Axsome Therapeutics Stock Market Value
| AXSM Stock | USD 185.96 1.02 0.55% |
| Symbol | Axsome |
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 Axsome Therapeutics. If investors know Axsome 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 Axsome 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 Axsome Therapeutics is measured differently than its book value, which is the value of Axsome that is recorded on the company's balance sheet. Investors also form their own opinion of Axsome Therapeutics' value that differs from its market value or its book value, called intrinsic value, which is Axsome 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 Axsome Therapeutics' market value can be influenced by many factors that don't directly affect Axsome 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 Axsome Therapeutics' value and its price as these two are different measures arrived at by different means. Investors typically determine if Axsome Therapeutics is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Axsome 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.
Axsome 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 Axsome 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 Axsome Therapeutics.
| 10/25/2025 |
| 01/23/2026 |
If you would invest 0.00 in Axsome Therapeutics on October 25, 2025 and sell it all today you would earn a total of 0.00 from holding Axsome Therapeutics or generate 0.0% return on investment in Axsome Therapeutics over 90 days. Axsome Therapeutics is related to or competes with Nuvalent, Abivax SA, Cytokinetics, Rhythm Pharmaceuticals, Arrowhead Pharmaceuticals, Crispr Therapeutics, and Vaxcyte. Axsome Therapeutics, Inc., a biopharmaceutical company, engages in the development of novel therapies for central nervou... More
Axsome 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 Axsome 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 Axsome Therapeutics upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.62 | |||
| Information Ratio | 0.1483 | |||
| Maximum Drawdown | 26.78 | |||
| Value At Risk | (2.36) | |||
| Potential Upside | 4.2 |
Axsome Therapeutics Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Axsome Therapeutics' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Axsome Therapeutics' standard deviation. In reality, there are many statistical measures that can use Axsome Therapeutics historical prices to predict the future Axsome Therapeutics' volatility.| Risk Adjusted Performance | 0.133 | |||
| Jensen Alpha | 0.6129 | |||
| Total Risk Alpha | 0.259 | |||
| Sortino Ratio | 0.3168 | |||
| Treynor Ratio | (1.31) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Axsome 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.
Axsome Therapeutics January 23, 2026 Technical Indicators
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| Risk Adjusted Performance | 0.133 | |||
| Market Risk Adjusted Performance | (1.30) | |||
| Mean Deviation | 1.89 | |||
| Semi Deviation | 1.23 | |||
| Downside Deviation | 1.62 | |||
| Coefficient Of Variation | 584.97 | |||
| Standard Deviation | 3.47 | |||
| Variance | 12.01 | |||
| Information Ratio | 0.1483 | |||
| Jensen Alpha | 0.6129 | |||
| Total Risk Alpha | 0.259 | |||
| Sortino Ratio | 0.3168 | |||
| Treynor Ratio | (1.31) | |||
| Maximum Drawdown | 26.78 | |||
| Value At Risk | (2.36) | |||
| Potential Upside | 4.2 | |||
| Downside Variance | 2.63 | |||
| Semi Variance | 1.5 | |||
| Expected Short fall | (2.53) | |||
| Skewness | 4.45 | |||
| Kurtosis | 27.94 |
Axsome Therapeutics Backtested Returns
Axsome Therapeutics appears to be very steady, given 3 months investment horizon. Axsome Therapeutics secures Sharpe Ratio (or Efficiency) of 0.17, which signifies that the company had a 0.17 % return per unit of risk over the last 3 months. By analyzing Axsome Therapeutics' technical indicators, you can evaluate if the expected return of 0.59% is justified by implied risk. Please makes use of Axsome Therapeutics' Mean Deviation of 1.89, downside deviation of 1.62, and Risk Adjusted Performance of 0.133 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Axsome Therapeutics holds a performance score of 13. The firm shows a Beta (market volatility) of -0.44, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Axsome Therapeutics are expected to decrease at a much lower rate. During the bear market, Axsome Therapeutics is likely to outperform the market. Please check Axsome Therapeutics' maximum drawdown, as well as the relationship between the expected short fall and rate of daily change , to make a quick decision on whether Axsome Therapeutics' price patterns will revert.
Auto-correlation | 0.86 |
Very good predictability
Axsome Therapeutics has very good predictability. Overlapping area represents the amount of predictability between Axsome Therapeutics time series from 25th of October 2025 to 9th of December 2025 and 9th of December 2025 to 23rd of January 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 Axsome Therapeutics price movement. The serial correlation of 0.86 indicates that approximately 86.0% of current Axsome Therapeutics price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.86 | |
| Spearman Rank Test | 0.79 | |
| Residual Average | 0.0 | |
| Price Variance | 216.93 |
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Try AI Portfolio ProphetCheck out Axsome Therapeutics Correlation, Axsome Therapeutics Volatility and Axsome Therapeutics Alpha and Beta module to complement your research on Axsome Therapeutics. To learn how to invest in Axsome Stock, please use our How to Invest in Axsome Therapeutics guide.You can also try the Volatility Analysis module to get historical volatility and risk analysis based on latest market data.
Axsome 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.