Sanofi Adr Stock Alpha and Beta Analysis
| SNY Stock | USD 47.96 0.53 1.09% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Sanofi ADR. It also helps investors analyze the systematic and unsystematic risks associated with investing in Sanofi ADR over a specified time horizon. Remember, high Sanofi ADR'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 Sanofi ADR's market risk premium analysis include:
Beta 0.0306 | Alpha (0.23) | Risk 1.17 | Sharpe Ratio (0.24) | Expected Return (0.28) |
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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.
Sanofi |
Sanofi ADR Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Sanofi ADR market risk premium is the additional return an investor will receive from holding Sanofi ADR 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 Sanofi ADR. 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 Sanofi ADR's performance over market.| α | -0.23 | β | 0.03 |
Sanofi ADR 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 Sanofi ADR's Buy-and-hold return. Our buy-and-hold chart shows how Sanofi ADR performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Sanofi ADR Market Price Analysis
Market price analysis indicators help investors to evaluate how Sanofi ADR stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Sanofi ADR shares will generate the highest return on investment. By understating and applying Sanofi ADR stock market price indicators, traders can identify Sanofi ADR position entry and exit signals to maximize returns.
Sanofi ADR Return and Market Media
The median price of Sanofi ADR for the period between Tue, Sep 3, 2024 and Mon, Dec 2, 2024 is 54.85 with a coefficient of variation of 6.29. The daily time series for the period is distributed with a sample standard deviation of 3.4, arithmetic mean of 54.05, and mean deviation of 2.84. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Bristol-Myers Squibb Leads Biopharma Recovery With Almost 25 percent Growth In Market Cap, But Novo Nordisk And Lilly Suffer Market Setbacks | 11/08/2024 |
2 | Sanofi Partners With Beano Breakthrough T1D UK to Raise Awareness of autoimmune Type 1 Diabetes | 11/14/2024 |
3 | Sanofi Information concerning the total number of voting rights and shares - October 2024 | 11/20/2024 |
4 | AdventRevives 1 Billion Sale of Medical Supplier Mediq | 11/25/2024 |
5 | Global Peripheral Artery Disease Treatment Market to Grow at a CAGR of 7 percent by 2030 DelveInsight | 11/26/2024 |
6 | Pharma giant Sanofi opens 595 million vaccine facility in Singapore to prepare for potential pandemics | 11/27/2024 |
7 | 150,000 Shares in Sanofi Acquired by Vestal Point Capital LP | 11/29/2024 |
About Sanofi ADR 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 Sanofi or other stocks. Alpha measures the amount that position in Sanofi ADR 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) | Dividend Yield | 0.0361 | 0.0371 | 0.0396 | 0.0232 | Price To Sales Ratio | 2.83 | 2.48 | 2.44 | 3.95 |
Sanofi ADR Upcoming Company Events
As portrayed in its financial statements, the presentation of Sanofi ADR's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Sanofi ADR's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Sanofi ADR's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Sanofi ADR. Please utilize our Beneish M Score to check the likelihood of Sanofi ADR's management manipulating its earnings.
| 1st of February 2024 Upcoming Quarterly Report | View | |
| 25th of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 1st of February 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 Sanofi ADR
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Additional Tools for Sanofi Stock Analysis
When running Sanofi ADR's price analysis, check to measure Sanofi ADR'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 Sanofi ADR is operating at the current time. Most of Sanofi ADR's value examination focuses on studying past and present price action to predict the probability of Sanofi ADR's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Sanofi ADR's price. Additionally, you may evaluate how the addition of Sanofi ADR to your portfolios can decrease your overall portfolio volatility.