Mersana Therapeutics Stock Alpha and Beta Analysis
| MRSN Stock | USD 2.28 0.09 4.11% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Mersana Therapeutics. It also helps investors analyze the systematic and unsystematic risks associated with investing in Mersana Therapeutics over a specified time horizon. Remember, high Mersana Therapeutics' 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 Mersana Therapeutics' market risk premium analysis include:
Beta 4.06 | Alpha 0.33 | Risk 6.59 | Sharpe Ratio 0.14 | Expected Return 0.92 |
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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.
Mersana |
Mersana Therapeutics Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Mersana Therapeutics market risk premium is the additional return an investor will receive from holding Mersana Therapeutics 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 Mersana Therapeutics. 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 Mersana Therapeutics' performance over market.| α | 0.33 | β | 4.06 |
Mersana Therapeutics 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 Mersana Therapeutics' Buy-and-hold return. Our buy-and-hold chart shows how Mersana Therapeutics performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Mersana Therapeutics Market Price Analysis
Market price analysis indicators help investors to evaluate how Mersana Therapeutics stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Mersana Therapeutics shares will generate the highest return on investment. By understating and applying Mersana Therapeutics stock market price indicators, traders can identify Mersana Therapeutics position entry and exit signals to maximize returns.
Mersana Therapeutics Return and Market Media
The median price of Mersana Therapeutics for the period between Mon, Sep 2, 2024 and Sun, Dec 1, 2024 is 2.01 with a coefficient of variation of 14.05. The daily time series for the period is distributed with a sample standard deviation of 0.28, arithmetic mean of 1.99, and mean deviation of 0.21. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Acquisition by Huber Martin H. Jr. of 166750 shares of Mersana Therapeutics subject to Rule 16b-3 | 09/11/2024 |
2 | Disposition of 50423 shares by Huber Martin H. Jr. of Mersana Therapeutics at 1.76 subject to Rule 16b-3 | 09/12/2024 |
3 | Business coaching startup gets 22.5M, plans to hire | 09/13/2024 |
4 | Mersana Therapeutics, Inc. Receives 6.00 Average PT from Analysts | 09/24/2024 |
5 | Acquisition by Alleva Lawrence M of 9615 shares of Mersana Therapeutics at 1.83 subject to Rule 16b-3 | 10/01/2024 |
6 | Disposition of 8089 shares by Timothy Lowinger of Mersana Therapeutics at 2.0 subject to Rule 16b-3 | 10/02/2024 |
7 | Disposition of 5598 shares by Timothy Lowinger of Mersana Therapeutics at 1.96 subject to Rule 16b-3 | 10/03/2024 |
8 | Mersana Therapeutics exec sells over 27k in company stock | 10/07/2024 |
9 | Disposition of 6250 shares by Mohan Bala of Mersana Therapeutics subject to Rule 16b-3 | 10/25/2024 |
10 | Disposition of 1884 shares by Mohan Bala of Mersana Therapeutics at 1.9 subject to Rule 16b-3 | 10/28/2024 |
11 | Disposition of 8089 shares by Brian DeSchuytner of Mersana Therapeutics at 2.0 subject to Rule 16b-3 | 11/01/2024 |
12 | Is Mersana Therapeutics Using Debt Sensibly | 11/08/2024 |
13 | Mersana Therapeutics Q3 2024 Earnings EPS Loss of 0. ... | 11/13/2024 |
14 | Mersana Therapeutics, Inc. Q3 2024 Earnings Call Transcript | 11/14/2024 |
15 | Acquisition by Mohan Bala of 58333 shares of Mersana Therapeutics subject to Rule 16b-3 | 11/15/2024 |
About Mersana Therapeutics 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 Mersana or other stocks. Alpha measures the amount that position in Mersana Therapeutics 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 | 2023 | 2024 (projected) | Current Ratio | 3.97 | 3.49 | 3.36 | 2.94 | Net Debt To EBITDA | 0.83 | 1.22 | 0.85 | 0.81 |
Mersana Therapeutics Upcoming Company Events
As portrayed in its financial statements, the presentation of Mersana Therapeutics' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Mersana Therapeutics' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Mersana Therapeutics' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Mersana Therapeutics. Please utilize our Beneish M Score to check the likelihood of Mersana Therapeutics' management manipulating its earnings.
| 27th of February 2024 Upcoming Quarterly Report | View | |
| 14th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 27th of February 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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Check out Mersana Therapeutics Backtesting, Mersana Therapeutics Valuation, Mersana Therapeutics Correlation, Mersana Therapeutics Hype Analysis, Mersana Therapeutics Volatility, Mersana Therapeutics History and analyze Mersana Therapeutics Performance. To learn how to invest in Mersana Stock, please use our How to Invest in Mersana Therapeutics guide.You can also try the Commodity Channel module to use Commodity Channel Index to analyze current equity momentum.
Mersana Therapeutics 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.