Aquestive Therapeutics Stock Market Value
| AQST Stock | USD 3.10 0.01 0.32% |
| Symbol | Aquestive |
Aquestive Therapeutics Price To Book Ratio
Is Pharmaceuticals 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 Aquestive Therapeutics. If investors know Aquestive 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 Aquestive Therapeutics listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of Aquestive Therapeutics is measured differently than its book value, which is the value of Aquestive that is recorded on the company's balance sheet. Investors also form their own opinion of Aquestive Therapeutics' value that differs from its market value or its book value, called intrinsic value, which is Aquestive Therapeutics' 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 Aquestive Therapeutics' market value can be influenced by many factors that don't directly affect Aquestive Therapeutics' 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 Aquestive Therapeutics' value and its price as these two are different measures arrived at by different means. Investors typically determine if Aquestive Therapeutics is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Aquestive Therapeutics' 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.
Aquestive Therapeutics '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 Aquestive Therapeutics' 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 Aquestive Therapeutics.
| 12/19/2024 |
| 01/18/2025 |
If you would invest 0.00 in Aquestive Therapeutics on December 19, 2024 and sell it all today you would earn a total of 0.00 from holding Aquestive Therapeutics or generate 0.0% return on investment in Aquestive Therapeutics over 30 days. Aquestive Therapeutics is related to or competes with Evoke Pharma, Dynavax Technologies, Amphastar, Lantheus Holdings, ANI Pharmaceuticals, Ironwood Pharmaceuticals, and Alkermes Plc. Aquestive Therapeutics, Inc., a pharmaceutical company, focuses on identifying, developing, and commercializing various ... More
Aquestive Therapeutics 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 Aquestive Therapeutics' 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 Aquestive Therapeutics upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.16) | |||
| Maximum Drawdown | 17.61 | |||
| Value At Risk | (7.57) | |||
| Potential Upside | 6.23 |
Aquestive Therapeutics Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Aquestive Therapeutics' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Aquestive Therapeutics' standard deviation. In reality, there are many statistical measures that can use Aquestive Therapeutics historical prices to predict the future Aquestive Therapeutics' volatility.| Risk Adjusted Performance | (0.12) | |||
| Jensen Alpha | (0.59) | |||
| Total Risk Alpha | (0.70) | |||
| Treynor Ratio | 1.16 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Aquestive Therapeutics' 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.
Aquestive Therapeutics Backtested Returns
Aquestive Therapeutics secures Sharpe Ratio (or Efficiency) of -0.16, which signifies that the company had a -0.16% return per unit of risk over the last 3 months. Aquestive Therapeutics exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Aquestive Therapeutics' Risk Adjusted Performance of (0.12), standard deviation of 3.99, and Mean Deviation of 3.12 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.52, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Aquestive Therapeutics are expected to decrease at a much lower rate. During the bear market, Aquestive Therapeutics is likely to outperform the market. At this point, Aquestive Therapeutics has a negative expected return of -0.67%. Please make sure to confirm Aquestive Therapeutics' treynor ratio, accumulation distribution, as well as the relationship between the Accumulation Distribution and price action indicator , to decide if Aquestive Therapeutics performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.34 |
Below average predictability
Aquestive Therapeutics has below average predictability. Overlapping area represents the amount of predictability between Aquestive Therapeutics time series from 19th of December 2024 to 3rd of January 2025 and 3rd of January 2025 to 18th of January 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Aquestive Therapeutics price movement. The serial correlation of 0.34 indicates that nearly 34.0% of current Aquestive Therapeutics price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.34 | |
| Spearman Rank Test | 0.1 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Aquestive Therapeutics lagged returns against current returns
Autocorrelation, which is Aquestive Therapeutics 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 Aquestive Therapeutics' stock expected returns. We can calculate the autocorrelation of Aquestive Therapeutics returns to help us make a trade decision. For example, suppose you find that Aquestive Therapeutics 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 |
Aquestive Therapeutics 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 Aquestive Therapeutics stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Aquestive Therapeutics stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Aquestive Therapeutics stock over time.
Current vs Lagged Prices |
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Aquestive Therapeutics Lagged Returns
When evaluating Aquestive Therapeutics' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Aquestive Therapeutics stock have on its future price. Aquestive Therapeutics 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, Aquestive Therapeutics autocorrelation shows the relationship between Aquestive Therapeutics stock current value and its past values and can show if there is a momentum factor associated with investing in Aquestive Therapeutics.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Aquestive Stock Analysis
When running Aquestive Therapeutics' price analysis, check to measure Aquestive Therapeutics' 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 Aquestive Therapeutics is operating at the current time. Most of Aquestive Therapeutics' value examination focuses on studying past and present price action to predict the probability of Aquestive Therapeutics' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Aquestive Therapeutics' price. Additionally, you may evaluate how the addition of Aquestive Therapeutics to your portfolios can decrease your overall portfolio volatility.