Amgen Inc Stock Alpha and Beta Analysis
| AMGN Stock | USD 317.17 3.46 1.10% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Amgen Inc. It also helps investors analyze the systematic and unsystematic risks associated with investing in Amgen over a specified time horizon. Remember, high Amgen'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 Amgen's market risk premium analysis include:
Beta 0.52 | Alpha 0.28 | Risk 1.53 | Sharpe Ratio 0.2 | Expected Return 0.3 |
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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.
Amgen |
Amgen Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Amgen market risk premium is the additional return an investor will receive from holding Amgen 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 Amgen. 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 Amgen's performance over market.| α | 0.28 | β | 0.52 |
Amgen 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 Amgen's Buy-and-hold return. Our buy-and-hold chart shows how Amgen performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Amgen Market Price Analysis
Market price analysis indicators help investors to evaluate how Amgen stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Amgen shares will generate the highest return on investment. By understating and applying Amgen stock market price indicators, traders can identify Amgen position entry and exit signals to maximize returns.
Amgen Return and Market Media
The median price of Amgen for the period between Tue, Dec 17, 2024 and Mon, Mar 17, 2025 is 279.42 with a coefficient of variation of 7.41. The daily time series for the period is distributed with a sample standard deviation of 21.0, arithmetic mean of 283.59, and mean deviation of 18.4. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Research Analysts Set Expectations for Amgen Q1 Earnings | 02/27/2025 |
2 | Are You a Value Investor This 1 Stock Could Be the Perfect Pick | 03/03/2025 |
| Amgen dividend paid on 7th of March 2025 | 03/07/2025 |
4 | Dow Jones Industrial Average resumes decline as sentiment withers | 03/10/2025 |
5 | Registration Open for 14th Annual Prevent Blindness Focus on Eye Health Summit, With Theme of Perspectives in Vison | 03/11/2025 |
6 | Amgens Options A Look at What the Big Money is Thinking | 03/12/2025 |
7 | Is Amgen Inc. the Best Pharma Stock to Buy According to Hedge Funds | 03/13/2025 |
8 | Regeneron falls after appeals court ruling in Eylea case | 03/14/2025 |
About Amgen 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 Amgen or other stocks. Alpha measures the amount that position in Amgen 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.
| 2022 | 2023 | 2024 | 2025 (projected) | Dividend Yield | 0.0297 | 0.0296 | 0.0266 | 0.0185 | Price To Sales Ratio | 5.37 | 5.47 | 4.22 | 4.01 |
Amgen Upcoming Company Events
As portrayed in its financial statements, the presentation of Amgen's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Amgen's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Amgen's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Amgen. Please utilize our Beneish M Score to check the likelihood of Amgen's management manipulating its earnings.
| 6th of February 2024 Upcoming Quarterly Report | View | |
| 25th of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 6th 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 Amgen Backtesting, Amgen Valuation, Amgen Correlation, Amgen Hype Analysis, Amgen Volatility, Amgen History and analyze Amgen Performance. You can also try the Options Analysis module to analyze and evaluate options and option chains as a potential hedge for your portfolios.
Amgen 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.