Humacyte Stock Alpha and Beta Analysis
| HUMA Stock | USD 3.40 0.03 0.89% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Humacyte. It also helps investors analyze the systematic and unsystematic risks associated with investing in Humacyte over a specified time horizon. Remember, high Humacyte'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 Humacyte's market risk premium analysis include:
Beta 1.71 | Alpha (0.16) | Risk 6.82 | Sharpe Ratio (0.03) | Expected Return (0.24) |
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.
Humacyte |
Humacyte Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Humacyte market risk premium is the additional return an investor will receive from holding Humacyte 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 Humacyte. 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 Humacyte's performance over market.| α | -0.16 | β | 1.71 |
Humacyte 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 Humacyte's Buy-and-hold return. Our buy-and-hold chart shows how Humacyte performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Humacyte Market Price Analysis
Market price analysis indicators help investors to evaluate how Humacyte stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Humacyte shares will generate the highest return on investment. By understating and applying Humacyte stock market price indicators, traders can identify Humacyte position entry and exit signals to maximize returns.
Humacyte Return and Market Media
The median price of Humacyte for the period between Sun, Dec 1, 2024 and Sat, Mar 1, 2025 is 4.4 with a coefficient of variation of 11.6. The daily time series for the period is distributed with a sample standard deviation of 0.5, arithmetic mean of 4.32, and mean deviation of 0.38. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Spotlight on Humacyte Analyzing the Surge in Options Activity | 12/20/2024 |
2 | ROSEN, TOP RANKED INVESTOR COUNSEL, Encourages Humacyte, Inc. ... | 12/31/2024 |
3 | Humacyte Provides Update on Commercial Launch and Pricing of Sym | 01/13/2025 |
4 | HUMA Deadline Rosen Law Firm Urges Humacyte, Inc. Stockholders with Large Losses to Contact the Firm for Information About Their Rights | 01/17/2025 |
5 | Humacyte Announces Planned IND Filing in 2025 to Support First-In-Human Clinical Study of Small-Diameter ATEV for Coronary Artery Bypass Grafting | 01/21/2025 |
6 | Acquisition by Heather Prichard of 283101 shares of Humacyte at 4.56 subject to Rule 16b-3 | 01/23/2025 |
7 | Humacyte and Pluristyx Announce Gene Editing Partnership to Support BioVascular Pancreas Development Using iPSCs | 01/28/2025 |
8 | Bullish Humacyte Insiders Loaded Up On US803.3k Of Stock | 02/07/2025 |
9 | Humacyte, Inc. Suffers a Larger Drop Than the General Market Key Insights | 02/12/2025 |
10 | Acquisition by Niklason Laura E of 50000 shares of Humacyte at 7.2 subject to Rule 16b-3 | 02/14/2025 |
11 | When Will Humacyte, Inc. Breakeven | 02/19/2025 |
12 | Acquisition by Heather Prichard of 525 shares of Humacyte at 10.28 subject to Rule 16b-3 | 02/24/2025 |
13 | Humacyte Announces Commercial Launch of Symvess for Extremity Vascular Trauma | 02/26/2025 |
14 | Humacyte, Inc. Falls More Steeply Than Broader Market What Investors Need to Know | 02/27/2025 |
About Humacyte 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 Humacyte or other stocks. Alpha measures the amount that position in Humacyte 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) | Graham Number | 3.99 | 2.04 | 1.94 | Receivables Turnover | 50.48 | 45.44 | 47.71 |
Humacyte Upcoming Company Events
As portrayed in its financial statements, the presentation of Humacyte's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Humacyte's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Humacyte's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Humacyte. Please utilize our Beneish M Score to check the likelihood of Humacyte's management manipulating its earnings.
| 22nd of March 2024 Upcoming Quarterly Report | View | |
| 10th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 22nd 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 Humacyte
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 Humacyte Backtesting, Humacyte Valuation, Humacyte Correlation, Humacyte Hype Analysis, Humacyte Volatility, Humacyte History and analyze Humacyte Performance. For information on how to trade Humacyte Stock refer to our How to Trade Humacyte Stock guide.You can also try the My Watchlist Analysis module to analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like.
Humacyte 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.