Regeneron Pharmaceuticals Stock Market Value
| REGN Stock | USD 750.22 4.65 0.62% |
| Symbol | Regeneron |
Regeneron Pharmaceuticals 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 Regeneron Pharmaceuticals. If investors know Regeneron 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 Regeneron Pharmaceuticals 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 0.298 | Earnings Share 40.44 | Revenue Per Share 128.691 | Quarterly Revenue Growth 0.106 | Return On Assets 0.0741 |
The market value of Regeneron Pharmaceuticals is measured differently than its book value, which is the value of Regeneron that is recorded on the company's balance sheet. Investors also form their own opinion of Regeneron Pharmaceuticals' value that differs from its market value or its book value, called intrinsic value, which is Regeneron Pharmaceuticals' 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 Regeneron Pharmaceuticals' market value can be influenced by many factors that don't directly affect Regeneron Pharmaceuticals' 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 Regeneron Pharmaceuticals' value and its price as these two are different measures arrived at by different means. Investors typically determine if Regeneron Pharmaceuticals is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Regeneron Pharmaceuticals' 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.
Regeneron Pharmaceuticals '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 Regeneron Pharmaceuticals' 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 Regeneron Pharmaceuticals.
| 12/07/2023 |
| 12/01/2024 |
If you would invest 0.00 in Regeneron Pharmaceuticals on December 7, 2023 and sell it all today you would earn a total of 0.00 from holding Regeneron Pharmaceuticals or generate 0.0% return on investment in Regeneron Pharmaceuticals over 360 days. Regeneron Pharmaceuticals is related to or competes with Crispr Therapeutics, Novo Nordisk, Sarepta Therapeutics, Intellia Therapeutics, Incyte, Alnylam Pharmaceuticals, and United Therapeutics. Regeneron Pharmaceuticals, Inc. discovers, invents, develops, manufactures, and commercializes medicines for treating va... More
Regeneron Pharmaceuticals 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 Regeneron Pharmaceuticals' 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 Regeneron Pharmaceuticals upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.49) | |||
| Maximum Drawdown | 11.18 | |||
| Value At Risk | (3.28) | |||
| Potential Upside | 1.17 |
Regeneron Pharmaceuticals Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Regeneron Pharmaceuticals' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Regeneron Pharmaceuticals' standard deviation. In reality, there are many statistical measures that can use Regeneron Pharmaceuticals historical prices to predict the future Regeneron Pharmaceuticals' volatility.| Risk Adjusted Performance | (0.31) | |||
| Jensen Alpha | (0.81) | |||
| Total Risk Alpha | (0.99) | |||
| Treynor Ratio | (0.84) |
Regeneron Pharmaceuticals Backtested Returns
Regeneron Pharmaceuticals maintains Sharpe Ratio (i.e., Efficiency) of -0.39, which implies the firm had a -0.39% return per unit of risk over the last 3 months. Regeneron Pharmaceuticals exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Regeneron Pharmaceuticals' Risk Adjusted Performance of (0.31), coefficient of variation of (245.15), and Variance of 2.89 to confirm the risk estimate we provide. The company holds a Beta of 0.83, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Regeneron Pharmaceuticals' returns are expected to increase less than the market. However, during the bear market, the loss of holding Regeneron Pharmaceuticals is expected to be smaller as well. At this point, Regeneron Pharmaceuticals has a negative expected return of -0.68%. Please make sure to check Regeneron Pharmaceuticals' value at risk, as well as the relationship between the daily balance of power and price action indicator , to decide if Regeneron Pharmaceuticals performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.07 |
Very weak reverse predictability
Regeneron Pharmaceuticals has very weak reverse predictability. Overlapping area represents the amount of predictability between Regeneron Pharmaceuticals time series from 7th of December 2023 to 4th of June 2024 and 4th of June 2024 to 1st 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 Regeneron Pharmaceuticals price movement. The serial correlation of -0.07 indicates that barely 7.0% of current Regeneron Pharmaceuticals price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.07 | |
| Spearman Rank Test | -0.31 | |
| Residual Average | 0.0 | |
| Price Variance | 14.8 K |
Regeneron Pharmaceuticals lagged returns against current returns
Autocorrelation, which is Regeneron Pharmaceuticals 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 Regeneron Pharmaceuticals' stock expected returns. We can calculate the autocorrelation of Regeneron Pharmaceuticals returns to help us make a trade decision. For example, suppose you find that Regeneron Pharmaceuticals 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 |
Regeneron Pharmaceuticals 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 Regeneron Pharmaceuticals stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Regeneron Pharmaceuticals stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Regeneron Pharmaceuticals stock over time.
Current vs Lagged Prices |
| Timeline |
Regeneron Pharmaceuticals Lagged Returns
When evaluating Regeneron Pharmaceuticals' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Regeneron Pharmaceuticals stock have on its future price. Regeneron Pharmaceuticals 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, Regeneron Pharmaceuticals autocorrelation shows the relationship between Regeneron Pharmaceuticals stock current value and its past values and can show if there is a momentum factor associated with investing in Regeneron Pharmaceuticals.
Regressed Prices |
| Timeline |
Pair Trading with Regeneron Pharmaceuticals
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 Regeneron Pharmaceuticals 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 Regeneron Pharmaceuticals will appreciate offsetting losses from the drop in the long position's value.Moving together with Regeneron Stock
Moving against Regeneron Stock
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The ability to find closely correlated positions to Regeneron Pharmaceuticals could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Regeneron Pharmaceuticals 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 Regeneron Pharmaceuticals - 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 Regeneron Pharmaceuticals to buy it.
The correlation of Regeneron Pharmaceuticals 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 Regeneron Pharmaceuticals moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Regeneron Pharmaceuticals 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 Regeneron Pharmaceuticals 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 Regeneron Pharmaceuticals Correlation, Regeneron Pharmaceuticals Volatility and Regeneron Pharmaceuticals Alpha and Beta module to complement your research on Regeneron Pharmaceuticals. To learn how to invest in Regeneron Stock, please use our How to Invest in Regeneron Pharmaceuticals guide.You can also try the Crypto Correlations module to use cryptocurrency correlation module to diversify your cryptocurrency portfolio across multiple coins.
Regeneron Pharmaceuticals 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.