Axogen Inc Stock Alpha and Beta Analysis
| AXGN Stock | USD 13.90 0.17 1.21% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Axogen Inc. It also helps investors analyze the systematic and unsystematic risks associated with investing in Axogen over a specified time horizon. Remember, high Axogen'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 Axogen's market risk premium analysis include:
Beta 1.14 | Alpha 0.0461 | Risk 3.47 | Sharpe Ratio 0.0428 | Expected Return 0.15 |
Enterprise Value |
|
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.
Axogen |
Axogen Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Axogen market risk premium is the additional return an investor will receive from holding Axogen 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 Axogen. 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 Axogen's performance over market.| α | 0.05 | β | 1.14 |
Axogen 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 Axogen's Buy-and-hold return. Our buy-and-hold chart shows how Axogen performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Axogen Market Price Analysis
Market price analysis indicators help investors to evaluate how Axogen stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Axogen shares will generate the highest return on investment. By understating and applying Axogen stock market price indicators, traders can identify Axogen position entry and exit signals to maximize returns.
Axogen Return and Market Media
The median price of Axogen for the period between Sun, Sep 1, 2024 and Sat, Nov 30, 2024 is 13.61 with a coefficient of variation of 4.69. The daily time series for the period is distributed with a sample standard deviation of 0.64, arithmetic mean of 13.64, and mean deviation of 0.54. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Disposition of 11904 shares by Levine Alan M of Axogen subject to Rule 16b-3 | 09/13/2024 |
2 | Abbott Stock Hurt by Macroeconomic Issues FX Headwind | 09/19/2024 |
3 | HYPR Achieves Positive Swoop System Data for ECMO Stock to Rise | 10/02/2024 |
4 | AxoGen Surges 8.2 percent Is This an Indication of Further Gains | 10/14/2024 |
5 | Axogen Inc Stock Price Down 3.7 percent on Oct 17 | 10/17/2024 |
6 | Axogen, Inc. to report third quarter 2024 financial results and host conference call on November 7, 2024 | 10/24/2024 |
7 | AxoGen Q3 2024 Earnings Preview | 11/06/2024 |
8 | Axogen, Inc Reports Third Quarter 2024 Financial Results and Provides BLA Update | 11/07/2024 |
9 | Axogen Inc Q3 2024 Earnings Call Highlights Strong Revenue Growth and Strategic Advancements | 11/08/2024 |
10 | Axogen Inc Shares Down 5.01 percent on Nov 12 | 11/12/2024 |
11 | Peripheral Nerve Injuries Market to Show Remarkable Growth at a CAGR of 6.19 percent by 2034 DelveInsight | 11/18/2024 |
12 | How Much Upside is Left in AxoGen Wall Street Analysts Think 31.18 | 11/25/2024 |
About Axogen 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 Axogen or other stocks. Alpha measures the amount that position in Axogen 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.
| 2023 | 2024 (projected) | Dividend Yield | 1.32 | 1.39 | Price To Sales Ratio | 1.84 | 1.75 |
Axogen Upcoming Company Events
As portrayed in its financial statements, the presentation of Axogen's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Axogen's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Axogen's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Axogen. Please utilize our Beneish M Score to check the likelihood of Axogen's management manipulating its earnings.
| 12th of March 2024 Upcoming Quarterly Report | View | |
| 14th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 12th of March 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with Axogen
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Check out Axogen Backtesting, Axogen Valuation, Axogen Correlation, Axogen Hype Analysis, Axogen Volatility, Axogen History and analyze Axogen Performance. You can also try the Global Markets Map module to get a quick overview of global market snapshot using zoomable world map. Drill down to check world indexes.
Axogen 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.