Ac Immune Stock Alpha and Beta Analysis
| ACIU Stock | USD 2.68 0.02 0.74% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as AC Immune. It also helps investors analyze the systematic and unsystematic risks associated with investing in AC Immune over a specified time horizon. Remember, high AC Immune'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. Key technical indicators related to AC Immune's market risk premium analysis include:
Beta 0.85 | Alpha (0.42) | Risk 3.47 | Sharpe Ratio (0.12) | Expected Return (0.43) |
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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.
ACIU |
AC Immune Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. AC Immune market risk premium is the additional return an investor will receive from holding AC Immune 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 AC Immune. 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 AC Immune's performance over market.| α | -0.42 | β | 0.85 |
AC Immune 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 AC Immune's Buy-and-hold return. Our buy-and-hold chart shows how AC Immune performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.AC Immune Market Price Analysis
Market price analysis indicators help investors to evaluate how AC Immune stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading AC Immune shares will generate the highest return on investment. By understating and applying AC Immune stock market price indicators, traders can identify AC Immune position entry and exit signals to maximize returns.
AC Immune Return and Market Media
The median price of AC Immune for the period between Sat, Sep 21, 2024 and Fri, Dec 20, 2024 is 3.2 with a coefficient of variation of 7.87. The daily time series for the period is distributed with a sample standard deviation of 0.26, arithmetic mean of 3.25, and mean deviation of 0.2. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | What To Expect From AC Immune SA Q3 2024 Earnings | 10/23/2024 |
2 | AC Immune Q3 Earnings Snapshot | 11/05/2024 |
3 | AC Immune Earns Buy Rating from HC Wainwright | 11/06/2024 |
4 | AC Immunes Active Immunotherapy Shows Antibody Responses In Early Parkinsons Patients | 11/14/2024 |
5 | Redmile Group LLC Has 6.40 Million Stake in AC Immune SA | 12/05/2024 |
6 | AC Immune Reports Interim Safety Data from Phase 1b2 ABATE Trial of ACI-24.060 in Down syndrome | 12/10/2024 |
7 | AC Immune SAs last weeks 11 percent decline must have disappointed retail investors who have a significant stake | 12/19/2024 |
About AC Immune 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 ACIU or other stocks. Alpha measures the amount that position in AC Immune 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 | 2023 | 2024 (projected) | Days Sales Outstanding | 74.21 | 371.04 | 389.59 | PTB Ratio | 1.46 | 2.22 | 2.11 |
AC Immune Upcoming Company Events
As portrayed in its financial statements, the presentation of AC Immune's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, AC Immune's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of AC Immune's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of AC Immune. Please utilize our Beneish M Score to check the likelihood of AC Immune's management manipulating its earnings.
| 21st of March 2024 Upcoming Quarterly Report | View | |
| 26th of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 21st of March 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
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Additional Tools for ACIU Stock Analysis
When running AC Immune's price analysis, check to measure AC Immune'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 AC Immune is operating at the current time. Most of AC Immune's value examination focuses on studying past and present price action to predict the probability of AC Immune's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move AC Immune's price. Additionally, you may evaluate how the addition of AC Immune to your portfolios can decrease your overall portfolio volatility.