Macrogenics Stock Alpha and Beta Analysis
| MGNX Stock | USD 2.22 0.02 0.91% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as MacroGenics. It also helps investors analyze the systematic and unsystematic risks associated with investing in MacroGenics over a specified time horizon. Remember, high MacroGenics' 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 MacroGenics' market risk premium analysis include:
Beta 1.01 | Alpha (0.45) | Risk 3.67 | Sharpe Ratio (0.15) | Expected Return (0.56) |
Enterprise Value |
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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.
MacroGenics |
MacroGenics Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. MacroGenics market risk premium is the additional return an investor will receive from holding MacroGenics 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 MacroGenics. 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 MacroGenics' performance over market.| α | -0.45 | β | 1.01 |
MacroGenics 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 MacroGenics' Buy-and-hold return. Our buy-and-hold chart shows how MacroGenics performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.MacroGenics Market Price Analysis
Market price analysis indicators help investors to evaluate how MacroGenics stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading MacroGenics shares will generate the highest return on investment. By understating and applying MacroGenics stock market price indicators, traders can identify MacroGenics position entry and exit signals to maximize returns.
MacroGenics Return and Market Media
The median price of MacroGenics for the period between Sun, Dec 15, 2024 and Sat, Mar 15, 2025 is 3.03 with a coefficient of variation of 13.33. The daily time series for the period is distributed with a sample standard deviation of 0.39, arithmetic mean of 2.94, and mean deviation of 0.34. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Insider Trading | 01/02/2025 |
2 | Acquisition by Ferrante Karen Jean of 4500 shares of MacroGenics subject to Rule 16b-3 | 01/08/2025 |
3 | Acquisition by Jeffrey Peters of 18000 shares of MacroGenics subject to Rule 16b-3 | 02/07/2025 |
4 | Incyte Reports 2024 Fourth Quarter and Year-End Financial Results, Provides 2025 Financial Guidance and Highlights 2025 RD Milestones | 02/10/2025 |
5 | Further weakness as MacroGenics drops 11 percent this week, taking one-year losses to 86 | 02/11/2025 |
6 | Could This Biopharmaceutical Developer Advance Cancer Treatment | 02/27/2025 |
7 | Macrogenics Stock Hits 52-Week Low at 2.31 Amid Sharp Decline By Investing.com - Investing.com South Africa | 03/03/2025 |
8 | Acquisition by Beth Smith of 1583 shares of MacroGenics subject to Rule 16b-3 | 03/07/2025 |
9 | Apyx Medical Reports Q4 Loss, Tops Revenue Estimates | 03/13/2025 |
About MacroGenics 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 MacroGenics or other stocks. Alpha measures the amount that position in MacroGenics 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 | 2023 | 2024 | 2025 (projected) | Payables Turnover | 1.51 | 1.28 | 1.47 | 1.39 | Days Of Inventory On Hand | 71.72 | 54.2 | 48.78 | 46.34 |
MacroGenics Upcoming Company Events
As portrayed in its financial statements, the presentation of MacroGenics' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, MacroGenics' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of MacroGenics' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of MacroGenics. Please utilize our Beneish M Score to check the likelihood of MacroGenics' management manipulating its earnings.
| 20th of March 2024 Upcoming Quarterly Report | View | |
| 14th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 20th of March 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 MacroGenics Stock Analysis
When running MacroGenics' price analysis, check to measure MacroGenics' 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 MacroGenics is operating at the current time. Most of MacroGenics' value examination focuses on studying past and present price action to predict the probability of MacroGenics' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move MacroGenics' price. Additionally, you may evaluate how the addition of MacroGenics to your portfolios can decrease your overall portfolio volatility.