Valneva Se Adr Stock Z Score

VALN Stock

USD 4.43 0.01 0.23%

Altman Z Score is one of the simplest fundamental models to determine how likely your company is to fail. The module uses available fundamental data of a given equity to approximate the Altman Z score. Altman Z Score is determined by evaluating five fundamental price points available from the company's current public disclosure documents. Check out Valneva SE Piotroski F Score and Valneva SE Valuation analysis.

At this time, Valneva SE's Capital Lease Obligations is very stable compared to the past year. As of the 23rd of November 2024, Net Working Capital is likely to grow to about 128.4 M, while Net Invested Capital is likely to drop about 228.7 M. At this time, Valneva SE's Depreciation And Amortization is very stable compared to the past year. As of the 23rd of November 2024, Interest Expense is likely to grow to about 24.5 M, while Total Revenue is likely to drop about 92.2 M.

Valneva SE ADR Company Z Score Analysis

Valneva SE's Z-Score is a simple linear, multi-factor model that measures the financial health and economic stability of a company. The score is used to predict the probability of a firm going into bankruptcy within next 24 months or two fiscal years from the day stated on the accounting statements used to calculate it. The model uses five fundamental business ratios that are weighted according to algorithm of Professor Edward Altman who developed it in the late 1960s at New York University..

Z Score

Sum Of

5 Factors

More About Z Score | All Equity Analysis

First Factor

1.2 * (

Working Capital

/

Total Assets )

Second Factor

1.4 * (

Retained Earnings

/

Total Assets )

Thrid Factor

3.3 * (

EBITAD

/

Total Assets )

Fouth Factor

0.6 * (

Market Value of Equity

/

Total Liabilities )

Fifth Factor

0.99 * (

Revenue

/

Total Assets )

Valneva Z Score Driver Correlations

Understanding the fundamental principles of building solid financial models for Valneva SE is extremely important. It helps to project a fair market value of Valneva Stock properly, considering its historical fundamentals such as Z Score. Since Valneva SE's main accounts across its financial reports are all linked and dependent on each other, it is essential to analyze all possible correlations between related accounts. However, instead of reviewing all of Valneva SE's historical financial statements, investors can examine the correlated drivers to determine its overall health. This can be effectively done using a conventional correlation matrix of Valneva SE's interrelated accounts and indicators.

