Aldeyra Stock Market Value
| ALDX Stock | USD 5.53 0.10 1.84% |
| Symbol | Aldeyra |
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 Aldeyra. If investors know Aldeyra 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. Comprehensive Aldeyra assessment requires weighing all these inputs, though not all factors influence outcomes equally.
Understanding Aldeyra requires distinguishing between market price and book value, where the latter reflects Aldeyra's accounting equity. The concept of intrinsic value—what Aldeyra's is actually worth based on fundamentals - guides informed investors toward better entry and exit points. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Market sentiment, economic cycles, and investor behavior can push Aldeyra's price substantially above or below its fundamental value.
Understanding that Aldeyra's value differs from its trading price is crucial, as each reflects different aspects of the company. Evaluating whether Aldeyra represents a sound investment requires analyzing earnings trends, revenue growth, technical signals, industry dynamics, and expert forecasts. In contrast, Aldeyra's trading price reflects the actual exchange value where willing buyers and sellers reach mutual agreement.
Aldeyra '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 Aldeyra'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 Aldeyra.
| 11/05/2025 |
| 02/03/2026 |
If you would invest 0.00 in Aldeyra on November 5, 2025 and sell it all today you would earn a total of 0.00 from holding Aldeyra or generate 0.0% return on investment in Aldeyra over 90 days. Aldeyra is related to or competes with AC Immune, Mereo BioPharma, Silence Therapeutics, Cellectis, Genelux Common, Contineum Therapeutics, and Alto Neuroscience. Aldeyra Therapeutics, Inc., a biotechnology company, develops and commercializes medicines for immune-mediated ocular an... More
Aldeyra 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 Aldeyra'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 Aldeyra upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.73 | |||
| Information Ratio | 0.0316 | |||
| Maximum Drawdown | 42.93 | |||
| Value At Risk | (8.84) | |||
| Potential Upside | 6.27 |
Aldeyra Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Aldeyra's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Aldeyra's standard deviation. In reality, there are many statistical measures that can use Aldeyra historical prices to predict the future Aldeyra's volatility.| Risk Adjusted Performance | 0.0388 | |||
| Jensen Alpha | 0.2358 | |||
| Total Risk Alpha | (0.14) | |||
| Sortino Ratio | 0.0397 | |||
| Treynor Ratio | (4.63) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Aldeyra'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.
Aldeyra February 3, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0388 | |||
| Market Risk Adjusted Performance | (4.62) | |||
| Mean Deviation | 3.6 | |||
| Semi Deviation | 4.29 | |||
| Downside Deviation | 4.73 | |||
| Coefficient Of Variation | 2438.62 | |||
| Standard Deviation | 5.94 | |||
| Variance | 35.26 | |||
| Information Ratio | 0.0316 | |||
| Jensen Alpha | 0.2358 | |||
| Total Risk Alpha | (0.14) | |||
| Sortino Ratio | 0.0397 | |||
| Treynor Ratio | (4.63) | |||
| Maximum Drawdown | 42.93 | |||
| Value At Risk | (8.84) | |||
| Potential Upside | 6.27 | |||
| Downside Variance | 22.42 | |||
| Semi Variance | 18.44 | |||
| Expected Short fall | (3.96) | |||
| Skewness | 2.5 | |||
| Kurtosis | 13.82 |
Aldeyra Backtested Returns
Aldeyra appears to be relatively risky, given 3 months investment horizon. Aldeyra secures Sharpe Ratio (or Efficiency) of 0.0585, which signifies that the company had a 0.0585 % return per unit of standard deviation over the last 3 months. We have found thirty technical indicators for Aldeyra, which you can use to evaluate the volatility of the firm. Please makes use of Aldeyra's mean deviation of 3.6, and Risk Adjusted Performance of 0.0388 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Aldeyra holds a performance score of 4. The firm shows a Beta (market volatility) of -0.0504, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Aldeyra are expected to decrease at a much lower rate. During the bear market, Aldeyra is likely to outperform the market. Please check Aldeyra's standard deviation, expected short fall, period momentum indicator, as well as the relationship between the maximum drawdown and rate of daily change , to make a quick decision on whether Aldeyra's price patterns will revert.
Auto-correlation | -0.37 |
Poor reverse predictability
Aldeyra has poor reverse predictability. Overlapping area represents the amount of predictability between Aldeyra time series from 5th of November 2025 to 20th of December 2025 and 20th of December 2025 to 3rd of February 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Aldeyra price movement. The serial correlation of -0.37 indicates that just about 37.0% of current Aldeyra price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.37 | |
| Spearman Rank Test | 0.11 | |
| Residual Average | 0.0 | |
| Price Variance | 0.27 |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for Aldeyra Stock Analysis
When running Aldeyra's price analysis, check to measure Aldeyra'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 Aldeyra is operating at the current time. Most of Aldeyra's value examination focuses on studying past and present price action to predict the probability of Aldeyra's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Aldeyra's price. Additionally, you may evaluate how the addition of Aldeyra to your portfolios can decrease your overall portfolio volatility.