Regeneron Pharmaceuticals Stock Alpha and Beta Analysis
| REGN Stock | USD 666.87 13.74 2.02% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Regeneron Pharmaceuticals. It also helps investors analyze the systematic and unsystematic risks associated with investing in Regeneron Pharmaceuticals over a specified time horizon. Remember, high Regeneron Pharmaceuticals' 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 Regeneron Pharmaceuticals' market risk premium analysis include:
Beta 0.36 | Alpha (0.12) | Risk 2.06 | Sharpe Ratio (0.06) | Expected Return (0.12) |
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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.
Regeneron |
Regeneron Pharmaceuticals Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Regeneron Pharmaceuticals market risk premium is the additional return an investor will receive from holding Regeneron Pharmaceuticals 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 Regeneron Pharmaceuticals. 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 Regeneron Pharmaceuticals' performance over market.| α | -0.12 | β | 0.36 |
Regeneron Pharmaceuticals 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 Regeneron Pharmaceuticals' Buy-and-hold return. Our buy-and-hold chart shows how Regeneron Pharmaceuticals performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Regeneron Pharmaceuticals Market Price Analysis
Market price analysis indicators help investors to evaluate how Regeneron Pharmaceuticals stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Regeneron Pharmaceuticals shares will generate the highest return on investment. By understating and applying Regeneron Pharmaceuticals stock market price indicators, traders can identify Regeneron Pharmaceuticals position entry and exit signals to maximize returns.
Regeneron Pharmaceuticals Return and Market Media
The median price of Regeneron Pharmaceuticals for the period between Sun, Dec 15, 2024 and Sat, Mar 15, 2025 is 702.53 with a coefficient of variation of 3.95. The daily time series for the period is distributed with a sample standard deviation of 27.87, arithmetic mean of 706.04, and mean deviation of 21.19. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Acquisition by Joseph LaRosa of 2332 shares of Regeneron Pharmaceuticals subject to Rule 16b-3 | 01/03/2025 |
2 | Regeneron Pharmaceuticals Inc Faces Securities Fraud Class Action Lawsuit | 02/25/2025 |
3 | Regeneron Pharmaceuticals Faces Securities Class Action After Losing 9 Billion Value Following Q3 2024 Earnings Report Hagens Berman | 02/28/2025 |
4 | Regeneron Pharmaceuticals, Inc. Securities Fraud Class Action Lawsuit Pending Contact Levi Korsinsky Before March 10, 2025 to Discuss Your Rights REGN | 03/04/2025 |
5 | Libtayo Letter of Intent Signed by Regeneron Canada and pan-Canadian Pharmaceutical Alliance for Advanced Non-Small Cell Lung Cancer and Locally Advanced Basal ... | 03/06/2025 |
6 | Faruqi Faruqi Reminds Regeneron Pharmaceutials Investors of the Pending Class Action ... | 03/07/2025 |
7 | Regeneron Pharmaceuticals, Inc. Hedge Funds Are Bullish On This Oversold Blue Chip Stock Now | 03/10/2025 |
8 | If You Invested 1000 In This Stock 20 Years Ago, You Would Have This Much Today | 03/11/2025 |
9 | Is Regeneron Pharmaceuticals, Inc. the Best Pharma Stock to Buy According to Hedge Funds | 03/12/2025 |
About Regeneron Pharmaceuticals 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 Regeneron or other stocks. Alpha measures the amount that position in Regeneron Pharmaceuticals 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) | Days Sales Outstanding | 159.78 | 157.7 | 159.65 | 167.63 | PTB Ratio | 3.41 | 3.61 | 2.62 | 5.14 |
Regeneron Pharmaceuticals Upcoming Company Events
As portrayed in its financial statements, the presentation of Regeneron Pharmaceuticals' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Regeneron Pharmaceuticals' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Regeneron Pharmaceuticals' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Regeneron Pharmaceuticals. Please utilize our Beneish M Score to check the likelihood of Regeneron Pharmaceuticals' management manipulating its earnings.
| 2nd of February 2024 Upcoming Quarterly Report | View | |
| 2nd of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 2nd 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 Regeneron Pharmaceuticals
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Check out Regeneron Pharmaceuticals Backtesting, Regeneron Pharmaceuticals Valuation, Regeneron Pharmaceuticals Correlation, Regeneron Pharmaceuticals Hype Analysis, Regeneron Pharmaceuticals Volatility, Regeneron Pharmaceuticals History and analyze Regeneron Pharmaceuticals Performance. To learn how to invest in Regeneron Stock, please use our How to Invest in Regeneron Pharmaceuticals guide.You can also try the Positions Ratings module to determine portfolio positions ratings based on digital equity recommendations. Macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance.
Regeneron Pharmaceuticals 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.