Lyell Immunopharma Stock Forecast - Naive Prediction
| LYEL Stock | USD 25.05 0.21 0.83% |
Lyell Stock outlook is based on your current time horizon. Although Lyell Immunopharma's naive historical forecasting may sometimes provide an important future outlook for the firm, we recommend always cross-verifying it against solid analysis of Lyell Immunopharma's systematic risk associated with finding meaningful patterns of Lyell Immunopharma fundamentals over time.
As of now, the RSI of Lyell Immunopharma's share price is approaching 49. This indicates that the stock is in nutural position, most likellhy at or near its support level. The main point of RSI analysis is to track how fast people are buying or selling Lyell Immunopharma, making its price go up or down. Momentum 49
Impartial
Oversold | Overbought |
EPS Estimate Next Quarter (2.63) | EPS Estimate Current Year (10.61) | EPS Estimate Next Year (9.05) | Wall Street Target Price 29.6667 | EPS Estimate Current Quarter (2.64) |
Using Lyell Immunopharma hype-based prediction, you can estimate the value of Lyell Immunopharma from the perspective of Lyell Immunopharma response to recently generated media hype and the effects of current headlines on its competitors. We also analyze overall investor sentiment towards Lyell Immunopharma using Lyell Immunopharma's stock options and short interest. It helps to benchmark the overall future attitude of investors towards Lyell using crowd psychology based on the activity and movement of Lyell Immunopharma's stock price.
Lyell Immunopharma Short Interest
An investor who is long Lyell Immunopharma may also wish to track short interest. As short interest increases, investors should be becoming more worried about Lyell Immunopharma and may potentially protect profits, hedge Lyell Immunopharma with its derivative instruments, or be ready for some potential downside.
200 Day MA 15.2721 | Short Percent 0.0136 | Short Ratio 2.16 | Shares Short Prior Month 164.5 K | 50 Day MA 26.1544 |
Lyell Relative Strength Index
The Naive Prediction forecasted value of Lyell Immunopharma on the next trading day is expected to be 31.89 with a mean absolute deviation of 1.44 and the sum of the absolute errors of 87.89.Lyell Immunopharma Hype to Price Pattern
Investor biases related to Lyell Immunopharma's public news can be used to forecast risks associated with an investment in Lyell. The trend in average sentiment can be used to explain how an investor holding Lyell can time the market purely based on public headlines and social activities around Lyell Immunopharma. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.
Some investors profit by finding stocks that are overvalued or undervalued based on market sentiment. The correlation of Lyell Immunopharma's market sentiment to its price can help taders to make decisions based on the overall investors consensus about Lyell Immunopharma.
Lyell Immunopharma Implied Volatility | 1.44 |
Lyell Immunopharma's implied volatility exposes the market's sentiment of Lyell Immunopharma stock's possible movements over time. However, it does not forecast the overall direction of its price. In a nutshell, if Lyell Immunopharma's implied volatility is high, the market thinks the stock has potential for high price swings in either direction. On the other hand, the low implied volatility suggests that Lyell Immunopharma stock will not fluctuate a lot when Lyell Immunopharma's options are near their expiration.
The Naive Prediction forecasted value of Lyell Immunopharma on the next trading day is expected to be 31.89 with a mean absolute deviation of 1.44 and the sum of the absolute errors of 87.89. Lyell Immunopharma after-hype prediction price | USD 25.23 |
There is no one specific way to measure market sentiment using hype analysis or a similar predictive technique. This prediction method should be used in combination with more fundamental and traditional techniques such as stock price forecasting, technical analysis, analysts consensus, earnings estimates, and various momentum models.
Check out Historical Fundamental Analysis of Lyell Immunopharma to cross-verify your projections. Prediction based on Rule 16 of the current Lyell contract
Based on the Rule 16, the options market is currently suggesting that Lyell Immunopharma will have an average daily up or down price movement of about 0.09% per day over the life of the 2026-04-17 option contract. With Lyell Immunopharma trading at USD 25.05, that is roughly USD 0.0225 . If you think that the market is fully incorporating Lyell Immunopharma's daily price movement you should consider acquiring Lyell Immunopharma options at the current volatility level of 1.44%. But if you have an opposite viewpoint you should avoid it and even consider selling them.
Open Interest Against 2026-04-17 Lyell Option Contracts
Although open interest is a measure utilized in the options markets, it could be used to forecast Lyell Immunopharma's spot prices because the number of available contracts in the market changes daily, and new contracts can be created or liquidated at will. Since open interest in Lyell Immunopharma's options reflects these daily shifts, investors could use the patterns of these changes to develop long and short-term trading strategies for Lyell Immunopharma stock based on available contracts left at the end of a trading day.
