Immatics Nv Stock Alpha and Beta Analysis
| IMTX Stock | USD 7.18 0.09 1.24% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Immatics NV. It also helps investors analyze the systematic and unsystematic risks associated with investing in Immatics over a specified time horizon. Remember, high Immatics' 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 Immatics' market risk premium analysis include:
Beta 0.62 | Alpha (0.87) | Risk 2.87 | Sharpe Ratio (0.27) | Expected Return (0.77) |
Enterprise Value |
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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.
Immatics |
Immatics Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Immatics market risk premium is the additional return an investor will receive from holding Immatics 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 Immatics. 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 Immatics' performance over market.| α | -0.87 | β | 0.62 |
Immatics 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 Immatics' Buy-and-hold return. Our buy-and-hold chart shows how Immatics performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Immatics Market Price Analysis
Market price analysis indicators help investors to evaluate how Immatics stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Immatics shares will generate the highest return on investment. By understating and applying Immatics stock market price indicators, traders can identify Immatics position entry and exit signals to maximize returns.
Immatics Return and Market Media
The median price of Immatics for the period between Wed, Sep 18, 2024 and Tue, Dec 17, 2024 is 9.3 with a coefficient of variation of 16.43. The daily time series for the period is distributed with a sample standard deviation of 1.54, arithmetic mean of 9.37, and mean deviation of 1.22. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Immatics stock falls as it looks to raise 150M via public offering | 10/10/2024 |
2 | Immatics Announces Pricing of 150 Million Public Offering | 10/11/2024 |
3 | Immatics Sees Significant Decrease in Short Interest | 10/16/2024 |
4 | Immatics Short Interest Update | 10/31/2024 |
5 | Analysts Estimate Avidity Biosciences, Inc. to Report a Decline in Earnings What to Look Out for | 11/06/2024 |
6 | Immatics Announces Third Quarter 2024 Financial Results, Busines | 11/18/2024 |
7 | Bank of America Cuts Immatics Price Target to 15.00 | 11/19/2024 |
8 | Immatics FY2024 EPS Forecast Increased by Leerink Partnrs | 11/21/2024 |
About Immatics 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 Immatics or other stocks. Alpha measures the amount that position in Immatics NV 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) | Payables Turnover | 29.1 | 26.53 | Days Of Inventory On Hand | 4.0E-6 | 3.0E-6 |
Immatics Upcoming Company Events
As portrayed in its financial statements, the presentation of Immatics' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Immatics' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Immatics' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Immatics. Please utilize our Beneish M Score to check the likelihood of Immatics' management manipulating its earnings.
| 19th of March 2024 Upcoming Quarterly Report | View | |
| 21st of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 19th 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 Immatics Stock Analysis
When running Immatics' price analysis, check to measure Immatics' 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 Immatics is operating at the current time. Most of Immatics' value examination focuses on studying past and present price action to predict the probability of Immatics' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Immatics' price. Additionally, you may evaluate how the addition of Immatics to your portfolios can decrease your overall portfolio volatility.