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BIIB Biogen Inc.

Healthcare

249.01 -4.61 -1.82% Close 11/2
Since 2024-12-02 +54.4%
Open
253.81
High
255.53
Low
247.91
Prev close
253.62
Volume
1.2M
Amplitude
3.00%
P/E
108.4
P/B
2.0
Revenue YoY (TTM)
+3.1%
52W 148.51 258.78

Is Biogen Inc. a buy? Fundamentals and valuation first

As of 2026-10-30

Momentum: Strong, Risk / liquidity: Strong; Valuation: Pricey.

Valuation Pricey Free-cash-flow yield is Good, but TTM P/E is Expensive.
TTM P/E 108.38 93th percentile Expensive
Price / book 1.98 59th percentile Pricey
Free-cash-flow yield (%) 6.25 71th percentile Good
US Stock Backtest in Python: Price-to-Book Ratio StrategyQuality Factor Investing: A US Quality Value Backtest
Quality Neutral FCF margin, TTM is Top, but ROE, TTM is Average.
ROE, TTM (%) 1.84 45th percentile Average
Operating margin, TTM (%) 7.64 51th percentile Good
FCF margin, TTM (%) 22.75 80th percentile Top
Quality Factor Investing: A US Quality Value Backtest
Growth Neutral All 2 indicators are Average.
Revenue growth, TTM YoY (%) 3.12 43th percentile Average
Diluted EPS growth, TTM YoY (%) -78.71 26th percentile Average
Momentum Strong All 2 indicators are Top.
60-day return (%) 22.95 93th percentile Top
240-day return (%) 51.37 87th percentile Top
Momentum Trading Strategy: A 12-1 Momentum Backtest
Risk / liquidity Strong 20-day dollar volume is Top; 60-day annualized volatility is Good.
20-day dollar volume 316,562,255 95th percentile Top
60-day annualized volatility (%) 28.32 32th percentile Good
Factor Investing Explained: 10 Classic Factors in US Stocks

Biogen Inc. (BIIB) today

2 quant signals active · As of 2026-10-30

Win rate and excess are historical post-trigger stats vs the market. Click a signal for its full definition and samples; history does not predict future results.

FinLab Studio

From Biogen Inc. to every stock like it

AI finds several complementary traits of Biogen Inc. across different dimensions, combines them into a multifactor strategy, and backtests it against the market.

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Biogen Inc. (BIIB) peers and tracking

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Biogen Inc. (BIIB) quant signal backtests

Signals active now

Each active condition is tested against this stock’s own history and benchmarked versus the S&P 500.

Top-quintile 6-month momentum

Active · now 86.76%

The stock ranks in the top 20% of the liquid US common-stock universe by 126-day adjusted return.

Momentum Trading Strategy: A 12-1 Momentum Backtest
17 historical occurrences (since 2016-09-15)

Average forward return after Top-quintile 6-month momentum

20-day: Win 62.5%, Sample 16, Median +1.32%, Excess -1%, Beat mkt rate 43.8%

60-day: Win 62.5%, Sample 16, Median +1.37%, Excess -2.33%, Beat mkt rate 43.8%

120-day: Win 31.2%, Sample 16, Median -3.82%, Excess -12.36%, Beat mkt rate 31.2%

120 days after: historical avg -7.08%

20-day +1.23%
60-day +1.32%
120-day -7.08%
20-day
60-day
120-day
Win
62.5%
62.5%
31.2%
Sample
16
16
16
Median
+1.32%
+1.37%
-3.82%
Excess
-1%
-2.33%
-12.36%
Beat mkt rate
43.8%
43.8%
31.2%

Over 16 occurrences, 120-day forward avg declined 7.08%, lagged the market by 12.36 pts; win rate 31.2%.

EPS surprise beat

Active · now 31.66%

Reported EPS beat consensus estimate by at least 5%; event date is the earnings-surprise timestamp.

