Xencor Inc Stock Alpha and Beta Analysis
| XNCR Stock | USD 26.84 1.24 4.84% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Xencor Inc. It also helps investors analyze the systematic and unsystematic risks associated with investing in Xencor over a specified time horizon. Remember, high Xencor'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 Xencor's market risk premium analysis include:
Beta 2.06 | Alpha 0.48 | Risk 3.7 | Sharpe Ratio 0.22 | Expected Return 0.81 |
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.
Xencor |
Xencor Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Xencor market risk premium is the additional return an investor will receive from holding Xencor 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 Xencor. 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 Xencor's performance over market.| α | 0.48 | β | 2.06 |
Xencor 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 Xencor's Buy-and-hold return. Our buy-and-hold chart shows how Xencor performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Xencor Market Price Analysis
Market price analysis indicators help investors to evaluate how Xencor stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Xencor shares will generate the highest return on investment. By understating and applying Xencor stock market price indicators, traders can identify Xencor position entry and exit signals to maximize returns.
Xencor Return and Market Media
The median price of Xencor for the period between Wed, Sep 4, 2024 and Tue, Dec 3, 2024 is 21.15 with a coefficient of variation of 10.69. The daily time series for the period is distributed with a sample standard deviation of 2.28, arithmetic mean of 21.31, and mean deviation of 1.64. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Xencor, Inc.s 34 percent Share Price Surge Not Quite Adding Up | 09/12/2024 |
2 | Disposition of 68057 shares by John Desjarlais of Xencor at 11.05 subject to Rule 16b-3 | 09/20/2024 |
3 | Wall Street Analysts Predict a 67.2 percent Upside in Xencor Heres What You Should Know | 10/16/2024 |
4 | Acquisition by Gorman Kevin Charles of 5007 shares of Xencor subject to Rule 16b-3 | 11/01/2024 |
5 | Xencor GAAP EPS of -0.71 beats by 0.30, revenue of 10.71M misses by 2.62M | 11/07/2024 |
6 | Disposition of 68684 shares by John Desjarlais of Xencor at 15.69 subject to Rule 16b-3 | 11/11/2024 |
7 | Disposition of 12774 shares by John Desjarlais of Xencor at 15.69 subject to Rule 16b-3 | 11/12/2024 |
8 | Xencors SWOT analysis biotech stock faces pivotal year ahead | 11/13/2024 |
9 | Xencor, Inc. VP John R. Desjarlais Sells 68,684 Shares of Stock | 11/14/2024 |
10 | Wall Street Analysts Believe Xencor Could Rally 53.53 percent Heres is How to Trade | 11/18/2024 |
11 | Stocks Showing Rising Market Leadership Xencor Earns 83 RS Rating | 11/20/2024 |
12 | Disposition of 49278 shares by Bassil Dahiyat of Xencor at 15.69 subject to Rule 16b-3 | 11/21/2024 |
13 | Disposition of 13548 shares by Bassil Dahiyat of Xencor at 15.69 subject to Rule 16b-3 | 11/22/2024 |
14 | Xencor, Inc. CEO Sells 1,186,121.46 in Stock | 11/25/2024 |
15 | Xencor Upgraded by Piper Sandler to Overweight Rating | 12/02/2024 |
About Xencor 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 Xencor or other stocks. Alpha measures the amount that position in Xencor Inc 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) | Graham Number | 20.0 | 15.93 | 22.77 | 23.9 | Receivables Turnover | 4.14 | 5.68 | 14.91 | 14.16 |
Xencor Upcoming Company Events
As portrayed in its financial statements, the presentation of Xencor's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Xencor's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Xencor's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Xencor. Please utilize our Beneish M Score to check the likelihood of Xencor's management manipulating its earnings.
| 22nd of February 2024 Upcoming Quarterly Report | View | |
| 13th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 22nd 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 Xencor Stock Analysis
When running Xencor's price analysis, check to measure Xencor'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 Xencor is operating at the current time. Most of Xencor's value examination focuses on studying past and present price action to predict the probability of Xencor's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Xencor's price. Additionally, you may evaluate how the addition of Xencor to your portfolios can decrease your overall portfolio volatility.