Please note that to derive more accurate forecasting about market movement from the current Lyell Immunopharma's open interest, investors have to compare it to Lyell Immunopharma's spot prices. As Ford's stock price increases, high open interest indicates that money is entering the market, and the market is strongly bullish. Conversely, if the price of Lyell Immunopharma is decreasing and there is high open interest, that is a sign that the bearish trend will continue, and investors may react by taking short positions in Lyell. So, decreasing or low open interest during a bull market indicates that investors are becoming uncertain of the depth of the bullish trend, and a reversal in sentiment will likely follow.
Lyell Immunopharma Additional Predictive Modules
Most predictive techniques to examine Lyell price help traders to determine how to time the market. We provide a combination of tools to recognize potential entry and exit points for Lyell using various technical indicators. When you analyze Lyell charts, please remember that the event formation may indicate an entry point for a short seller, and look at other indicators across different periods to confirm that a breakdown or reversion is likely to occur.| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
Lyell Immunopharma Cash Forecast
To forecast cash or other financial indicators, analysts must employ diverse statistical methods, techniques, and algorithms. This approach allows them to detect underlying patterns in the Lyell Immunopharma's financial statements, predicting their influence on future market prices.
Cash | First Reported 2020-03-31 | Previous Quarter 98.8 M | Current Value 123.6 M | Quarterly Volatility 179.7 M |
Lyell Immunopharma Naive Prediction Price Forecast For the 27th of January
Given 90 days horizon, the Naive Prediction forecasted value of Lyell Immunopharma on the next trading day is expected to be 31.89 with a mean absolute deviation of 1.44, mean absolute percentage error of 3.29, and the sum of the absolute errors of 87.89.Please note that although there have been many attempts to predict Lyell Stock prices using its time series forecasting, we generally do not recommend using it to place bets in the real market. The most commonly used models for forecasting predictions are the autoregressive models, which specify that Lyell Immunopharma's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).
Lyell Immunopharma Stock Forecast Pattern
| Backtest Lyell Immunopharma | Lyell Immunopharma Price Prediction | Buy or Sell Advice |
Lyell Immunopharma Forecasted Value
In the context of forecasting Lyell Immunopharma's Stock value on the next trading day, we examine the predictive performance of the model to find good statistically significant boundaries of downside and upside scenarios. Lyell Immunopharma's downside and upside margins for the forecasting period are 26.24 and 37.54, respectively. We have considered Lyell Immunopharma's daily market price to evaluate the above model's predictive performance. Remember, however, there is no scientific proof or empirical evidence that traditional linear or nonlinear forecasting models outperform artificial intelligence and frequency domain models to provide accurate forecasts consistently.
Model Predictive Factors
The below table displays some essential indicators generated by the model showing the Naive Prediction forecasting method's relative quality and the estimations of the prediction error of Lyell Immunopharma stock data series using in forecasting. Note that when a statistical model is used to represent Lyell Immunopharma stock, the representation will rarely be exact; so some information will be lost using the model to explain the process. AIC estimates the relative amount of information lost by a given model: the less information a model loses, the higher its quality.| AIC | Akaike Information Criteria | 119.3021 |
| Bias | Arithmetic mean of the errors | None |
| MAD | Mean absolute deviation | 1.4408 |
| MAPE | Mean absolute percentage error | 0.0564 |
| SAE | Sum of the absolute errors | 87.8896 |
Predictive Modules for Lyell Immunopharma
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Lyell Immunopharma. Regardless of method or technology, however, to accurately forecast the stock market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the stock market accurately is still an essential part of the overall investment decision process. Using different forecasting techniques and comparing the results might improve your chances of accuracy even though unexpected events may often change the market sentiment and impact your forecasting results.Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Lyell Immunopharma's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Lyell Immunopharma After-Hype Price Density Analysis
As far as predicting the price of Lyell Immunopharma at your current risk attitude, this probability distribution graph shows the chance that the prediction will fall between or within a specific range. We use this chart to confirm that your returns on investing in Lyell Immunopharma or, for that matter, your successful expectations of its future price, cannot be replicated consistently. Please note, a large amount of money has been lost over the years by many investors who confused the symmetrical distributions of Stock prices, such as prices of Lyell Immunopharma, with the unreliable approximations that try to describe financial returns.
