Pepgen Stock Market Value
| PEPG Stock | USD 5.10 0.32 6.69% |
| Symbol | PepGen |
PepGen 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 PepGen. If investors know PepGen 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 PepGen listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Earnings Share (2.98) | Return On Assets (0.35) | Return On Equity (0.66) |
The market value of PepGen is measured differently than its book value, which is the value of PepGen that is recorded on the company's balance sheet. Investors also form their own opinion of PepGen's value that differs from its market value or its book value, called intrinsic value, which is PepGen'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 PepGen's market value can be influenced by many factors that don't directly affect PepGen'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 PepGen's value and its price as these two are different measures arrived at by different means. Investors typically determine if PepGen is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, PepGen'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.
PepGen '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 PepGen'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 PepGen.
| 12/09/2022 |
| 11/28/2024 |
If you would invest 0.00 in PepGen on December 9, 2022 and sell it all today you would earn a total of 0.00 from holding PepGen or generate 0.0% return on investment in PepGen over 720 days. PepGen is related to or competes with Bright Minds, HP, Intel, Chevron Corp, Coca Cola, Travelers Companies, and Johnson Johnson. PepGen Inc., a clinical-stage biotechnology company, focuses on the development of oligonucleotide therapeutics for use ... More
PepGen 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 PepGen'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 PepGen upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.25) | |||
| Maximum Drawdown | 26.81 | |||
| Value At Risk | (9.02) | |||
| Potential Upside | 4.78 |
PepGen Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for PepGen's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as PepGen's standard deviation. In reality, there are many statistical measures that can use PepGen historical prices to predict the future PepGen's volatility.| Risk Adjusted Performance | (0.16) | |||
| Jensen Alpha | (1.20) | |||
| Total Risk Alpha | (1.71) | |||
| Treynor Ratio | (0.59) |
PepGen Backtested Returns
PepGen maintains Sharpe Ratio (i.e., Efficiency) of -0.19, which implies the firm had a -0.19% return per unit of risk over the last 3 months. PepGen exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check PepGen's Risk Adjusted Performance of (0.16), variance of 20.51, and Coefficient Of Variation of (459.19) to confirm the risk estimate we provide. The company holds a Beta of 1.7, which implies 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, PepGen will likely underperform. At this point, PepGen has a negative expected return of -0.89%. Please make sure to check PepGen's skewness, as well as the relationship between the rate of daily change and period momentum indicator , to decide if PepGen performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.22 |
Weak predictability
PepGen has weak predictability. Overlapping area represents the amount of predictability between PepGen time series from 9th of December 2022 to 4th of December 2023 and 4th of December 2023 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 PepGen price movement. The serial correlation of 0.22 indicates that over 22.0% of current PepGen price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.22 | |
| Spearman Rank Test | 0.17 | |
| Residual Average | 0.0 | |
| Price Variance | 15.47 |
PepGen lagged returns against current returns
Autocorrelation, which is PepGen 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 PepGen's stock expected returns. We can calculate the autocorrelation of PepGen returns to help us make a trade decision. For example, suppose you find that PepGen 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 |
PepGen 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 PepGen stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if PepGen stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in PepGen stock over time.
Current vs Lagged Prices |
| Timeline |
PepGen Lagged Returns
When evaluating PepGen's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of PepGen stock have on its future price. PepGen 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, PepGen autocorrelation shows the relationship between PepGen stock current value and its past values and can show if there is a momentum factor associated with investing in PepGen.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
When determining whether PepGen is a strong investment it is important to analyze PepGen's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact PepGen's future performance. For an informed investment choice regarding PepGen Stock, refer to the following important reports:Check out PepGen Correlation, PepGen Volatility and PepGen Alpha and Beta module to complement your research on PepGen. For more detail on how to invest in PepGen Stock please use our How to Invest in PepGen guide.You can also try the Insider Screener module to find insiders across different sectors to evaluate their impact on performance.
PepGen 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.