Ac Immune Stock Market Value
| ACIU Stock | USD 3.40 0.01 0.29% |
| Symbol | ACIU |
AC Immune 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 AC Immune. If investors know ACIU 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 AC Immune listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Earnings Share (0.45) | Revenue Per Share 0.425 | Quarterly Revenue Growth 14.8 K | Return On Assets (0.12) | Return On Equity (0.31) |
The market value of AC Immune is measured differently than its book value, which is the value of ACIU that is recorded on the company's balance sheet. Investors also form their own opinion of AC Immune's value that differs from its market value or its book value, called intrinsic value, which is AC Immune'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 AC Immune's market value can be influenced by many factors that don't directly affect AC Immune'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 AC Immune's value and its price as these two are different measures arrived at by different means. Investors typically determine if AC Immune is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, AC Immune'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.
AC Immune '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 AC Immune'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 AC Immune.
| 09/27/2024 |
| 11/26/2024 |
If you would invest 0.00 in AC Immune on September 27, 2024 and sell it all today you would earn a total of 0.00 from holding AC Immune or generate 0.0% return on investment in AC Immune over 60 days. AC Immune is related to or competes with Eliem Therapeutics, Scpharmaceuticals, Milestone Pharmaceuticals, Seres Therapeutics, and Lumos Pharma. AC Immune SA, a clinical stage biopharmaceutical company, discovers, designs, and develops medicines and diagnostic prod... More
AC Immune 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 AC Immune'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 AC Immune upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.25 | |||
| Information Ratio | 0.0246 | |||
| Maximum Drawdown | 23.56 | |||
| Value At Risk | (4.63) | |||
| Potential Upside | 5.81 |
AC Immune Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for AC Immune's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as AC Immune's standard deviation. In reality, there are many statistical measures that can use AC Immune historical prices to predict the future AC Immune's volatility.| Risk Adjusted Performance | 0.054 | |||
| Jensen Alpha | 0.1136 | |||
| Total Risk Alpha | (0.35) | |||
| Sortino Ratio | 0.0272 | |||
| Treynor Ratio | 0.2627 |
AC Immune Backtested Returns
Currently, AC Immune is moderately volatile. AC Immune retains Efficiency (Sharpe Ratio) of 0.0533, which signifies that the company had a 0.0533% return per unit of price deviation over the last 3 months. We have found twenty-eight technical indicators for AC Immune, which you can use to evaluate the volatility of the entity. Please confirm AC Immune's Standard Deviation of 3.6, market risk adjusted performance of 0.2727, and Coefficient Of Variation of 1656.72 to double-check if the risk estimate we provide is consistent with the expected return of 0.19%. AC Immune has a performance score of 4 on a scale of 0 to 100. The firm owns a Beta (Systematic Risk) of 0.79, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, AC Immune's returns are expected to increase less than the market. However, during the bear market, the loss of holding AC Immune is expected to be smaller as well. AC Immune today owns a risk of 3.61%. Please confirm AC Immune coefficient of variation, semi variance, period momentum indicator, as well as the relationship between the treynor ratio and daily balance of power , to decide if AC Immune will be following its current price history.
Auto-correlation | -0.69 |
Very good reverse predictability
AC Immune has very good reverse predictability. Overlapping area represents the amount of predictability between AC Immune time series from 27th of September 2024 to 27th of October 2024 and 27th of October 2024 to 26th 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 AC Immune price movement. The serial correlation of -0.69 indicates that around 69.0% of current AC Immune price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.69 | |
| Spearman Rank Test | -0.82 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
AC Immune lagged returns against current returns
Autocorrelation, which is AC Immune 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 AC Immune's stock expected returns. We can calculate the autocorrelation of AC Immune returns to help us make a trade decision. For example, suppose you find that AC Immune 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 |
AC Immune 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 AC Immune stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if AC Immune stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in AC Immune stock over time.
Current vs Lagged Prices |
| Timeline |
AC Immune Lagged Returns
When evaluating AC Immune's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of AC Immune stock have on its future price. AC Immune 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, AC Immune autocorrelation shows the relationship between AC Immune stock current value and its past values and can show if there is a momentum factor associated with investing in AC Immune.
Regressed Prices |
| Timeline |
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Additional Tools for ACIU Stock Analysis
When running AC Immune's price analysis, check to measure AC Immune's 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 AC Immune is operating at the current time. Most of AC Immune's value examination focuses on studying past and present price action to predict the probability of AC Immune's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move AC Immune's price. Additionally, you may evaluate how the addition of AC Immune to your portfolios can decrease your overall portfolio volatility.