Next price density |
| Expected price to next headline |
Lyell Immunopharma Estimiated After-Hype Price Volatility
In the context of predicting Lyell Immunopharma's stock value on the day after the next significant headline, we show statistically significant boundaries of downside and upside scenarios based on Lyell Immunopharma's historical news coverage. Lyell Immunopharma's after-hype downside and upside margins for the prediction period are 19.58 and 30.88, respectively. We have considered Lyell Immunopharma's daily market price in relation to the headlines to evaluate this method's predictive performance. Remember, however, there is no scientific proof or empirical evidence that news-based prediction models outperform traditional linear, nonlinear models or artificial intelligence models to provide accurate predictions consistently.
Current Value
Lyell Immunopharma is not too volatile at this time. Analysis and calculation of next after-hype price of Lyell Immunopharma is based on 3 months time horizon.
Lyell Immunopharma Stock Price Outlook Analysis
Have you ever been surprised when a price of a Company such as Lyell Immunopharma is soaring high without any particular reason? This is usually happening because many institutional investors are aggressively trading Lyell Immunopharma backward and forwards among themselves. Have you ever observed a lot of a particular company's price movement is driven by press releases or news about the company that has nothing to do with actual earnings? Usually, hype to individual companies acts as price momentum. If not enough favorable publicity is forthcoming, the Stock price eventually runs out of speed. So, the rule of thumb here is that as long as this news hype has nothing to do with immediate earnings, you should pay more attention to it. If you see this tendency with Lyell Immunopharma, there might be something going there, and it might present an excellent short sale opportunity.
| Expected Return | Period Volatility | Hype Elasticity | Related Elasticity | News Density | Related Density | Expected Hype |
0.83 | 5.65 | 0.20 | 0.04 | 9 Events / Month | 7 Events / Month | In about 9 days |
| Latest traded price | Expected after-news price | Potential return on next major news | Average after-hype volatility | |
25.05 | 25.23 | 0.12 |
|
Lyell Immunopharma Hype Timeline
Lyell Immunopharma is now traded for 25.05. The entity has historical hype elasticity of 0.2, and average elasticity to hype of competition of -0.04. Lyell is forecasted to decline in value after the next headline, with the price expected to drop to 25.23. The average volatility of media hype impact on the company price is over 100%. The price decrease on the next news is expected to be -0.12%, whereas the daily expected return is now at 0.83%. The volatility of related hype on Lyell Immunopharma is about 10462.96%, with the expected price after the next announcement by competition of 25.01. About 28.0% of the company outstanding shares are owned by corporate insiders. The company has price-to-book ratio of 1.63. Typically companies with comparable Price to Book (P/B) are able to outperform the market in the long run. Lyell Immunopharma has Price/Earnings To Growth (PEG) ratio of 0.68. The entity recorded a loss per share of 22.75. The firm had not issued any dividends in recent years. Lyell Immunopharma had 1:20 split on the 2nd of June 2025. Given the investment horizon of 90 days the next forecasted press release will be in about 9 days. Check out Historical Fundamental Analysis of Lyell Immunopharma to cross-verify your projections.Lyell Immunopharma Related Hype Analysis
Having access to credible news sources related to Lyell Immunopharma's direct competition is more important than ever and may enhance your ability to predict Lyell Immunopharma's future price movements. Getting to know how Lyell Immunopharma's peers react to changing market sentiment, related social signals, and mainstream news is a great way to find investing opportunities and time the market. The summary table below summarizes the essential lagging indicators that can help you analyze how Lyell Immunopharma may potentially react to the hype associated with one of its peers.
| HypeElasticity | NewsDensity | SemiDeviation | InformationRatio | PotentialUpside | ValueAt Risk | MaximumDrawdown | |||
| ACIU | AC Immune | 0.22 | 8 per month | 4.79 | 0.08 | 9.84 | (8.36) | 27.64 | |
| EDIT | Editas Medicine | 0.23 | 10 per month | 0.00 | (0.21) | 6.56 | (9.13) | 18.33 | |
| ALLO | Allogene Therapeutics | 0.00 | 8 per month | 3.24 | 0.1 | 9.76 | (5.93) | 21.23 | |
| KYTX | Kyverna Therapeutics Common | (0.47) | 9 per month | 7.85 | 0.08 | 10.86 | (9.60) | 55.75 | |
| SLN | Silence Therapeutics PLC | (0.30) | 8 per month | 0.00 | (0.09) | 6.88 | (5.28) | 22.91 | |
| LRMR | Larimar Therapeutics | (0.02) | 7 per month | 0.00 | (0.04) | 6.96 | (8.39) | 21.85 | |
| AMRN | Amarin PLC | (0.13) | 10 per month | 0.00 | (0.1) | 4.89 | (3.87) | 20.43 | |
| CABA | Cabaletta Bio | (0.19) | 7 per month | 4.89 | 0.05 | 10.58 | (8.79) | 62.77 | |
| ALDX | Aldeyra | 0.23 | 7 per month | 4.47 | 0 | 6.27 | (8.84) | 42.93 | |
| GNLX | Genelux Common | (0.11) | 7 per month | 0.00 | (0.14) | 6.90 | (11.87) | 54.58 |
Other Forecasting Options for Lyell Immunopharma
For every potential investor in Lyell, whether a beginner or expert, Lyell Immunopharma's price movement is the inherent factor that sparks whether it is viable to invest in it or hold it better. Lyell Stock price charts are filled with many 'noises.' These noises can hugely alter the decision one can make regarding investing in Lyell. Basic forecasting techniques help filter out the noise by identifying Lyell Immunopharma's price trends.Lyell Immunopharma Related Equities
One of the popular trading techniques among algorithmic traders is to use market-neutral strategies where every trade hedges away some risk. Because there are two separate transactions required, even if one position performs unexpectedly, the other equity can make up some of the losses. Below are some of the equities that can be combined with Lyell Immunopharma stock to make a market-neutral strategy. Peer analysis of Lyell Immunopharma could also be used in its relative valuation, which is a method of valuing Lyell Immunopharma by comparing valuation metrics with similar companies.
