Xenon Pharmaceuticals Stock Alpha and Beta Analysis
| XENE Stock | USD 34.22 0.24 0.70% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Xenon Pharmaceuticals. It also helps investors analyze the systematic and unsystematic risks associated with investing in Xenon Pharmaceuticals over a specified time horizon. Remember, high Xenon Pharmaceuticals' 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 Xenon Pharmaceuticals' market risk premium analysis include:
Beta 0.55 | Alpha (0.16) | Risk 1.99 | Sharpe Ratio (0.09) | Expected Return (0.17) |
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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.
Xenon |
Xenon Pharmaceuticals Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Xenon Pharmaceuticals market risk premium is the additional return an investor will receive from holding Xenon Pharmaceuticals 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 Xenon Pharmaceuticals. 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 Xenon Pharmaceuticals' performance over market.| α | -0.16 | β | 0.55 |
Xenon Pharmaceuticals 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 Xenon Pharmaceuticals' Buy-and-hold return. Our buy-and-hold chart shows how Xenon Pharmaceuticals performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Xenon Pharmaceuticals Market Price Analysis
Market price analysis indicators help investors to evaluate how Xenon Pharmaceuticals stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Xenon Pharmaceuticals shares will generate the highest return on investment. By understating and applying Xenon Pharmaceuticals stock market price indicators, traders can identify Xenon Pharmaceuticals position entry and exit signals to maximize returns.
Xenon Pharmaceuticals Return and Market Media
The median price of Xenon Pharmaceuticals for the period between Sat, Dec 28, 2024 and Fri, Mar 28, 2025 is 38.9 with a coefficient of variation of 5.02. The daily time series for the period is distributed with a sample standard deviation of 1.92, arithmetic mean of 38.19, and mean deviation of 1.61. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Acquisition by Mortimer Ian of 20576 shares of Xenon Pharmaceuticals at 9.85 subject to Rule 16b-3 | 01/17/2025 |
2 | Disposition of 16217 shares by Mortimer Ian of Xenon Pharmaceuticals at 40.08 subject to Rule 16b-3 | 01/23/2025 |
3 | Disposition of 22468 shares by Mortimer Ian of Xenon Pharmaceuticals at 17.76 subject to Rule 16b-3 | 01/24/2025 |
4 | Disposition of 16315 shares by Mortimer Ian of Xenon Pharmaceuticals at 17.76 subject to Rule 16b-3 | 01/27/2025 |
5 | Xenon Pharmaceuticals Sees Unusually High Options Volume - MarketBeat | 02/06/2025 |
6 | Disposition of 15166 shares by Mortimer Ian of Xenon Pharmaceuticals at 40.46 subject to Rule 16b-3 | 02/14/2025 |
7 | Xenon to Report Q4 and Full Year 2024 Financial Results on February 27, 2025 | 02/20/2025 |
8 | Xenon to Present at the 45th Annual TD Cowen Healthcare Conference | 02/25/2025 |
9 | HC Wainwright Has Bearish Estimate for XENE Q1 Earnings | 02/26/2025 |
10 | Xenon Pharmaceuticals Q4 Earnings Snapshot | 02/27/2025 |
11 | Decoding Xenon Pharmaceuticals Inc A Strategic SWOT Insight | 02/28/2025 |
12 | Xenon Pharmaceuticals Inc. Given Consensus Rating of Buy by Brokerages - Defense World | 03/06/2025 |
13 | Acquisition by Mortimer Ian of 50000 shares of Xenon Pharmaceuticals subject to Rule 16b-3 | 03/13/2025 |
About Xenon Pharmaceuticals 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 Xenon or other stocks. Alpha measures the amount that position in Xenon Pharmaceuticals 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 | 2024 | 2025 (projected) | |
| Days Sales Outstanding | 38.15 | 34.33 | 64.67 |
| PTB Ratio | 3.31 | 4.04 | 3.27 |
Xenon Pharmaceuticals Upcoming Company Events
As portrayed in its financial statements, the presentation of Xenon Pharmaceuticals' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Xenon Pharmaceuticals' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Xenon Pharmaceuticals' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Xenon Pharmaceuticals. Please utilize our Beneish M Score to check the likelihood of Xenon Pharmaceuticals' management manipulating its earnings.
| 6th of March 2024 Upcoming Quarterly Report | View | |
| 14th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 6th 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 Xenon Pharmaceuticals
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Check out Xenon Pharmaceuticals Backtesting, Xenon Pharmaceuticals Valuation, Xenon Pharmaceuticals Correlation, Xenon Pharmaceuticals Hype Analysis, Xenon Pharmaceuticals Volatility, Xenon Pharmaceuticals History and analyze Xenon Pharmaceuticals Performance. For information on how to trade Xenon Stock refer to our How to Trade Xenon Stock guide.You can also try the Bond Analysis module to evaluate and analyze corporate bonds as a potential investment for your portfolios..
Xenon Pharmaceuticals 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.