Insulet Stock Market Value
| PODD Stock | USD 166.25 1.52 0.92% |
| Symbol | Insulet |
Insulet Price To Book Ratio
Is Insulet's industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Insulet. If investors know Insulet will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Insulet listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 5.043 | Earnings Share 2.93 | Revenue Per Share 24.331 | Quarterly Revenue Growth 0.379 | Return On Assets 0.0609 |
The market value of Insulet is measured differently than its book value, which is the value of Insulet that is recorded on the company's balance sheet. Investors also form their own opinion of Insulet's value that differs from its market value or its book value, called intrinsic value, which is Insulet's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Insulet's market value can be influenced by many factors that don't directly affect Insulet's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Insulet's value and its price as these two are different measures arrived at by different means. Investors typically determine if Insulet is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Insulet's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Insulet 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Insulet's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Insulet.
| 02/25/2023 |
| 04/20/2024 |
If you would invest 0.00 in Insulet on February 25, 2023 and sell it all today you would earn a total of 0.00 from holding Insulet or generate 0.0% return on investment in Insulet over 420 days. Insulet is related to or competes with Agilent Technologies, Illumina, Waters, Thermo Fisher, Mettler Toledo, Charles River, and Guardant Health. Insulet Corporation develops, manufactures, and sells insulin delivery systems for people with insulin-dependent diabete... More
Insulet Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Insulet's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Insulet upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.15) | |||
| Maximum Drawdown | 11.5 | |||
| Value At Risk | (3.73) | |||
| Potential Upside | 3.2 |
Insulet Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Insulet's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Insulet's standard deviation. In reality, there are many statistical measures that can use Insulet historical prices to predict the future Insulet's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.38) | |||
| Total Risk Alpha | (0.56) | |||
| Treynor Ratio | (0.19) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Insulet's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Insulet Backtested Returns
Insulet holds Efficiency (Sharpe) Ratio of -0.13, which attests that the entity had a -0.13% return per unit of risk over the last 3 months. Insulet exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Insulet's Standard Deviation of 2.34, risk adjusted performance of (0.06), and Market Risk Adjusted Performance of (0.18) to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 1.44, which attests to a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Insulet will likely underperform. Insulet has an expected return of -0.31%. Please make sure to check out Insulet daily balance of power, and the relationship between the skewness and day typical price , to decide if Insulet performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.04 |
Virtually no predictability
Insulet has virtually no predictability. Overlapping area represents the amount of predictability between Insulet time series from 25th of February 2023 to 23rd of September 2023 and 23rd of September 2023 to 20th of April 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Insulet price movement. The serial correlation of 0.04 indicates that only as little as 4.0% of current Insulet price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.04 | |
| Spearman Rank Test | -0.45 | |
| Residual Average | 0.0 | |
| Price Variance | 520.31 |
Insulet lagged returns against current returns
Autocorrelation, which is Insulet stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Insulet's stock expected returns. We can calculate the autocorrelation of Insulet returns to help us make a trade decision. For example, suppose you find that Insulet has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Insulet regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Insulet stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Insulet stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Insulet stock over time.
Current vs Lagged Prices |
| Timeline |
Insulet Lagged Returns
When evaluating Insulet's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Insulet stock have on its future price. Insulet autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Insulet autocorrelation shows the relationship between Insulet stock current value and its past values and can show if there is a momentum factor associated with investing in Insulet.
Regressed Prices |
| Timeline |
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Macroaxis puts the power of mathematics on your side. We analyze your portfolios and positions such as Insulet using complex mathematical models and algorithms, but make them easy to understand. There is no real person involved in your portfolio analysis. We perform a number of calculations to compute absolute and relative portfolio volatility, correlation between your assets, value at risk, expected return as well as over 100 different fundamental and technical indicators.Build Optimal Portfolios
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Check out Insulet Correlation, Insulet Volatility and Insulet Alpha and Beta module to complement your research on Insulet. For information on how to trade Insulet Stock refer to our How to Trade Insulet Stock guide.Note that the Insulet information on this page should be used as a complementary analysis to other Insulet's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Investing Opportunities module to build portfolios using our predefined set of ideas and optimize them against your investing preferences.
Complementary Tools for Insulet Stock analysis
When running Insulet's price analysis, check to measure Insulet's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Insulet is operating at the current time. Most of Insulet's value examination focuses on studying past and present price action to predict the probability of Insulet's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Insulet's price. Additionally, you may evaluate how the addition of Insulet to your portfolios can decrease your overall portfolio volatility.
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Insulet 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.