| Risk & Return | Correlation |
Lyell Immunopharma Market Strength Events
Market strength indicators help investors to evaluate how Lyell Immunopharma stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Lyell Immunopharma shares will generate the highest return on investment. By undertsting and applying Lyell Immunopharma stock market strength indicators, traders can identify Lyell Immunopharma entry and exit signals to maximize returns.
Lyell Immunopharma Risk Indicators
The analysis of Lyell Immunopharma's basic risk indicators is one of the essential steps in accurately forecasting its future price. The process involves identifying the amount of risk involved in Lyell Immunopharma's investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting lyell stock prices, we also provide a set of basic risk indicators that can assist in the individual investment decision or help in hedging the risk of your existing portfolios.
| Mean Deviation | 4.16 | |||
| Semi Deviation | 4.09 | |||
| Standard Deviation | 5.6 | |||
| Variance | 31.32 | |||
| Downside Variance | 18.45 | |||
| Semi Variance | 16.76 | |||
| Expected Short fall | (5.24) |
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential investments, we recommend comparing similar equities with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.
Story Coverage note for Lyell Immunopharma
The number of cover stories for Lyell Immunopharma depends on current market conditions and Lyell Immunopharma's risk-adjusted performance over time. The coverage that generates the most noise at a given time depends on the prevailing investment theme that Lyell Immunopharma is classified under. However, while its typical story may have numerous social followers, the rapid visibility can also attract short-sellers, who usually are skeptical about Lyell Immunopharma's long-term prospects. So, having above-average coverage will typically attract above-average short interest, leading to significant price volatility.
Contributor Headline
Latest Perspective From Macroaxis
Lyell Immunopharma Short Properties
Lyell Immunopharma's future price predictability will typically decrease when Lyell Immunopharma's long traders begin to feel the short-sellers pressure to drive the price lower. The predictive aspect of Lyell Immunopharma often depends not only on the future outlook of the potential Lyell Immunopharma's investors but also on the ongoing dynamics between investors with different trading styles. Because the market risk indicators may have small false signals, it is better to identify suitable times to hedge a portfolio using different long/short signals. Lyell Immunopharma's indicators that are reflective of the short sentiment are summarized in the table below.
| Common Stock Shares Outstanding | 13.1 M | |
| Cash And Short Term Investments | 370.5 M |
Check out Historical Fundamental Analysis of Lyell Immunopharma to cross-verify your projections. For more information on how to buy Lyell Stock please use our How to buy in Lyell Stock guide.You can also try the Premium Stories module to follow Macroaxis premium stories from verified contributors across different equity types, categories and coverage scope.
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 Lyell Immunopharma. If investors know Lyell 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 Lyell Immunopharma listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Earnings Share (22.75) | Revenue Per Share | Quarterly Revenue Growth (0.56) | Return On Assets | Return On Equity |
The market value of Lyell Immunopharma is measured differently than its book value, which is the value of Lyell that is recorded on the company's balance sheet. Investors also form their own opinion of Lyell Immunopharma's value that differs from its market value or its book value, called intrinsic value, which is Lyell Immunopharma'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 Lyell Immunopharma's market value can be influenced by many factors that don't directly affect Lyell Immunopharma'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 Lyell Immunopharma's value and its price as these two are different measures arrived at by different means. Investors typically determine if Lyell Immunopharma is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Lyell Immunopharma'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.