Collegium Pharmaceutical Stock Market Value
| COLL Stock | USD 30.71 0.48 1.54% |
| Symbol | Collegium |
Collegium Pharmaceutical Price To Book Ratio
Is Pharmaceuticals 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 Collegium Pharmaceutical. If investors know Collegium 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 Collegium Pharmaceutical 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 (0.49) | Earnings Share 2.34 | Revenue Per Share 18.538 | Quarterly Revenue Growth 0.165 | Return On Assets 0.0968 |
The market value of Collegium Pharmaceutical is measured differently than its book value, which is the value of Collegium that is recorded on the company's balance sheet. Investors also form their own opinion of Collegium Pharmaceutical's value that differs from its market value or its book value, called intrinsic value, which is Collegium Pharmaceutical'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 Collegium Pharmaceutical's market value can be influenced by many factors that don't directly affect Collegium Pharmaceutical'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 Collegium Pharmaceutical's value and its price as these two are different measures arrived at by different means. Investors typically determine if Collegium Pharmaceutical is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Collegium Pharmaceutical'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.
Collegium Pharmaceutical '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 Collegium Pharmaceutical'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 Collegium Pharmaceutical.
| 10/29/2024 |
| 11/28/2024 |
If you would invest 0.00 in Collegium Pharmaceutical on October 29, 2024 and sell it all today you would earn a total of 0.00 from holding Collegium Pharmaceutical or generate 0.0% return on investment in Collegium Pharmaceutical over 30 days. Collegium Pharmaceutical is related to or competes with Phibro Animal, Procaps Group, Amphastar, Alkermes Plc, Evolus, Prestige Brand, and Pacira BioSciences,. Collegium Pharmaceutical, Inc., a specialty pharmaceutical company, develops and commercializes medicines for pain manag... More
Collegium Pharmaceutical 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 Collegium Pharmaceutical'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 Collegium Pharmaceutical upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.16) | |||
| Maximum Drawdown | 12.29 | |||
| Value At Risk | (4.47) | |||
| Potential Upside | 3.23 |
Collegium Pharmaceutical Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Collegium Pharmaceutical's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Collegium Pharmaceutical's standard deviation. In reality, there are many statistical measures that can use Collegium Pharmaceutical historical prices to predict the future Collegium Pharmaceutical's volatility.| Risk Adjusted Performance | (0.08) | |||
| Jensen Alpha | (0.41) | |||
| Total Risk Alpha | (0.64) | |||
| Treynor Ratio | (0.22) |
Collegium Pharmaceutical Backtested Returns
Collegium Pharmaceutical secures Sharpe Ratio (or Efficiency) of -0.14, which signifies that the company had a -0.14% return per unit of risk over the last 3 months. Collegium Pharmaceutical exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Collegium Pharmaceutical's Standard Deviation of 2.36, risk adjusted performance of (0.08), and Mean Deviation of 1.88 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 1.18, which signifies 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, Collegium Pharmaceutical will likely underperform. At this point, Collegium Pharmaceutical has a negative expected return of -0.33%. Please make sure to confirm Collegium Pharmaceutical's value at risk, as well as the relationship between the daily balance of power and period momentum indicator , to decide if Collegium Pharmaceutical performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.44 |
Modest reverse predictability
Collegium Pharmaceutical has modest reverse predictability. Overlapping area represents the amount of predictability between Collegium Pharmaceutical time series from 29th of October 2024 to 13th of November 2024 and 13th of November 2024 to 28th of November 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 Collegium Pharmaceutical price movement. The serial correlation of -0.44 indicates that just about 44.0% of current Collegium Pharmaceutical price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.44 | |
| Spearman Rank Test | -0.33 | |
| Residual Average | 0.0 | |
| Price Variance | 0.3 |
Collegium Pharmaceutical lagged returns against current returns
Autocorrelation, which is Collegium Pharmaceutical 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 Collegium Pharmaceutical's stock expected returns. We can calculate the autocorrelation of Collegium Pharmaceutical returns to help us make a trade decision. For example, suppose you find that Collegium Pharmaceutical 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 |
Collegium Pharmaceutical 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 Collegium Pharmaceutical stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Collegium Pharmaceutical stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Collegium Pharmaceutical stock over time.
Current vs Lagged Prices |
| Timeline |
Collegium Pharmaceutical Lagged Returns
When evaluating Collegium Pharmaceutical's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Collegium Pharmaceutical stock have on its future price. Collegium Pharmaceutical 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, Collegium Pharmaceutical autocorrelation shows the relationship between Collegium Pharmaceutical stock current value and its past values and can show if there is a momentum factor associated with investing in Collegium Pharmaceutical.
Regressed Prices |
| Timeline |
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Collegium Pharmaceutical 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.