	Total Assets	Total Stockholder Equity	Net Debt	Retained Earnings	Accounts Payable	Short Term Investments	Total Liab	Total Current Assets	Short Term Debt	Intangible Assets	Common Stock	Current Deferred Revenue	Net Receivables	Good Will	Net Tangible Assets	Long Term Debt	Deferred Long Term Liab	Net Invested Capital	Short Long Term Debt	Net Working Capital	Property Plant Equipment	Long Term Investments	Capital Stock
Total Assets		0.75	-0.7	-0.64	0.73	-0.47	0.94	0.98	0.37	-0.01	0.7	0.72	0.73	0.29	0.67	0.41	-0.75	0.67	-0.12	0.89	0.69	0.07	0.57
Total Stockholder Equity	0.75		-0.33	-0.5	0.42	-0.56	0.56	0.64	0.45	0.41	0.7	0.23	0.51	0.23	0.59	0.23	-0.5	0.58	-0.11	0.51	0.43	-0.13	0.47
Net Debt	-0.7	-0.33		0.1	-0.35	0.04	-0.65	-0.79	0.22	0.27	-0.14	-0.78	-0.2	0.36	-0.26	0.09	0.37	-0.27	0.57	-0.74	-0.26	-0.4	-0.12
Retained Earnings	-0.64	-0.5	0.1		-0.78	0.47	-0.73	-0.62	-0.88	0.29	-0.94	-0.17	-0.89	-0.82	-0.85	-0.92	0.91	-0.88	-0.58	-0.68	-0.94	0.53	-0.89
Accounts Payable	0.73	0.42	-0.35	-0.78		-0.48	0.82	0.72	0.56	-0.16	0.81	0.58	0.76	0.56	0.54	0.64	-0.85	0.55	0.22	0.78	0.72	-0.05	0.55
Short Term Investments	-0.47	-0.56	0.04	0.47	-0.48		-0.42	-0.39	-0.45	-0.28	-0.63	-0.24	-0.53	-0.35	-0.31	-0.24	0.4	-0.29	-0.05	-0.35	-0.32	0.01	-0.25
Total Liab	0.94	0.56	-0.65	-0.73	0.82	-0.42		0.95	0.45	-0.19	0.73	0.75	0.83	0.4	0.65	0.59	-0.82	0.67	0.07	0.96	0.82	0.0	0.61
Total Current Assets	0.98	0.64	-0.79	-0.62	0.72	-0.39	0.95		0.33	-0.19	0.65	0.76	0.71	0.23	0.66	0.4	-0.77	0.67	-0.15	0.94	0.7	0.09	0.56
Short Term Debt	0.37	0.45	0.22	-0.88	0.56	-0.45	0.45	0.33		-0.1	0.84	-0.14	0.71	0.81	0.69	0.85	-0.66	0.74	0.73	0.35	0.75	-0.75	0.81
Intangible Assets	-0.01	0.41	0.27	0.29	-0.16	-0.28	-0.19	-0.19	-0.1		-0.07	-0.07	-0.2	-0.12	-0.34	-0.33	0.4	-0.34	-0.15	-0.34	-0.38	0.11	-0.32
Common Stock	0.7	0.7	-0.14	-0.94	0.81	-0.63	0.73	0.65	0.84	-0.07		0.22	0.88	0.7	0.77	0.75	-0.86	0.78	0.39	0.68	0.82	-0.37	0.76
Current Deferred Revenue	0.72	0.23	-0.78	-0.17	0.58	-0.24	0.75	0.76	-0.14	-0.07	0.22		0.42	-0.09	0.1	0.0	-0.37	0.08	-0.35	0.74	0.29	0.55	-0.02
Net Receivables	0.73	0.51	-0.2	-0.89	0.76	-0.53	0.83	0.71	0.71	-0.2	0.88	0.42		0.72	0.72	0.76	-0.84	0.71	0.41	0.78	0.88	-0.19	0.68
Good Will	0.29	0.23	0.36	-0.82	0.56	-0.35	0.4	0.23	0.81	-0.12	0.7	-0.09	0.72		0.68	0.86	-0.66	0.65	0.83	0.29	0.72	-0.57	0.72
Net Tangible Assets	0.67	0.59	-0.26	-0.85	0.54	-0.31	0.65	0.66	0.69	-0.34	0.77	0.1	0.72	0.68		0.74	-0.87	0.98	0.38	0.65	0.85	-0.48	0.92
Long Term Debt	0.41	0.23	0.09	-0.92	0.64	-0.24	0.59	0.4	0.85	-0.33	0.75	0.0	0.76	0.86	0.74		-0.8	0.8	0.77	0.51	0.91	-0.67	0.89
Deferred Long Term Liab	-0.75	-0.5	0.37	0.91	-0.85	0.4	-0.82	-0.77	-0.66	0.4	-0.86	-0.37	-0.84	-0.66	-0.87	-0.8		-0.87	-0.33	-0.84	-0.92	0.28	-0.83
Net Invested Capital	0.67	0.58	-0.27	-0.88	0.55	-0.29	0.67	0.67	0.74	-0.34	0.78	0.08	0.71	0.65	0.98	0.8	-0.87		0.42	0.66	0.89	-0.59	0.97
Short Long Term Debt	-0.12	-0.11	0.57	-0.58	0.22	-0.05	0.07	-0.15	0.73	-0.15	0.39	-0.35	0.41	0.83	0.38	0.77	-0.33	0.42		-0.03	0.52	-0.78	0.55
Net Working Capital	0.89	0.51	-0.74	-0.68	0.78	-0.35	0.96	0.94	0.35	-0.34	0.68	0.74	0.78	0.29	0.65	0.51	-0.84	0.66	-0.03		0.79	0.08	0.55
Property Plant Equipment	0.69	0.43	-0.26	-0.94	0.72	-0.32	0.82	0.7	0.75	-0.38	0.82	0.29	0.88	0.72	0.85	0.91	-0.92	0.89	0.52	0.79		-0.45	0.89
Long Term Investments	0.07	-0.13	-0.4	0.53	-0.05	0.01	0.0	0.09	-0.75	0.11	-0.37	0.55	-0.19	-0.57	-0.48	-0.67	0.28	-0.59	-0.78	0.08	-0.45		-0.7
Capital Stock	0.57	0.47	-0.12	-0.89	0.55	-0.25	0.61	0.56	0.81	-0.32	0.76	-0.02	0.68	0.72	0.92	0.89	-0.83	0.97	0.55	0.55	0.89	-0.7

