Beam Therapeutics Inc. (BEAM)
Quantitative Summary
DeterministicBelow-average fundamentals indicated by Piotroski score of 3/9.
Generated deterministically from quant metrics and financial statements. Not a recommendation.
Algorithmic Teardown
AI-GeneratedBeam Therapeutics presents a stark dichotomy between aggressive top-line expansion and deteriorating fundamental efficiency. While revenue growth accelerates at 120% year-over-year, the company operates with a severe net margin contraction of -57.2%, driving both ROIC to -21.9% and DuPont-decomposed ROE to -6.5%. This negative return on equity is mechanically driven by low asset turnover (0.09x) rather than leverage, which sits at a conservative 1.20x multiplier. The Piotroski F-Score of 3/9 signals weak financial health relative to peers, yet the Altman Z-Score of 5.5 suggests the balance sheet currently avoids immediate insolvency risks despite these operational headwinds.
Valuation metrics reflect significant market optimism regarding future commercialization potential rather than current earnings power. With no positive net income, traditional P/E comparisons are inapplicable; however, trading at a sector average multiple of 37.5x implies the market is pricing in substantial normalized profitability and growth duration that has not yet materialized on an accrual basis. The disconnect between current cash-burning dynamics and high valuation multiples creates a scenario where any deviation from the projected revenue trajectory could precipitate a sharp re-rating, as historical performance fails to justify the premium assigned by investors expecting a successful transition to positive cash flows.
Risk-adjusted return factors highlight specific exposure profiles within the equity universe. The stock exhibits strong momentum characteristics with an annual Fama-French Alpha of 17.18%, outperforming its risk-free benchmark significantly over the measured period. Conversely, factor tilts reveal substantial vulnerability: a Value Factor (HML) of -0.914 indicates heavy growth weighting, while a Profitability Factor (RMW) of -1.817 underscores severe weakness in earnings generation relative to value and profitable peers. This risk profile is compounded by insider activity showing $3,767,883 net selling over the last 90 days, suggesting internal stakeholders may be positioning defensively or reallocating capital despite the stock's recent alpha performance.
Generated by LLM from quantitative data inputs. May contain inaccuracies. Not investment advice.
Price Chart with Moving Averages
Technical Setup
AI GeneratedThe current technical landscape for Beam Therapeutics Inc. suggests a complex interplay between price action and institutional positioning, though specific moving average crossovers are not detailed in the provided data to definitively confirm trend direction. Without explicit signals regarding short-term versus long-term moving average relationships, it remains unclear whether larger market participants are actively accumulating shares or reducing exposure at these levels. The stock's proximity to key psychological thresholds often serves as a focal point for institutional algorithms, potentially leading to increased volatility if significant order flow emerges near the $27.93 mark. Volume trends remain an ambiguous variable in this snapshot, lacking specific data points that would indicate whether trading activity is supporting or contravening recent price movements. In healthcare equities, particularly those with biotech characteristics like BEAM, volume spikes often precede major shifts in institutional sentiment, yet the absence of concrete figures here prevents a clear assessment of capital flow dynamics. The lack of definitive crossover confirmation implies that while some players may be testing support or resistance zones, no overwhelming consensus on direction is currently visible through these standard technical lenses alone.
Quant Health Deep Dive
Profitability & Value Creation
DuPont Analysis — ROE Decomposition
Breaking down Return on Equity to see how the company generates its ROE — efficiency, margins, or leverage.
Balance Sheet Health
Insider Activity (Last 90 Days)
Open-market buys vs sells by company insiders. Source: yfinance.
Earnings Surprise History
EPS estimates vs actuals for the most recent reported quarters. Source: yfinance.
Risk Profile
Sharpe = risk-adjusted return (higher is better). Max drawdown = largest peak-to-trough decline. 1,200+ trading days.
Underwater (Drawdown from Peak)
How far below the all-time high the price has been over time. Deeper = more pain for holders.
Rolling 60-Day Beta vs S&P 500 (VOO)
How the stock's sensitivity to market moves changes over time. β > 1 = more volatile than the market.
Fama-French 5-Factor Exposure
Academic factor model decomposition — what's really driving this stock's returns.
Fama-French 5-Factor Model. Data: Kenneth French Data Library. Regression over 3 years of daily returns.
Fundamentals
Passive Flow Attribution
ETF Draft EffectWhen investors buy or sell ETFs like ARKG or ARKK, the fund manager is mechanically forced to buy or sell BEAM shares regardless of Beam Therapeutics Inc.'s individual fundamentals. We estimate $382M of passive capital is structurally linked to BEAM through 6 tracked ETFs. Passive flows have a limited but growing influence on BEAM's daily trading dynamics.
Passive exposure = Σ (ETF AUM × stock weight in ETF) across 6 tracked ETFs. Actual passive ownership is larger (includes mutual funds). Not investment advice.
ETF Contagion Visualizer
Simulate a price drop in Beam Therapeutics Inc. to visualize passive redemption contagion across ETFs and collateral stocks.
If Beam Therapeutics Inc. (BEAM) experiences a significant drawdown, ETF redemptions can create collateral selling pressure on co-held stocks. Our model identifies CRISPR THERAPEUTICS AG (CRSP) as the most exposed collateral stock, sharing 3 ETFs with BEAM. This is the "Passive Contagion" effect described in the Inelastic Market Hypothesis.
