Regeneron Pharmaceuticals Stock Market Value
| REGN Stock | USD 893.99 7.20 0.80% |
| Symbol | Regeneron |
Regeneron Pharmaceuticals Price To Book Ratio
Is Regeneron Pharmaceuticals' 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 Regeneron Pharmaceuticals. If investors know Regeneron 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 Regeneron Pharmaceuticals 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 (0.03) | Earnings Share 34.78 | Revenue Per Share 122.935 | Quarterly Revenue Growth 0.006 | Return On Assets 0.0849 |
The market value of Regeneron Pharmaceuticals is measured differently than its book value, which is the value of Regeneron that is recorded on the company's balance sheet. Investors also form their own opinion of Regeneron Pharmaceuticals' value that differs from its market value or its book value, called intrinsic value, which is Regeneron Pharmaceuticals' 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 Regeneron Pharmaceuticals' market value can be influenced by many factors that don't directly affect Regeneron Pharmaceuticals' 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 Regeneron Pharmaceuticals' value and its price as these two are different measures arrived at by different means. Investors typically determine if Regeneron Pharmaceuticals is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Regeneron Pharmaceuticals' 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.
Regeneron Pharmaceuticals '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 Regeneron Pharmaceuticals' 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 Regeneron Pharmaceuticals.
| 03/20/2024 |
| 04/19/2024 |
If you would invest 0.00 in Regeneron Pharmaceuticals on March 20, 2024 and sell it all today you would earn a total of 0.00 from holding Regeneron Pharmaceuticals or generate 0.0% return on investment in Regeneron Pharmaceuticals over 30 days. Regeneron Pharmaceuticals is related to or competes with Crispr Therapeutics, Novo Nordisk, Sarepta Therapeutics, Intellia Therapeutics, Incyte, Alnylam Pharmaceuticals, and United Therapeutics. Regeneron Pharmaceuticals, Inc. discovers, invents, develops, manufactures, and commercializes medicines for treating va... More
Regeneron Pharmaceuticals 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 Regeneron Pharmaceuticals' 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 Regeneron Pharmaceuticals upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.15) | |||
| Maximum Drawdown | 3.87 | |||
| Value At Risk | (1.70) | |||
| Potential Upside | 1.59 |
Regeneron Pharmaceuticals Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Regeneron Pharmaceuticals' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Regeneron Pharmaceuticals' standard deviation. In reality, there are many statistical measures that can use Regeneron Pharmaceuticals historical prices to predict the future Regeneron Pharmaceuticals' volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.13) | |||
| Total Risk Alpha | (0.16) | |||
| Treynor Ratio | (0.09) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Regeneron Pharmaceuticals' 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.
Regeneron Pharmaceuticals Backtested Returns
Regeneron Pharmaceuticals maintains Sharpe Ratio (i.e., Efficiency) of -0.0885, which implies the firm had a -0.0885% return per unit of risk over the last 3 months. Regeneron Pharmaceuticals exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Regeneron Pharmaceuticals' Coefficient Of Variation of (1,336), variance of 0.8171, and Risk Adjusted Performance of (0.04) to confirm the risk estimate we provide. The company holds a Beta of 0.88, which implies possible diversification benefits within a given portfolio. Regeneron Pharmaceuticals returns are very sensitive to returns on the market. As the market goes up or down, Regeneron Pharmaceuticals is expected to follow. Regeneron Pharmaceuticals has an expected return of -0.0803%. Please make sure to check Regeneron Pharmaceuticals value at risk, as well as the relationship between the daily balance of power and price action indicator , to decide if Regeneron Pharmaceuticals performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.59 |
Modest predictability
Regeneron Pharmaceuticals has modest predictability. Overlapping area represents the amount of predictability between Regeneron Pharmaceuticals time series from 20th of March 2024 to 4th of April 2024 and 4th of April 2024 to 19th 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 Regeneron Pharmaceuticals price movement. The serial correlation of 0.59 indicates that roughly 59.0% of current Regeneron Pharmaceuticals price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.59 | |
| Spearman Rank Test | 0.75 | |
| Residual Average | 0.0 | |
| Price Variance | 396.87 |
Regeneron Pharmaceuticals lagged returns against current returns
Autocorrelation, which is Regeneron Pharmaceuticals 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 Regeneron Pharmaceuticals' stock expected returns. We can calculate the autocorrelation of Regeneron Pharmaceuticals returns to help us make a trade decision. For example, suppose you find that Regeneron Pharmaceuticals 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 |
Regeneron Pharmaceuticals 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 Regeneron Pharmaceuticals stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Regeneron Pharmaceuticals stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Regeneron Pharmaceuticals stock over time.
Current vs Lagged Prices |
| Timeline |
Regeneron Pharmaceuticals Lagged Returns
When evaluating Regeneron Pharmaceuticals' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Regeneron Pharmaceuticals stock have on its future price. Regeneron Pharmaceuticals 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, Regeneron Pharmaceuticals autocorrelation shows the relationship between Regeneron Pharmaceuticals stock current value and its past values and can show if there is a momentum factor associated with investing in Regeneron Pharmaceuticals.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
When determining whether Regeneron Pharmaceuticals offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Regeneron Pharmaceuticals' financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Regeneron Pharmaceuticals Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Regeneron Pharmaceuticals Stock:Check out Regeneron Pharmaceuticals Correlation, Regeneron Pharmaceuticals Volatility and Regeneron Pharmaceuticals Alpha and Beta module to complement your research on Regeneron Pharmaceuticals. To learn how to invest in Regeneron Stock, please use our How to Invest in Regeneron Pharmaceuticals guide.Note that the Regeneron Pharmaceuticals information on this page should be used as a complementary analysis to other Regeneron Pharmaceuticals' 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 My Watchlist Analysis module to analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like.
Complementary Tools for Regeneron Stock analysis
When running Regeneron Pharmaceuticals' price analysis, check to measure Regeneron Pharmaceuticals' 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 Regeneron Pharmaceuticals is operating at the current time. Most of Regeneron Pharmaceuticals' value examination focuses on studying past and present price action to predict the probability of Regeneron Pharmaceuticals' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Regeneron Pharmaceuticals' price. Additionally, you may evaluate how the addition of Regeneron Pharmaceuticals to your portfolios can decrease your overall portfolio volatility.
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Regeneron Pharmaceuticals 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.