Valneva Se Adr Stock Market Value
| VALN Stock | USD 6.99 0.01 0.14% |
| Symbol | Valneva |
Valneva SE ADR 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 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 (0.19) | Revenue Per Share | Quarterly Revenue Growth 0.264 | Return On Assets | Return On Equity |
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.
Valneva SE '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 Valneva SE'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 Valneva SE.
| 01/25/2025 |
| 04/25/2025 |
If you would invest 0.00 in Valneva SE on January 25, 2025 and sell it all today you would earn a total of 0.00 from holding Valneva SE ADR or generate 0.0% return on investment in Valneva SE over 90 days. Valneva SE is related to or competes with Agilent Technologies, Equillium, DiaMedica Therapeutics, Vivani Medical, Denali Therapeutics, and Dianthus Therapeutics. Valneva SE, a specialty vaccine company, focuses on the development and commercialization of prophylactic vaccines for i... More
Valneva SE 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 Valneva SE'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 Valneva SE ADR upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.94 | |||
| Information Ratio | 0.1527 | |||
| Maximum Drawdown | 33.27 | |||
| Value At Risk | (7.09) | |||
| Potential Upside | 11.86 |
Valneva SE Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Valneva SE's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Valneva SE's standard deviation. In reality, there are many statistical measures that can use Valneva SE historical prices to predict the future Valneva SE's volatility.| Risk Adjusted Performance | 0.2225 | |||
| Jensen Alpha | 0.9622 | |||
| Total Risk Alpha | 1.25 | |||
| Sortino Ratio | 0.1511 | |||
| Treynor Ratio | 0.5147 |
Valneva SE ADR Backtested Returns
Valneva SE appears to be moderately volatile, given 3 months investment horizon. Valneva SE ADR owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.13, which indicates the firm had a 0.13 % return per unit of risk over the last 3 months. By inspecting Valneva SE's technical indicators, you can evaluate if the expected return of 0.77% is justified by implied risk. Please review Valneva SE's Semi Deviation of 5.09, coefficient of variation of 764.2, and Risk Adjusted Performance of 0.2225 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Valneva SE holds a performance score of 10. The entity has a beta of 1.47, which indicates 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, Valneva SE will likely underperform. Please check Valneva SE's maximum drawdown, as well as the relationship between the expected short fall and rate of daily change , to make a quick decision on whether Valneva SE's existing price patterns will revert.
Auto-correlation | -0.11 |
Insignificant reverse predictability
Valneva SE ADR has insignificant reverse predictability. Overlapping area represents the amount of predictability between Valneva SE time series from 25th of January 2025 to 11th of March 2025 and 11th of March 2025 to 25th of April 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Valneva SE ADR price movement. The serial correlation of -0.11 indicates that less than 11.0% of current Valneva SE price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.11 | |
| Spearman Rank Test | -0.38 | |
| Residual Average | 0.0 | |
| Price Variance | 0.12 |
Valneva SE ADR lagged returns against current returns
Autocorrelation, which is Valneva SE 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 Valneva SE's stock expected returns. We can calculate the autocorrelation of Valneva SE returns to help us make a trade decision. For example, suppose you find that Valneva SE 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 |
Valneva SE 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 Valneva SE stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Valneva SE stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Valneva SE stock over time.
Current vs Lagged Prices |
| Timeline |
Valneva SE Lagged Returns
When evaluating Valneva SE's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Valneva SE stock have on its future price. Valneva SE 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, Valneva SE autocorrelation shows the relationship between Valneva SE stock current value and its past values and can show if there is a momentum factor associated with investing in Valneva SE ADR.
Regressed Prices |
| Timeline |
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 against Valneva Stock
| 0.77 | ENVB | Enveric Biosciences | PairCorr |
| 0.67 | OCEA | Ocean Biomedical | PairCorr |
| 0.55 | ANRO | Alto Neuroscience, | PairCorr |
| 0.47 | ZURA | Zura Bio Limited | PairCorr |
| 0.46 | ABOS | Acumen Pharmaceuticals | PairCorr |
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.Check out Valneva SE Correlation, Valneva SE Volatility and Valneva SE Alpha and Beta module to complement your research on Valneva SE. You can also try the Idea Optimizer module to use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio .
Valneva SE 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.