Fibrogen Stock Alpha and Beta Analysis

FGEN Stock  USD 0.36  0  1.36%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as FibroGen. It also helps investors analyze the systematic and unsystematic risks associated with investing in FibroGen over a specified time horizon. Remember, high FibroGen'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 FibroGen's market risk premium analysis include:
Beta
1.43
Alpha
(0.11)
Risk
6.09
Sharpe Ratio
(0.01)
Expected Return
(0.08)
Please note that although FibroGen alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., Dow Jones Industrial index.) So in this particular case, FibroGen did 0.11  worse than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of FibroGen stock's relative risk over its benchmark. FibroGen has a beta of 1.43  . As the market goes up, the company is expected to outperform it. However, if the market returns are negative, FibroGen will likely underperform. As of the 11th of December 2024, Book Value Per Share is likely to grow to -1.58. In addition to that, Tangible Book Value Per Share is likely to grow to -1.58.

Enterprise Value

156.23 Million

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.
  
Check out FibroGen Backtesting, FibroGen Valuation, FibroGen Correlation, FibroGen Hype Analysis, FibroGen Volatility, FibroGen History and analyze FibroGen Performance.
To learn how to invest in FibroGen Stock, please use our How to Invest in FibroGen guide.

FibroGen Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. FibroGen market risk premium is the additional return an investor will receive from holding FibroGen 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 FibroGen. 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 FibroGen's performance over market.
α-0.11   β1.43

FibroGen 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 FibroGen's Buy-and-hold return. Our buy-and-hold chart shows how FibroGen performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

FibroGen Market Price Analysis

Market price analysis indicators help investors to evaluate how FibroGen stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading FibroGen shares will generate the highest return on investment. By understating and applying FibroGen stock market price indicators, traders can identify FibroGen position entry and exit signals to maximize returns.

FibroGen Return and Market Media

The median price of FibroGen for the period between Thu, Sep 12, 2024 and Wed, Dec 11, 2024 is 0.37 with a coefficient of variation of 11.09. The daily time series for the period is distributed with a sample standard deviation of 0.04, arithmetic mean of 0.37, and mean deviation of 0.03. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
       Timeline  
1
FibroGen to exit Mission Bay lease early
10/03/2024
2
FibroGen Earns Hold Rating from Analysts at StockNews.com
10/16/2024
3
Acquisition by Edwards Jeffrey L of 8289 shares of FibroGen subject to Rule 16b-3
10/18/2024
4
Little Excitement Around FibroGen, Inc.s Revenues As Shares Take 26 percent Pounding
10/29/2024
5
Vanguard Group Incs Strategic Reduction in FibroGen Inc Holdings
11/05/2024
6
FibroGen Inc Q3 2024 Earnings Revenue Surges to 46.3M, EPS at , Exceeding Estimates
11/12/2024
7
FibroGen Inc Q3 2024 Earnings Call Highlights Strong Revenue Growth Amid Cost Reductions
11/13/2024
8
FibroGen Third Quarter 2024 Earnings Beats Expectations
11/15/2024
9
Disposition of 2792 shares by Christine Chung of FibroGen at 0.3421 subject to Rule 16b-3
12/06/2024
10
StockNews.com Begins Coverage on FibroGen
12/10/2024

About FibroGen 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 FibroGen or other stocks. Alpha measures the amount that position in FibroGen 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 Yield0.02350.0209
Price To Sales Ratio0.580.55

FibroGen Upcoming Company Events

As portrayed in its financial statements, the presentation of FibroGen's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, FibroGen's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of FibroGen's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of FibroGen. Please utilize our Beneish M Score to check the likelihood of FibroGen's management manipulating its earnings.
26th of February 2024
Upcoming Quarterly Report
View
13th of May 2024
Next Financial Report
View
31st of December 2023
Next Fiscal Quarter End
View
26th 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 FibroGen

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

By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
When determining whether FibroGen offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of FibroGen's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Fibrogen Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Fibrogen Stock:
Check out FibroGen Backtesting, FibroGen Valuation, FibroGen Correlation, FibroGen Hype Analysis, FibroGen Volatility, FibroGen History and analyze FibroGen Performance.
To learn how to invest in FibroGen Stock, please use our How to Invest in FibroGen guide.
You can also try the Portfolio File Import module to quickly import all of your third-party portfolios from your local drive in csv format.
FibroGen 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.
A focus of FibroGen technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of FibroGen trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...