Contagion model based on shared ETF exposure and constituent weights across 6 tracked ETFs. Estimated selling pressure is a simplified model — actual impact depends on market liquidity, ETF redemption mechanics, and market-maker activity.
BEAM Ownership Dynamics
Passive funds hold 1 in every 7 BEAM shares, reducing daily market volatility.
Beam Therapeutics Inc. (BEAM) exerts measurable gravity on the passive index market, currently representing 4.8% of the ARK Genomic Revolution ETF (ARKG) and 2.8% of the ARK Innovation ETF (ARKK). Across 6 tracked ETFs, approximately 14M shares (13.8% of float) are held by passive funds and rarely trade on the open market. This level of passive ownership means index rebalances can create outsized volume events.
ETFs with Highest BEAM Exposure
Float lock-up computed from 6 ETFs tracked by SecuritiesDB. Actual passive ownership is higher (includes mutual funds, pension funds, etc.).
BEAM Institutional Volume Profile
252-day volume distribution by price level. The Point of Control (POC) marks — the price where the most institutional volume transacted — an implicit support/resistance floor.
The highest-volume price zone for Beam Therapeutics Inc. over the past year sits near $27.58 (9% of 252-day volume). The current price of $28.96 trades 5.0% above this institutional floor — a sign of upside momentum, though a pullback to the POC zone is a common reversion target.
Volume Profile computed from 252 trading days of OHLCV data. Volume allocated to price bins proportionally based on daily high-low range. Not investment advice.
Fails-to-Deliver (FTD) History
SEC-reported settlement failures. Elevated FTDs can indicate high short-selling pressure, operational settlement issues, or naked shorting activity.
| Date | Failed Shares | Close Price | Notional Value |
|---|---|---|---|
| 2026-05-11 | 17 | $32.32 | $549.44 |
| 2026-05-08 | 21,010 | $31.47 | $661,184.7 |
| 2026-05-07 | 20 | $32.34 | $646.8 |
| 2026-04-30 | 28 | $29.38 | $822.64 |
| 2026-04-29 | 13,405 | $30.56 | $409,656.8 |
| 2026-04-24 | 2,005 | $30.16 | $60,470.8 |
| 2026-04-20 | 2,671 | $31.39 | $83,842.69 |
| 2026-04-17 | 3,138 | $30.33 | $95,175.54 |
| 2026-04-16 | 12,132 | $30.68 | $372,209.76 |
| 2026-04-15 | 124 | $30.30 | $3,757.2 |
| 2026-04-06 | 2,863 | $24.66 | $70,601.58 |
| 2026-03-30 | 21,273 | $22.19 | $472,047.87 |
| 2026-03-18 | 45 | $25.83 | $1,162.35 |
| 2026-03-17 | 5 | $25.49 | $127.45 |
| 2026-03-10 | 21,697 | $27.62 | $599,271.14 |
| 2026-03-09 | 6,507 | $26.54 | $172,695.78 |
| 2026-02-26 | 1,574 | $29.61 | $46,606.14 |
| 2026-02-12 | 88 | $25.99 | $2,287.12 |
| 2026-02-06 | 840 | $24.73 | $20,773.2 |
| 2026-02-05 | 11,989 | $26.95 | $323,103.55 |
| 2026-02-02 | 153 | $27.62 | $4,225.86 |
| 2026-01-21 | 1,300 | $30.97 | $40,261 |
| 2026-01-20 | 678 | $31.22 | $21,167.16 |
| 2025-12-24 | 5,845 | $27.77 | $162,315.65 |
| 2025-12-23 | 3,435 | $27.92 | $95,905.2 |
| 2025-12-22 | 39,086 | $26.57 | $1.0M |
| 2025-12-05 | 5 | $28.91 | $144.55 |
| 2025-12-04 | 73,870 | $26.74 | $2.0M |
| 2025-12-01 | 156 | $25.33 | $3,951.48 |
| 2025-11-28 | 437 | $25.03 | $10,938.11 |
Source: SEC Regulation SHO FTD data. Data is reported with a ~30 day delay. High FTD quantities relative to average daily volume may indicate settlement stress.
Price Correlations
Statistical correlation of daily returns with other stocks. High correlations indicate stocks that move together; negative correlations can offer diversification.
| Peer | 252-Day (1Y) | 126-Day (6M) | Direction |
|---|---|---|---|
| WTGXX | NaN | NaN | |
| CRSP | 0.673 | 0.723 | Moderate |
| NTLA | 0.615 | 0.584 | Moderate |
| PRME | 0.582 | 0.651 | Moderate |
| RXRX | 0.549 | 0.547 | Moderate |
| ABSI | 0.483 | 0.479 | Moderate |
| SDGR | 0.472 | 0.497 | Moderate |
| TWST | 0.467 | 0.481 | Moderate |
| PACB | 0.430 | 0.470 | Moderate |
| NRIX | 0.411 | 0.289 | Moderate |
Pearson correlation of daily log returns. 252d ≈ 1 trading year. Computed from price history. Not investment advice.
Compare BEAM to Peers
Quant metrics computed deterministically from financial statements and price data. Updated: 2026-06-02.
SecuritiesDB provides programmatic data aggregation for informational purposes only. None of the metrics, summaries, or algorithmic flags constitute a recommendation to buy or sell any security.