Igm Biosciences Stock Alpha and Beta Analysis
| IGMS Stock | USD 1.24 0.05 3.88% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as IGM Biosciences. It also helps investors analyze the systematic and unsystematic risks associated with investing in IGM Biosciences over a specified time horizon. Remember, high IGM Biosciences' 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 IGM Biosciences' market risk premium analysis include:
Beta 2.41 | Alpha (1.89) | Risk 9.84 | Sharpe Ratio (0.21) | Expected Return (2.07) |
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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.
IGM |
IGM Biosciences Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. IGM Biosciences market risk premium is the additional return an investor will receive from holding IGM Biosciences 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 IGM Biosciences. 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 IGM Biosciences' performance over market.| α | -1.89 | β | 2.41 |
IGM Biosciences 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 IGM Biosciences' Buy-and-hold return. Our buy-and-hold chart shows how IGM Biosciences performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.IGM Biosciences Market Price Analysis
Market price analysis indicators help investors to evaluate how IGM Biosciences stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading IGM Biosciences shares will generate the highest return on investment. By understating and applying IGM Biosciences stock market price indicators, traders can identify IGM Biosciences position entry and exit signals to maximize returns.
IGM Biosciences Return and Market Media
The median price of IGM Biosciences for the period between Sat, Dec 14, 2024 and Fri, Mar 14, 2025 is 1.69 with a coefficient of variation of 82.85. The daily time series for the period is distributed with a sample standard deviation of 2.95, arithmetic mean of 3.56, and mean deviation of 2.68. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 1708 shares by Misbah Tahir of IGM Biosciences at 7.48 subject to Rule 16b-3 | 12/16/2024 |
2 | IGM Biosciences NASDAQIGMS shareholders incur further losses as stock declines 21 percent this week, taking five-year losses to 84 | 12/18/2024 |
3 | Acquisition by Strohl William of 125000 shares of IGM Biosciences subject to Rule 16b-3 | 12/27/2024 |
4 | Acquisition by Redmile Group, Llc of 1734 shares of IGM Biosciences subject to Rule 16b-3 | 12/31/2024 |
5 | Acquisition by Baker Bros. Advisors Lp of 1994 shares of IGM Biosciences subject to Rule 16b-3 | 01/03/2025 |
6 | JP Morgan Upgrades IGM Biosciences - MSN | 01/14/2025 |
7 | Disposition of 1122 shares by Steven Weber of IGM Biosciences at 1.6999 subject to Rule 16b-3 | 01/15/2025 |
8 | IGM Biosciences stock plunges to 52-week low of 1.59 - MSN | 01/28/2025 |
9 | IGM Biosciences Develops Promising Therapies Amid Financial Challenges | 02/06/2025 |
10 | Acquisition by Takimoto Chris H of 43750 shares of IGM Biosciences subject to Rule 16b-3 | 02/28/2025 |
11 | Disposition of 15132 shares by Hambleton Julie of IGM Biosciences at 14.0 subject to Rule 16b-3 | 03/04/2025 |
12 | Disposition of 495 shares by Steven Weber of IGM Biosciences at 7.5753 subject to Rule 16b-3 | 03/11/2025 |
About IGM Biosciences 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 IGM or other stocks. Alpha measures the amount that position in IGM Biosciences 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 | 2025 (projected) | Interest Debt Per Share | 0.77 | 0.75 | 0.71 | Revenue Per Share | 0.0407 | 0.0443 | 0.0295 |
IGM Biosciences Upcoming Company Events
As portrayed in its financial statements, the presentation of IGM Biosciences' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, IGM Biosciences' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of IGM Biosciences' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of IGM Biosciences. Please utilize our Beneish M Score to check the likelihood of IGM Biosciences' management manipulating its earnings.
| 4th of April 2024 Upcoming Quarterly Report | View | |
| 10th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 4th of April 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 IGM Stock Analysis
When running IGM Biosciences' price analysis, check to measure IGM Biosciences' 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 IGM Biosciences is operating at the current time. Most of IGM Biosciences' value examination focuses on studying past and present price action to predict the probability of IGM Biosciences' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move IGM Biosciences' price. Additionally, you may evaluate how the addition of IGM Biosciences to your portfolios can decrease your overall portfolio volatility.