Click cells to compare fundamentals

To calculate a Z-Score, one would need to know a company's current working capital, its total assets and liabilities, and the amount of its latest earnings as well as earnings before interest and tax. Z-Scores can be used to compare the odds of bankruptcy of companies in a similar line of business or firms operating in the same industry. Companies with Z-Scores above 3.1 are generally considered to be stable and healthy with a low probability of bankruptcy. Scores that fall between 1.8 and 3.1 lie in a so-called 'grey area,' with scores of less than 1 indicating the highest probability of distress. Z Score is a used widely measure by financial auditors, accountants, money managers, loan processors, wealth advisers, and day traders. In the last 25 years, many financial models that utilize z-scores proved it to be successful as a predictor of corporate bankruptcy.

Competition

Predict Valneva SE

As per the company's disclosures, Valneva SE ADR has a Z Score of 0.0. This is 100.0% lower than that of the Biotechnology sector and 100.0% lower than that of the Health Care industry. The z score for all United States stocks is 100.0% higher than that of the company.

Valneva SE Current Valuation Drivers

We derive many important indicators used in calculating different scores of Valneva SE from analyzing Valneva SE's financial statements. These drivers represent accounts that assess Valneva SE's ability to generate profits relative to its revenue, operating costs, and shareholders' equity. Below are some of Valneva SE's important valuation drivers and their relationship over time.

	2019	2020	2021	2022	2023	2024 (projected)
Market Cap	255.3M	235.8M	703.4M	718.7M	655.8M	688.6M
Enterprise Value	235.8M	256.6M	604.4M	581.7M	738.6M	775.5M

Valneva SE ESG Sustainability

Some studies have found that companies with high sustainability scores are getting higher valuations than competitors with lower social-engagement activities. While most ESG disclosures are voluntary and do not directly affect the long term financial condition, Valneva SE's sustainability indicators can be used to identify proper investment strategies using environmental, social, and governance scores that are crucial to Valneva SE's managers, analysts, and investors.

Environmental

Governance

Social

Valneva SE Institutional Holders

Institutional Holdings refers to the ownership stake in Valneva SE that is held by large financial organizations, pension funds or endowments. Institutions may purchase large blocks of Valneva SE's outstanding shares and can exert considerable influence upon its management. Institutional holders may also work to push the share price higher once they own the stock. Extensive social media coverage, TV shows, articles in high-profile magazines, and presentations at investor conferences help move the stock higher, increasing Valneva SE's value.

		Shares
Activest Wealth Management	2024-06-30	1.0
Federation Des Caisses Desjardins Du Quebec	2024-06-30	0.0
Ubs Group Ag	2024-06-30	0.0
General American Investors Co Inc	2024-09-30	354.4 K
Wells Fargo & Co	2024-06-30	183.1 K
Alphacentric Advisors, Llc	2024-09-30	118 K
Ironwood Investment Management Llc	2024-06-30	25 K
Morgan Stanley - Brokerage Accounts	2024-06-30	4 K
Ridgewood Investments Llc	2024-09-30	550
Alphamark Advisors, Llc	2024-09-30	150
Advisor Group Holdings, Inc.	2024-06-30	150

