Sana Biotechnology Stock Alpha and Beta Analysis
| SANA Stock | USD 2.93 0.27 10.15% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Sana Biotechnology. It also helps investors analyze the systematic and unsystematic risks associated with investing in Sana Biotechnology over a specified time horizon. Remember, high Sana Biotechnology'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 Sana Biotechnology's market risk premium analysis include:
Beta 2.48 | Alpha 1.76 | Risk 21.77 | Sharpe Ratio 0.0897 | Expected Return 1.95 |
Enterprise Value |
|
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.
Sana |
Sana Biotechnology Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Sana Biotechnology market risk premium is the additional return an investor will receive from holding Sana Biotechnology 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 Sana Biotechnology. 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 Sana Biotechnology's performance over market.| α | 1.76 | β | 2.48 |
Sana Biotechnology 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 Sana Biotechnology's Buy-and-hold return. Our buy-and-hold chart shows how Sana Biotechnology performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Sana Biotechnology Market Price Analysis
Market price analysis indicators help investors to evaluate how Sana Biotechnology stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Sana Biotechnology shares will generate the highest return on investment. By understating and applying Sana Biotechnology stock market price indicators, traders can identify Sana Biotechnology position entry and exit signals to maximize returns.
Sana Biotechnology Return and Market Media
The median price of Sana Biotechnology for the period between Sun, Dec 15, 2024 and Sat, Mar 15, 2025 is 2.74 with a coefficient of variation of 25.3. The daily time series for the period is distributed with a sample standard deviation of 0.67, arithmetic mean of 2.67, and mean deviation of 0.55. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Insider Trading | 12/18/2024 |
2 | Disposition of 5000 shares by Susan Wyrick of Sana Biotechnology subject to Rule 16b-3 | 01/02/2025 |
3 | Acquisition by Bishop Hans Edgar of 14285 shares of Sana Biotechnology subject to Rule 16b-3 | 01/06/2025 |
4 | Sana Biotechnology Stock Surges Over 200 percent On Wednesday - Heres Why | 01/08/2025 |
5 | Is Sana Biotechnology, Inc. the Hottest Smid-Cap Stock So Far In 2025 - Yahoo Finance | 01/22/2025 |
6 | Syria rebel leader Sharaa declared interim president, consolidating his power | 01/29/2025 |
7 | Sana Biotechnology Shares Up 9.8 percent Heres What Happened | 02/14/2025 |
8 | Sana Biotechnology Trading Down 8.9 percent - Whats Next - MarketBeat | 02/28/2025 |
9 | Disposition of 490 shares by Susan Wyrick of Sana Biotechnology at 2.56 subject to Rule 16b-3 | 03/03/2025 |
10 | Disposition of 50000 shares by Harr Steve of Sana Biotechnology subject to Rule 16b-3 | 03/07/2025 |
11 | Acquisition by Harr Steve of 166667 shares of Sana Biotechnology subject to Rule 16b-3 | 03/10/2025 |
12 | Acquisition by Bilenker Joshua H. of 54278 shares of Sana Biotechnology at 7.36 subject to Rule 16b-3 | 03/13/2025 |
About Sana Biotechnology 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 Sana or other stocks. Alpha measures the amount that position in Sana Biotechnology 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 (projected) | Net Debt To EBITDA | 0.27 | 0.12 | 0.13 | Intangibles To Total Assets | 0.24 | 0.35 | 0.41 |
Sana Biotechnology Upcoming Company Events
As portrayed in its financial statements, the presentation of Sana Biotechnology's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Sana Biotechnology's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Sana Biotechnology's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Sana Biotechnology. Please utilize our Beneish M Score to check the likelihood of Sana Biotechnology's management manipulating its earnings.
| 21st of March 2024 Upcoming Quarterly Report | View | |
| 13th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 21st of March 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 Sana Biotechnology
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Check out Sana Biotechnology Backtesting, Sana Biotechnology Valuation, Sana Biotechnology Correlation, Sana Biotechnology Hype Analysis, Sana Biotechnology Volatility, Sana Biotechnology History and analyze Sana Biotechnology Performance. For information on how to trade Sana Stock refer to our How to Trade Sana Stock guide.You can also try the Idea Analyzer module to analyze all characteristics, volatility and risk-adjusted return of Macroaxis ideas.
Sana Biotechnology 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.