Karyopharm Therapeutics Stock Market Value
| KPTI Stock | USD 0.64 0.01 0.78% |
| Symbol | Karyopharm |
Karyopharm Therapeutics Price To Book Ratio
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 Karyopharm Therapeutics. If investors know Karyopharm 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 Karyopharm Therapeutics listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Earnings Share (1.05) | Revenue Per Share 1.247 | Quarterly Revenue Growth 0.077 | Return On Assets (0.34) | Return On Equity (8.91) |
The market value of Karyopharm Therapeutics is measured differently than its book value, which is the value of Karyopharm that is recorded on the company's balance sheet. Investors also form their own opinion of Karyopharm Therapeutics' value that differs from its market value or its book value, called intrinsic value, which is Karyopharm Therapeutics' 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 Karyopharm Therapeutics' market value can be influenced by many factors that don't directly affect Karyopharm Therapeutics' 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 Karyopharm Therapeutics' value and its price as these two are different measures arrived at by different means. Investors typically determine if Karyopharm Therapeutics is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Karyopharm Therapeutics' 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.
Karyopharm Therapeutics '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 Karyopharm Therapeutics' 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 Karyopharm Therapeutics.
| 01/03/2023 |
| 12/23/2024 |
If you would invest 0.00 in Karyopharm Therapeutics on January 3, 2023 and sell it all today you would earn a total of 0.00 from holding Karyopharm Therapeutics or generate 0.0% return on investment in Karyopharm Therapeutics over 720 days. Karyopharm Therapeutics is related to or competes with X4 Pharmaceuticals, Hookipa Pharma, Mereo BioPharma, Acumen Pharmaceuticals, CytomX Therapeutics, Nuvation Bio, and Assembly Biosciences. Karyopharm Therapeutics Inc., a commercial-stage pharmaceutical company, discovers, develops, and commercializes drugs d... More
Karyopharm Therapeutics 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 Karyopharm Therapeutics' 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 Karyopharm Therapeutics upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 26.95 | |||
| Value At Risk | (5.56) | |||
| Potential Upside | 8.97 |
Karyopharm Therapeutics Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Karyopharm Therapeutics' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Karyopharm Therapeutics' standard deviation. In reality, there are many statistical measures that can use Karyopharm Therapeutics historical prices to predict the future Karyopharm Therapeutics' volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.14) | |||
| Total Risk Alpha | (0.25) | |||
| Treynor Ratio | (0.15) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Karyopharm Therapeutics' 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.
Karyopharm Therapeutics Backtested Returns
Karyopharm Therapeutics has Sharpe Ratio of -0.0081, which conveys that the firm had a -0.0081% return per unit of risk over the last 3 months. Karyopharm Therapeutics exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Karyopharm Therapeutics' Risk Adjusted Performance of (0.01), mean deviation of 3.06, and Standard Deviation of 4.86 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.78, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Karyopharm Therapeutics' returns are expected to increase less than the market. However, during the bear market, the loss of holding Karyopharm Therapeutics is expected to be smaller as well. At this point, Karyopharm Therapeutics has a negative expected return of -0.0392%. Please make sure to verify Karyopharm Therapeutics' treynor ratio, kurtosis, as well as the relationship between the Kurtosis and day typical price , to decide if Karyopharm Therapeutics performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.73 |
Good predictability
Karyopharm Therapeutics has good predictability. Overlapping area represents the amount of predictability between Karyopharm Therapeutics time series from 3rd of January 2023 to 29th of December 2023 and 29th of December 2023 to 23rd of December 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 Karyopharm Therapeutics price movement. The serial correlation of 0.73 indicates that around 73.0% of current Karyopharm Therapeutics price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.73 | |
| Spearman Rank Test | 0.55 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
Karyopharm Therapeutics lagged returns against current returns
Autocorrelation, which is Karyopharm Therapeutics 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 Karyopharm Therapeutics' stock expected returns. We can calculate the autocorrelation of Karyopharm Therapeutics returns to help us make a trade decision. For example, suppose you find that Karyopharm Therapeutics 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 |
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Karyopharm Therapeutics 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 Karyopharm Therapeutics stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Karyopharm Therapeutics stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Karyopharm Therapeutics stock over time.
Current vs Lagged Prices |
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Karyopharm Therapeutics Lagged Returns
When evaluating Karyopharm Therapeutics' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Karyopharm Therapeutics stock have on its future price. Karyopharm Therapeutics 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, Karyopharm Therapeutics autocorrelation shows the relationship between Karyopharm Therapeutics stock current value and its past values and can show if there is a momentum factor associated with investing in Karyopharm Therapeutics.
Regressed Prices |
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Currently Active Assets on Macroaxis
When determining whether Karyopharm Therapeutics offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Karyopharm Therapeutics' 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 Karyopharm Therapeutics Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Karyopharm Therapeutics Stock:Check out Karyopharm Therapeutics Correlation, Karyopharm Therapeutics Volatility and Karyopharm Therapeutics Alpha and Beta module to complement your research on Karyopharm Therapeutics. For more detail on how to invest in Karyopharm Stock please use our How to Invest in Karyopharm Therapeutics guide.You can also try the Correlation Analysis module to reduce portfolio risk simply by holding instruments which are not perfectly correlated.
Karyopharm Therapeutics 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.