Novavax Stock Alpha and Beta Analysis
| NVAX Stock | USD 7.60 0.12 1.55% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Novavax. It also helps investors analyze the systematic and unsystematic risks associated with investing in Novavax over a specified time horizon. Remember, high Novavax'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 Novavax's market risk premium analysis include:
Beta (1.00) | Alpha (0.15) | Risk 4.76 | Sharpe Ratio (0.01) | Expected Return (0.04) |
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.
Novavax |
Novavax Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Novavax market risk premium is the additional return an investor will receive from holding Novavax 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 Novavax. 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 Novavax's performance over market.| α | -0.15 | β | -1 |
Novavax 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 Novavax's Buy-and-hold return. Our buy-and-hold chart shows how Novavax performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Novavax Market Price Analysis
Market price analysis indicators help investors to evaluate how Novavax stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Novavax shares will generate the highest return on investment. By understating and applying Novavax stock market price indicators, traders can identify Novavax position entry and exit signals to maximize returns.
Novavax Return and Market Media
The median price of Novavax for the period between Sat, Dec 21, 2024 and Fri, Mar 21, 2025 is 8.43 with a coefficient of variation of 7.62. The daily time series for the period is distributed with a sample standard deviation of 0.65, arithmetic mean of 8.46, and mean deviation of 0.49. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Disposition of 83196 shares by Jacobs John C of Novavax subject to Rule 16b-3 | 01/23/2025 |
2 | Disposition of 6670 shares by Mott David M of Novavax subject to Rule 16b-3 | 01/24/2025 |
3 | Novavax Outperforms Broader Market What You Need to Know | 02/10/2025 |
4 | Novavax Q4 2024 Earnings Preview | 02/26/2025 |
5 | Decoding Novavax Inc A Strategic SWOT Insight | 02/28/2025 |
6 | Acquisition by Kelly James Patrick of 129500 shares of Novavax subject to Rule 16b-3 | 03/03/2025 |
7 | Disposition of 1214 shares by Mark Casey of Novavax at 8.33 subject to Rule 16b-3 | 03/04/2025 |
8 | Disposition of 1107 shares by Young James F of Novavax at 14.28 subject to Rule 16b-3 | 03/06/2025 |
9 | 5 years ago, the WHO declared COVID a pandemic. Heres a look at the disease by the numbers | 03/11/2025 |
10 | Acquisition by Shiver John W. of 23840 shares of Novavax subject to Rule 16b-3 | 03/12/2025 |
11 | Investors Heavily Search Novavax, Inc. Here is What You Need to Know | 03/17/2025 |
12 | Novavax Stock Dips While Market Gains Key Facts | 03/19/2025 |
About Novavax 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 Novavax or other stocks. Alpha measures the amount that position in Novavax 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.
| 2024 | 2025 (projected) | |
| Dividend Yield | 0.007475 | 0.006645 |
| Price To Sales Ratio | 1.79 | 1.7 |
Novavax Upcoming Company Events
As portrayed in its financial statements, the presentation of Novavax's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Novavax's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Novavax's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Novavax. Please utilize our Beneish M Score to check the likelihood of Novavax's management manipulating its earnings.
| 27th of February 2024 Upcoming Quarterly Report | View | |
| 14th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 27th of February 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 Novavax Stock Analysis
When running Novavax's price analysis, check to measure Novavax's 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 Novavax is operating at the current time. Most of Novavax's value examination focuses on studying past and present price action to predict the probability of Novavax's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Novavax's price. Additionally, you may evaluate how the addition of Novavax to your portfolios can decrease your overall portfolio volatility.