Emergent Biosolutions Stock Market Value
| EBS Stock | USD 10.11 0.08 0.80% |
| Symbol | Emergent |
Emergent Biosolutions 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 Emergent Biosolutions. If investors know Emergent 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 Emergent Biosolutions 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 0.022 | Earnings Share (11.22) | Revenue Per Share 21.448 | Quarterly Revenue Growth 0.086 | Return On Assets (0.04) |
The market value of Emergent Biosolutions is measured differently than its book value, which is the value of Emergent that is recorded on the company's balance sheet. Investors also form their own opinion of Emergent Biosolutions' value that differs from its market value or its book value, called intrinsic value, which is Emergent Biosolutions' 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 Emergent Biosolutions' market value can be influenced by many factors that don't directly affect Emergent Biosolutions' 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 Emergent Biosolutions' value and its price as these two are different measures arrived at by different means. Investors typically determine if Emergent Biosolutions is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Emergent Biosolutions' 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.
Emergent Biosolutions '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 Emergent Biosolutions' 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 Emergent Biosolutions.
| 10/29/2024 |
| 11/28/2024 |
If you would invest 0.00 in Emergent Biosolutions on October 29, 2024 and sell it all today you would earn a total of 0.00 from holding Emergent Biosolutions or generate 0.0% return on investment in Emergent Biosolutions over 30 days. Emergent Biosolutions is related to or competes with Zoetis, Bausch Health, Neurocrine Biosciences, Akanda Corp, Lifecore Biomedical, Prestige Brand, and Intracellular. Emergent BioSolutions Inc., a life sciences company, focuses on the provision of preparedness and response solutions tha... More
Emergent Biosolutions 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 Emergent Biosolutions' 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 Emergent Biosolutions upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 6.52 | |||
| Information Ratio | 0.032 | |||
| Maximum Drawdown | 39.28 | |||
| Value At Risk | (9.02) | |||
| Potential Upside | 11.4 |
Emergent Biosolutions Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Emergent Biosolutions' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Emergent Biosolutions' standard deviation. In reality, there are many statistical measures that can use Emergent Biosolutions historical prices to predict the future Emergent Biosolutions' volatility.| Risk Adjusted Performance | 0.0481 | |||
| Jensen Alpha | 0.0216 | |||
| Total Risk Alpha | (0.66) | |||
| Sortino Ratio | 0.032 | |||
| Treynor Ratio | 0.1236 |
Emergent Biosolutions Backtested Returns
Emergent Biosolutions appears to be relatively risky, given 3 months investment horizon. Emergent Biosolutions secures Sharpe Ratio (or Efficiency) of 0.079, which denotes the company had a 0.079% return per unit of risk over the last 3 months. By reviewing Emergent Biosolutions' technical indicators, you can evaluate if the expected return of 0.52% is justified by implied risk. Please utilize Emergent Biosolutions' Coefficient Of Variation of 1949.82, downside deviation of 6.52, and Mean Deviation of 4.63 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Emergent Biosolutions holds a performance score of 6. The firm shows a Beta (market volatility) of 2.62, which means 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, Emergent Biosolutions will likely underperform. Please check Emergent Biosolutions' value at risk, and the relationship between the jensen alpha and skewness , to make a quick decision on whether Emergent Biosolutions' price patterns will revert.
Auto-correlation | 0.66 |
Good predictability
Emergent Biosolutions has good predictability. Overlapping area represents the amount of predictability between Emergent Biosolutions 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 Emergent Biosolutions price movement. The serial correlation of 0.66 indicates that around 66.0% of current Emergent Biosolutions price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.66 | |
| Spearman Rank Test | 0.2 | |
| Residual Average | 0.0 | |
| Price Variance | 0.57 |
Emergent Biosolutions lagged returns against current returns
Autocorrelation, which is Emergent Biosolutions 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 Emergent Biosolutions' stock expected returns. We can calculate the autocorrelation of Emergent Biosolutions returns to help us make a trade decision. For example, suppose you find that Emergent Biosolutions 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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Emergent Biosolutions 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 Emergent Biosolutions stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Emergent Biosolutions stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Emergent Biosolutions stock over time.
Current vs Lagged Prices |
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Emergent Biosolutions Lagged Returns
When evaluating Emergent Biosolutions' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Emergent Biosolutions stock have on its future price. Emergent Biosolutions 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, Emergent Biosolutions autocorrelation shows the relationship between Emergent Biosolutions stock current value and its past values and can show if there is a momentum factor associated with investing in Emergent Biosolutions.
Regressed Prices |
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Thematic Opportunities
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Additional Tools for Emergent Stock Analysis
When running Emergent Biosolutions' price analysis, check to measure Emergent Biosolutions' 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 Emergent Biosolutions is operating at the current time. Most of Emergent Biosolutions' value examination focuses on studying past and present price action to predict the probability of Emergent Biosolutions' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Emergent Biosolutions' price. Additionally, you may evaluate how the addition of Emergent Biosolutions to your portfolios can decrease your overall portfolio volatility.