Repligen Stock Alpha and Beta Analysis

RGEN
 Stock
  

USD 246.27  1.42  0.58%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Repligen Cp. It also helps investors analyze the systematic and unsystematic risks associated with investing in Repligen over a specified time horizon. Remember, high Repligen'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, take a look at Repligen Backtesting, Repligen Valuation, Repligen Correlation, Repligen Hype Analysis, Repligen Volatility, Repligen History and analyze Repligen Performance.
  
Please note that although Repligen 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, Repligen did 0.74  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 Repligen Cp stock's relative risk over its benchmark. Repligen Cp has a beta of 1.69  . Let's try to break down what Repligen'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, Repligen will likely underperform.
Repligen 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 193.78 Million.
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

950.58 Million

Repligen Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Repligen market risk premium is the additional return an investor will receive from holding Repligen 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 Repligen. 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 Repligen's performance over market.
α0.74   β1.69
90 days against DJI

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

Repligen Market Price Analysis

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

Repligen Return and Market Media

The median price of Repligen for the period between Thu, May 12, 2022 and Wed, Aug 10, 2022 is 165.4 with a coefficient of variation of 16.84. The daily time series for the period is distributed with a sample standard deviation of 29.02, arithmetic mean of 172.33, and mean deviation of 21.53. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
       Timeline  
1
Payment of 335 shares by Gebski Christine of Repligen subjec...05/17/2022
2
Sale by Karen Dawes of 742 shares of Repligen05/26/2022
3
Acquisition by Mhatre Rohin of 2920 shares of Repligen subje...05/31/2022
4
Acquisition by Anthony Hunt of 20307 shares of Repligen subj...06/10/2022
5
EPS Estimate06/30/2022
6
Is bluebird bio Inc Stock at the Top of the Biotechnology In...07/08/2022
7
Exercise or conversion by Anthony Hunt of 15154 shares of Re...07/22/2022
8
CytomX Therapeutics Inc Up 3.50 percent in Premarket Trading...08/01/2022
9
EPS Reported08/02/2022
10
Exercise or conversion by Bylund James of 2000 shares of Rep...08/04/2022
11
Sale by Gebski Christine of 3357 shares of Repligen08/05/2022

About Repligen 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 Repligen Cp 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)
Long Term Debt to Equity0.250.32
Interest Coverage13.1513.5

Repligen Upcoming Company Events

As portrayed in its financial statements, the presentation of Repligen's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Repligen's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Repligen's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Repligen. Please utilize our Beneish M Score to check the likelihood of Repligen's management manipulating its earnings.
Upcoming Quarterly Report23rd of February 2022
Next Financial Report3rd of May 2022
Next Fiscal Quarter End31st of December 2021
Next Fiscal Year End23rd of February 2022
Last Quarter Report30th of September 2021
Last Financial Announcement31st of December 2020

Build Portfolio with Repligen

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, take a look at Repligen Backtesting, Repligen Valuation, Repligen Correlation, Repligen Hype Analysis, Repligen Volatility, Repligen History and analyze Repligen Performance. Note that the Repligen Cp information on this page should be used as a complementary analysis to other Repligen'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 Anywhere module to track or share privately all of your investments from the convenience of any device.

Complementary Tools for Repligen Stock analysis

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