27
Exercise or conversion by Hoge Stephen of 5000 shares of Mod...06/14/2022
28
Exercise or conversion by Bancel Stephane of 40000 shares of...06/17/2022
29
Acquisition by Burton Paul of 10990 shares of Moderna subjec...06/21/2022
30
Exercise or conversion by Bancel Stephane of 40000 shares of...06/24/2022
31
Exercise or conversion by Hoge Stephen of 5000 shares of Mod...06/27/2022
32
Acquisition by Burton Paul of 6902 shares of Moderna subject...06/28/2022
33
Moderna exotic insider transaction detected06/29/2022
34
Exercise or conversion by Bancel Stephane of 40000 shares of...07/01/2022

About Moderna 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 Moderna 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 (projected)
Calculated Tax Rate7.347.29
Long Term Debt to Equity0.04230.0349

Moderna Upcoming Company Events

As portrayed in its financial statements, the presentation of Moderna's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Moderna's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Moderna's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Moderna. Please utilize our Beneish M Score to check the likelihood of Moderna's management manipulating its earnings.
Upcoming Quarterly Report24th of February 2022
Next Financial Report5th of May 2022
Next Fiscal Quarter End31st of December 2021
Next Fiscal Year End24th of February 2022
Last Quarter Report30th of September 2021
Last Financial Announcement31st of December 2020

Build Portfolio with Moderna

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
Additionally, see Moderna Backtesting, Moderna Valuation, Moderna Correlation, Moderna Hype Analysis, Moderna Volatility, Moderna History and analyze Moderna Performance. Note that the Moderna information on this page should be used as a complementary analysis to other Moderna'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 Portfolio Optimization module to compute new portfolio that will generate highest expected return given your specified tolerance for risk.

Complementary Tools for Moderna Stock analysis

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