Regeneron Stock Alpha and Beta Analysis


USD 613.61  1.35  0.22%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Regeneron Pharmaceuticals. It also helps investors analyze the systematic and unsystematic risks associated with investing in Regeneron Pharmaceuticals over a specified time horizon. Remember, high Regeneron Pharmaceuticals' 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, take a look at Regeneron Pharmaceuticals Backtesting, Regeneron Pharmaceuticals Valuation, Regeneron Pharmaceuticals Correlation, Regeneron Pharmaceuticals Hype Analysis, Regeneron Pharmaceuticals Volatility, Regeneron Pharmaceuticals History and analyze Regeneron Pharmaceuticals Performance.
Please note that although Regeneron Pharmaceuticals 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, Regeneron Pharmaceuticals did 0.09  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 Regeneron Pharmaceuticals stock's relative risk over its benchmark. Regeneron Pharmaceuticals has a beta of 0.78  . Let's try to break down what Regeneron's beta means in this case. As returns on the market increase, Regeneron Pharmaceuticals returns are expected to increase less than the market. However, during the bear market, the loss on holding Regeneron Pharmaceuticals will be expected to be smaller as well.
Regeneron Pharmaceuticals Tangible Asset Value is quite stable at the moment as compared to the past year. The company's current Tangible Asset Value is estimated at 6.77 Billion.
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.

Enterprise Value

37.07 Billion

Regeneron Pharmaceuticals Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Regeneron Pharmaceuticals market risk premium is the additional return an investor will receive from holding Regeneron Pharmaceuticals 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 Regeneron Pharmaceuticals. 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 Regeneron Pharmaceuticals' performance over market.
α-0.09   β0.78
90 days against DJI

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

Regeneron Pharmaceuticals Market Price Analysis

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

Regeneron Pharmaceuticals Return and Market Media

The median price of Regeneron Pharmaceuticals for the period between Mon, May 9, 2022 and Sun, Aug 7, 2022 is 607.54 with a coefficient of variation of 5.81. The daily time series for the period is distributed with a sample standard deviation of 35.65, arithmetic mean of 613.34, and mean deviation of 28.18. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
Sale by Murphy Andrew J of 352 shares of Regeneron Pharmaceu...05/17/2022
Sale by Murphy Andrew J of tradable shares of Regeneron Phar...05/19/2022
Regeneron Completes Acquisition of Checkmate Pharmaceuticals...05/31/2022
Exercise or conversion by Marion McCourt of 1100 shares of R...06/03/2022
Sanofi and Regeneron score pediatric nod for Dupixent, satis...06/08/2022
Regeneron Pharmaceuticals Inc. stock underperforms Wednesday...06/22/2022
EPS Estimate06/30/2022
Exercise or conversion by Marion McCourt of 1100 shares of R...07/05/2022
7 Moonshot Investments Upending a 10 Trillion Industry - Nas...07/08/2022
MIT timed drug release tech opens door to self-boosting vacc...07/18/2022
Bellecapital International Ltd - GuruFocus.com07/27/2022
Exercise or conversion by Marion McCourt of 1100 shares of R...08/02/2022
EPS Reported08/03/2022
Phio Pharmaceuticals versus Regeneron Pharmaceuticals Critic...08/04/2022

About Regeneron Pharmaceuticals 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 Regeneron Pharmaceuticals 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.
 2020 2021 2022 (projected)
Receivables Turnover2.923.33.38
PPandE Turnover2.774.793.8

Regeneron Pharmaceuticals Upcoming Company Events

As portrayed in its financial statements, the presentation of Regeneron Pharmaceuticals' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Regeneron Pharmaceuticals' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Regeneron Pharmaceuticals' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Regeneron Pharmaceuticals. Please utilize our Beneish M Score to check the likelihood of Regeneron Pharmaceuticals' management manipulating its earnings.
Upcoming Quarterly Report4th of February 2022
Next Financial Report5th of May 2022
Next Fiscal Quarter End31st of December 2021
Next Fiscal Year End4th of February 2022
Last Quarter Report30th of September 2021
Last Financial Announcement31st of December 2020

Build Portfolio with Regeneron Pharmaceuticals

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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, take a look at Regeneron Pharmaceuticals Backtesting, Regeneron Pharmaceuticals Valuation, Regeneron Pharmaceuticals Correlation, Regeneron Pharmaceuticals Hype Analysis, Regeneron Pharmaceuticals Volatility, Regeneron Pharmaceuticals History and analyze Regeneron Pharmaceuticals Performance. Note that the Regeneron Pharmaceuticals information on this page should be used as a complementary analysis to other Regeneron Pharmaceuticals' 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 Volatility Analysis module to get historical volatility and risk analysis based on latest market data.

Complementary Tools for Regeneron Stock analysis

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