Revolution Medicines Stock Alpha and Beta Analysis
| RVMD Stock | USD 39.12 0.09 0.23% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Revolution Medicines. It also helps investors analyze the systematic and unsystematic risks associated with investing in Revolution Medicines over a specified time horizon. Remember, high Revolution Medicines' 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 Revolution Medicines' market risk premium analysis include:
Beta 1.18 | Alpha (0.10) | Risk 2.54 | Sharpe Ratio (0.08) | Expected Return (0.19) |
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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.
Revolution |
Revolution Medicines Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Revolution Medicines market risk premium is the additional return an investor will receive from holding Revolution Medicines 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 Revolution Medicines. 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 Revolution Medicines' performance over market.| α | -0.1 | β | 1.18 |
Revolution Medicines 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 Revolution Medicines' Buy-and-hold return. Our buy-and-hold chart shows how Revolution Medicines performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Revolution Medicines Market Price Analysis
Market price analysis indicators help investors to evaluate how Revolution Medicines stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Revolution Medicines shares will generate the highest return on investment. By understating and applying Revolution Medicines stock market price indicators, traders can identify Revolution Medicines position entry and exit signals to maximize returns.
Revolution Medicines Return and Market Media
The median price of Revolution Medicines for the period between Sun, Dec 15, 2024 and Sat, Mar 15, 2025 is 42.14 with a coefficient of variation of 5.77. The daily time series for the period is distributed with a sample standard deviation of 2.44, arithmetic mean of 42.25, and mean deviation of 1.98. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Disposition of 2635 shares by Jack Anders of Revolution Medicines at 45.4038 subject to Rule 16b-3 | 12/16/2024 |
2 | Disposition of 50900 shares by Mark Goldsmith of Revolution Medicines at 4.09 subject to Rule 16b-3 | 01/03/2025 |
3 | Disposition of 2406 shares by Cislini Jeff of Revolution Medicines at 40.5 subject to Rule 16b-3 | 01/21/2025 |
4 | RAS Cancer Breakthrough Revolution Medicines CEO Takes Center Stage at Major Biotech Event - StockTitan | 01/29/2025 |
5 | Revolution Medicines to Report Financial Results for Fourth Quarter and Full Year 2024 After Market Close on February 26, 2025 | 02/19/2025 |
6 | Revolution Medicines to Participate in March 2025 Investor Conferences | 02/24/2025 |
7 | Earnings To Watch Revolution Medicines Inc Reports Q4 2024 Result | 02/25/2025 |
8 | Revolution Medicines Inc Announces Financial Results and Clinical Progress | 02/26/2025 |
9 | Revolution Medicines Inc Q4 2024 Earnings Call Highlights Strategic Advances Amid ... | 02/27/2025 |
10 | Decoding Revolution Medicines Inc A Strategic SWOT Insight | 02/28/2025 |
11 | Acquisition by Kelsey Stephen Michael of 128100 shares of Revolution Medicines at 40.74 subject to Rule 16b-3 | 03/04/2025 |
12 | Casdin Capital, LLCs Strategic Acquisition in Standard BioTools Inc | 03/05/2025 |
13 | Disposition of 4665 shares by Kelsey Stephen Michael of Revolution Medicines at 44.1853 subject to Rule 16b-3 | 03/07/2025 |
14 | Disposition of 4331 shares by Horn Margaret A of Revolution Medicines at 44.1853 subject to Rule 16b-3 | 03/10/2025 |
15 | Disposition of 9100 shares by Mark Goldsmith of Revolution Medicines at 4.09 subject to Rule 16b-3 | 03/13/2025 |
About Revolution Medicines 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 Revolution or other stocks. Alpha measures the amount that position in Revolution Medicines 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 | 48.21 | 39.53 | 45.45 | 75.46 | PTB Ratio | 2.8 | 1.78 | 3.24 | 3.08 |
Revolution Medicines Upcoming Company Events
As portrayed in its financial statements, the presentation of Revolution Medicines' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Revolution Medicines' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Revolution Medicines' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Revolution Medicines. Please utilize our Beneish M Score to check the likelihood of Revolution Medicines' management manipulating its earnings.
| 26th of February 2024 Upcoming Quarterly Report | View | |
| 13th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 26th 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 Revolution Medicines
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Check out Revolution Medicines Backtesting, Revolution Medicines Valuation, Revolution Medicines Correlation, Revolution Medicines Hype Analysis, Revolution Medicines Volatility, Revolution Medicines History and analyze Revolution Medicines Performance. For information on how to trade Revolution Stock refer to our How to Trade Revolution Stock guide.You can also try the Alpha Finder module to use alpha and beta coefficients to find investment opportunities after accounting for the risk.
Revolution Medicines 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.