Pepgen Stock Alpha and Beta Analysis
| PEPG Stock | USD 5.97 0.92 18.22% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as PepGen. It also helps investors analyze the systematic and unsystematic risks associated with investing in PepGen over a specified time horizon. Remember, high PepGen'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 PepGen's market risk premium analysis include:
Beta 1.59 | Alpha (1.04) | Risk 5.19 | Sharpe Ratio (0.10) | Expected Return (0.53) |
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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.
PepGen |
PepGen Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. PepGen market risk premium is the additional return an investor will receive from holding PepGen 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 PepGen. 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 PepGen's performance over market.| α | -1.04 | β | 1.59 |
PepGen 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 PepGen's Buy-and-hold return. Our buy-and-hold chart shows how PepGen performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.PepGen Market Price Analysis
Market price analysis indicators help investors to evaluate how PepGen stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading PepGen shares will generate the highest return on investment. By understating and applying PepGen stock market price indicators, traders can identify PepGen position entry and exit signals to maximize returns.
PepGen Return and Market Media
The median price of PepGen for the period between Tue, Sep 3, 2024 and Mon, Dec 2, 2024 is 8.7 with a coefficient of variation of 24.43. The daily time series for the period is distributed with a sample standard deviation of 1.88, arithmetic mean of 7.68, and mean deviation of 1.63. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | The Schall Law Firm Is Looking Into PepGen Inc. For Possible Securities Law Infractions And Investors Are Invited To Lend A Hand | 09/10/2024 |
2 | The Schall Law Firm Is Investigating Whether PepGen Inc. Violated Securities Laws And Affected Stockholders Should Reach Out | 09/25/2024 |
3 | PepGen Inc. Is Being Investigated For Securities Related Infractions And The Schall Law Firm Encourages Affected Shareholders To Reach Out | 10/01/2024 |
4 | Acquisition by Ra Capital Management, L.p. of 2557593 shares of PepGen at 10.64 subject to Rule 16b-3 | 10/08/2024 |
5 | Disposition of 1086 shares by Mellion Michelle L of PepGen at 10.21 subject to Rule 16b-3 | 10/09/2024 |
6 | Disposition of 500 shares by Mellion Michelle L of PepGen at 10.21 subject to Rule 16b-3 | 10/18/2024 |
7 | PepGen Inc Q3 2024 Earnings Reports Net Loss of 0.66 Per Share, Beats Analyst Estimates | 11/07/2024 |
8 | Janus Henderson Group PLCs Strategic Acquisition of PepGen Inc Shares | 11/14/2024 |
9 | PepGen Reports Inducement Grant Under Nasdaq Listing Rule 5635 to Newly Appointed Senior Vice President, Clinical Development | 11/21/2024 |
About PepGen 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 PepGen or other stocks. Alpha measures the amount that position in PepGen 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.
| 2021 | 2022 | 2023 | 2024 (projected) | PB Ratio | 2.17 | 1.76 | 1.49 | 1.42 | Capex To Depreciation | 2.81 | 7.62 | 2.2 | 2.07 |
PepGen Upcoming Company Events
As portrayed in its financial statements, the presentation of PepGen's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, PepGen's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of PepGen's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of PepGen. Please utilize our Beneish M Score to check the likelihood of PepGen's management manipulating its earnings.
| 28th of March 2024 Upcoming Quarterly Report | View | |
| 9th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 28th 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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Check out PepGen Backtesting, PepGen Valuation, PepGen Correlation, PepGen Hype Analysis, PepGen Volatility, PepGen History and analyze PepGen Performance. For more detail on how to invest in PepGen Stock please use our How to Invest in PepGen guide.You can also try the Sync Your Broker module to sync your existing holdings, watchlists, positions or portfolios from thousands of online brokerage services, banks, investment account aggregators and robo-advisors..
PepGen 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.