PEAD: Post-Earnings Announcement Drift Backtest
31 historical occurrences (since 2015-01-29)

Average forward return after EPS surprise beat

20-day: Win 53.6%, Sample 28, Median +1.04%, Excess -0.77%, Beat mkt rate 39.3%

60-day: Win 60.7%, Sample 28, Median +2.91%, Excess -0.6%, Beat mkt rate 42.9%

120-day: Win 48.1%, Sample 27, Median -2.19%, Excess -7.41%, Beat mkt rate 33.3%

120 days after: historical avg +0.01%

20-day +0.98%
60-day +3.69%
120-day +0.01%
20-day
60-day
120-day
Win
53.6%
60.7%
48.1%
Sample
28
28
27
Median
+1.04%
+2.91%
-2.19%
Excess
-0.77%
-0.6%
-7.41%
Beat mkt rate
39.3%
42.9%
33.3%

Over 27 occurrences, 120-day forward avg gained 0.01%, lagged the market by 7.41 pts; win rate 48.1%.

Valuation regime and forward returns

Daily TTM P/E is converted into an expanding own-history percentile, then grouped into five valuation regimes. Forward returns use adjusted prices over the next 240 trading days.

PE percentile bandSample days240-day avg returnMedianWin rateAvg excess (vs index)
0-20 219+6.9% +4.3% 56.2% -26.7%
20-40 451+12.8% +13% 52.5% -8.3%
40-60 266-8.2% -19% 22.2% -21.4%
60-80 148+18.8% +30.1% 73.6% +21%
80-100 You are here372-25.3% -34.6% 16.4% -31.2%

Quarterly EPS is aligned by SEC filing date before it is forward-filled to daily prices. The expanding percentile uses only information available up to each day.

Current TTM P/E is about 108.38, placing it in the 100.0 own-history percentile, inside the 80-100 bucket.

More history: Valuation × momentum analogs, Market-wide momentum baseline, Signals not active now

Valuation × momentum analogs

Each historical day is grouped by own-history P/E tercile and 60-day momentum direction, then tested for the next 120-trading-day adjusted return.

Valuation
Momentum
Cheap (own-history bottom third)
Middle
Expensive (own-history top third)
60-day momentum up
+7%
Win rate 38.6% Excess -6.9%
132d
+7.2%
Win rate 68.1% Excess -0.4%
382d
Now
-11.1%
Win rate 37.4% Excess -19.5%
174d
60-day momentum down
+6.4%
Win rate 49.5% Excess -8.3%
299d
+0.2%
Win rate 34.3% Excess -5.8%
251d
-11.7%
Win rate 12.1% Excess -12.4%
338d

Currently in “Expensive (own-history top third) × 60-day momentum up”: across 174 historical days, 120-day forward avg declined 11.1%, win rate 37.4%, lagged the market by 19.5%.

Days = trading days in this bucket; returns use adjusted prices, ex-costs. 60-day momentum: direction of this stock's price over the past 60 trading days.

Market-wide momentum baseline

Across 99,493 liquid US common-stock samples, top-quintile 6-month momentum was followed by an average 60-trading-day return of +6.42%, a 58.4% positive-return rate, and +3.08 percentage points of average excess return versus the S&P 500.

Baseline: weekly samples since 2016 where a liquid US common stock ranked in the top quintile by 126-trading-day momentum. Forward return is 60 trading days; excess return is versus S&P 500 (^GSPC).

Signals not active now

Inactive signals still show the stock-specific historical forward-return distribution for context.

52-week adjusted-price high

Pending

Adjusted close first reaches a 252-trading-day high; repeated hits within 20 days count once.

16 times historically; 60-day forward avg -6.43%, win rate 33.3%, beating the market by -9.63 pts on average.

Filed revenue acceleration

Pending

TTM revenue growth is at least 10% and improved versus the prior filed quarter; event date is the SEC filing date.

Method and limits

  • Returns use us_price:adj_close, adjusted for splits and dividends where available.
  • Excess returns use world_index:^GSPC as the S&P 500 benchmark proxy.
  • Quarterly fundamentals are aligned to SEC filing dates before daily valuation studies.
  • The promoted universe starts from active NYSE/NASDAQ common stocks, then applies price and dollar-volume gates.
  • Snapshot-only tables such as analyst consensus, DCF, us_ratios, and us_key_metrics are intentionally excluded from historical evidence.
  • Overlapping event windows are descriptive distributions, not independent samples.

This page is for historical data analysis and education only. It is not investment advice. Backtests and historical return distributions do not predict future performance; evaluate risk independently before trading.