Valneva Fundamentals

	Return On Equity	-0.0396
	Return On Asset	-0.11
	Profit Margin	(0.05) %
	Operating Margin	(0.27) %
	Current Valuation	410.03 M
	Shares Outstanding	81.18 M
	Shares Owned By Institutions	1.16 %
	Number Of Shares Shorted	48.21 K
	Price To Book	1.56 X
	Price To Sales	2.30 X
	Revenue	153.71 M
	Gross Profit	(68.06 M)
	EBITDA	(57.72 M)
	Net Income	(101.43 M)
	Cash And Equivalents	336.22 M
	Cash Per Share	5.74 X
	Total Debt	208.82 M
	Debt To Equity	1.43 %
	Current Ratio	1.15 X
	Book Value Per Share	1.55 X
	Cash Flow From Operations	(202.74 M)
	Short Ratio	3.11 X
	Earnings Per Share	(0.13) X
	Target Price	15.85
	Number Of Employees	676
	Beta	1.02
	Market Capitalization	364.77 M
	Total Asset	460.06 M
	Retained Earnings	(561.2 M)
	Working Capital	103.96 M
	Net Asset	460.06 M

About Valneva SE Fundamental Analysis

The Macroaxis Fundamental Analysis modules help investors analyze Valneva SE ADR's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of Valneva SE using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of Valneva SE ADR based on its fundamental data. In general, a quantitative approach, as applied to this company, focuses on analyzing financial statements comparatively, whereas a qaualitative method uses data that is important to a company's growth but cannot be measured and presented in a numerical way.

Please read more on our fundamental analysis page.

Pair Trading with Valneva SE

One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Valneva SE position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Valneva SE will appreciate offsetting losses from the drop in the long position's value.

Moving together with Valneva Stock

0.63	ME	23Andme Holding	Pair Corr
0.68	JNJ	Johnson Johnson Sell-off Trend	Pair Corr

Moving against Valneva Stock

0.57	KZR	Kezar Life Sciences	Pair Corr
0.42	MLYS	Mineralys Therapeutics,	Pair Corr
0.38	RNXT	RenovoRx	Pair Corr
0.34	MDGL	Madrigal Pharmaceuticals	Pair Corr
0.33	NXGLW	NexGel Warrant	Pair Corr

The ability to find closely correlated positions to Valneva SE could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Valneva SE when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Valneva SE - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Valneva SE ADR to buy it.

The correlation of Valneva SE is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Valneva SE moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Valneva SE ADR moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.

Correlation analysis and pair trading evaluation for Valneva SE can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.

Pair Correlation Correlation Matching

When determining whether Valneva SE ADR offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Valneva SE's 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 Valneva Se Adr Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Valneva Se Adr Stock:

How To Invest In Valneva

Details

Is Valneva Stock a good investment?

Details

What is Valneva SE's Net Worth?

Details

Largest Biotechnology Companies

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Largest Pharmaceuticals, Biotechnology & Life Sciences Companies

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Check out Valneva SE Piotroski F Score and Valneva SE Valuation analysis.

You can also try the Top Crypto Exchanges module to search and analyze digital assets across top global cryptocurrency exchanges.

Is Biotechnology space 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 Valneva SE. If investors know Valneva 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 Valneva SE listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.

Earnings Share

(0.13)

Revenue Per Share

2.3

Quarterly Revenue Growth

0.204

Return On Assets

(0.11)

Return On Equity

(0.04)

The market value of Valneva SE ADR is measured differently than its book value, which is the value of Valneva that is recorded on the company's balance sheet. Investors also form their own opinion of Valneva SE's value that differs from its market value or its book value, called intrinsic value, which is Valneva SE'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 Valneva SE's market value can be influenced by many factors that don't directly affect Valneva SE'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 Valneva SE's value and its price as these two are different measures arrived at by different means. Investors typically determine if Valneva SE is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Valneva SE'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.

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Valneva Se Adr Stock Z Score

Valneva SE ADR Company Z Score Analysis

Z Score

Sum Of

5 Factors

First Factor

1.2 * (

Working Capital

/

Total Assets )

Second Factor

1.4 * (

Retained Earnings

/

Total Assets )

Thrid Factor

3.3 * (

EBITAD

/

Total Assets )

Fouth Factor

0.6 * (

Market Value of Equity

/

Total Liabilities )

Fifth Factor

0.99 * (

Revenue

/

Total Assets )

Valneva Z Score Driver Correlations

Valneva SE Current Valuation Drivers

Valneva SE ESG Sustainability

Valneva SE Institutional Holders

Valneva Fundamentals

About Valneva SE Fundamental Analysis

Pair Trading with Valneva SE

Moving together with Valneva Stock

Moving against Valneva Stock

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