Autolus Therapeutics Stock Market Value
| AUTL Stock | USD 2.98 0.04 1.36% |
| Symbol | Autolus |
Autolus Therapeutics 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 Autolus Therapeutics. If investors know Autolus 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 Autolus Therapeutics listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Earnings Share (1.22) | Revenue Per Share 0.043 | Quarterly Revenue Growth 6.81 | Return On Assets (0.22) | Return On Equity (0.82) |
The market value of Autolus Therapeutics is measured differently than its book value, which is the value of Autolus that is recorded on the company's balance sheet. Investors also form their own opinion of Autolus Therapeutics' value that differs from its market value or its book value, called intrinsic value, which is Autolus 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 Autolus Therapeutics' market value can be influenced by many factors that don't directly affect Autolus 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 Autolus Therapeutics' value and its price as these two are different measures arrived at by different means. Investors typically determine if Autolus Therapeutics is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Autolus 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.
Autolus 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 Autolus 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 Autolus Therapeutics.
| 12/07/2022 |
| 11/26/2024 |
If you would invest 0.00 in Autolus Therapeutics on December 7, 2022 and sell it all today you would earn a total of 0.00 from holding Autolus Therapeutics or generate 0.0% return on investment in Autolus Therapeutics over 720 days. Autolus Therapeutics is related to or competes with Cullinan Oncology, Bolt Biotherapeutics, Day One, Lyra Therapeutics, Acumen Pharmaceuticals, X4 Pharmaceuticals, and Inozyme Pharma. Autolus Therapeutics plc, a clinical-stage biopharmaceutical company, develops T cell therapies for the treatment of can... More
Autolus 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 Autolus 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 Autolus Therapeutics upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.10) | |||
| Maximum Drawdown | 26.03 | |||
| Value At Risk | (7.83) | |||
| Potential Upside | 6.49 |
Autolus Therapeutics Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Autolus Therapeutics' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Autolus Therapeutics' standard deviation. In reality, there are many statistical measures that can use Autolus Therapeutics historical prices to predict the future Autolus Therapeutics' volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.60) | |||
| Total Risk Alpha | (1.09) | |||
| Treynor Ratio | (0.17) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Autolus 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.
Autolus Therapeutics Backtested Returns
Autolus Therapeutics secures Sharpe Ratio (or Efficiency) of -0.0671, which signifies that the company had a -0.0671% return per unit of risk over the last 3 months. Autolus Therapeutics exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Autolus Therapeutics' Risk Adjusted Performance of (0.05), mean deviation of 3.39, and Standard Deviation of 4.66 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 2.04, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Autolus Therapeutics will likely underperform. At this point, Autolus Therapeutics has a negative expected return of -0.32%. Please make sure to confirm Autolus Therapeutics' total risk alpha, kurtosis, as well as the relationship between the Kurtosis and day typical price , to decide if Autolus Therapeutics performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.67 |
Very good reverse predictability
Autolus Therapeutics has very good reverse predictability. Overlapping area represents the amount of predictability between Autolus Therapeutics time series from 7th of December 2022 to 2nd of December 2023 and 2nd of December 2023 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 Autolus Therapeutics price movement. The serial correlation of -0.67 indicates that around 67.0% of current Autolus Therapeutics price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.67 | |
| Spearman Rank Test | -0.45 | |
| Residual Average | 0.0 | |
| Price Variance | 1.19 |
Autolus Therapeutics lagged returns against current returns
Autocorrelation, which is Autolus 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 Autolus Therapeutics' stock expected returns. We can calculate the autocorrelation of Autolus Therapeutics returns to help us make a trade decision. For example, suppose you find that Autolus 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 |
Autolus 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 Autolus Therapeutics stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Autolus Therapeutics stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Autolus Therapeutics stock over time.
Current vs Lagged Prices |
| Timeline |
Autolus Therapeutics Lagged Returns
When evaluating Autolus Therapeutics' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Autolus Therapeutics stock have on its future price. Autolus 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, Autolus Therapeutics autocorrelation shows the relationship between Autolus Therapeutics stock current value and its past values and can show if there is a momentum factor associated with investing in Autolus Therapeutics.
Regressed Prices |
| Timeline |
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Autolus Therapeutics 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.