Merus Bv Stock Alpha and Beta Analysis
| MRUS Stock | USD 44.84 0.13 0.29% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Merus BV. It also helps investors analyze the systematic and unsystematic risks associated with investing in Merus BV over a specified time horizon. Remember, high Merus BV'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 Merus BV's market risk premium analysis include:
Beta 1.12 | Alpha (0.35) | Risk 2.1 | Sharpe Ratio (0.08) | Expected Return (0.16) |
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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.
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Merus BV Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Merus BV market risk premium is the additional return an investor will receive from holding Merus BV 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 Merus BV. 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 Merus BV's performance over market.| α | -0.35 | β | 1.12 |
Merus BV 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 Merus BV's Buy-and-hold return. Our buy-and-hold chart shows how Merus BV performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Merus BV Market Price Analysis
Market price analysis indicators help investors to evaluate how Merus BV stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Merus BV shares will generate the highest return on investment. By understating and applying Merus BV stock market price indicators, traders can identify Merus BV position entry and exit signals to maximize returns.
Merus BV Return and Market Media
The median price of Merus BV for the period between Mon, Sep 2, 2024 and Sun, Dec 1, 2024 is 50.48 with a coefficient of variation of 5.48. The daily time series for the period is distributed with a sample standard deviation of 2.75, arithmetic mean of 50.08, and mean deviation of 2.08. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Merus PT Raised to 111.00 | 10/04/2024 |
2 | Disposition of 7300 shares by Harry Shuman of Merus BV at 57.84 subject to Rule 16b-3 | 11/04/2024 |
3 | Merus stock slips as FDA delays drug review | 11/05/2024 |
4 | Merus annonce sa participation aux prochaines journes Investisseurs | 11/07/2024 |
5 | FMR LLC Bolsters Stake in Merus NV | 11/13/2024 |
6 | Commodore Capital LP Bolsters Stake in Merus NV | 11/15/2024 |
7 | Merus stock a buy for Goldman, driven by petos market potential in HNSCC | 11/21/2024 |
About Merus BV 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 Merus or other stocks. Alpha measures the amount that position in Merus BV 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) | Net Debt To EBITDA | 3.06 | 0.91 | 1.29 | 1.74 | Intangibles To Total Assets | 0.00514 | 0.005179 | 0.003952 | 0.003754 |
Merus BV Upcoming Company Events
As portrayed in its financial statements, the presentation of Merus BV's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Merus BV's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Merus BV's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Merus BV. Please utilize our Beneish M Score to check the likelihood of Merus BV's management manipulating its earnings.
| 27th of February 2024 Upcoming Quarterly Report | View | |
| 2nd 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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Additional Tools for Merus Stock Analysis
When running Merus BV's price analysis, check to measure Merus BV'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 Merus BV is operating at the current time. Most of Merus BV's value examination focuses on studying past and present price action to predict the probability of Merus BV's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Merus BV's price. Additionally, you may evaluate how the addition of Merus BV to your portfolios can decrease your overall portfolio volatility.