Bausch Health Companies Stock Market Value
| BHC Stock | USD 7.44 0.21 2.75% |
| Symbol | Bausch |
Bausch Health Companies 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 Bausch Health. If investors know Bausch 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 Bausch Health listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth (0.61) | Earnings Share (0.47) | Revenue Per Share | Quarterly Revenue Growth 0.122 | Return On Assets |
The market value of Bausch Health Companies is measured differently than its book value, which is the value of Bausch that is recorded on the company's balance sheet. Investors also form their own opinion of Bausch Health's value that differs from its market value or its book value, called intrinsic value, which is Bausch Health'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 Bausch Health's market value can be influenced by many factors that don't directly affect Bausch Health'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 Bausch Health's value and its price as these two are different measures arrived at by different means. Investors typically determine if Bausch Health is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Bausch Health'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.
Bausch Health '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 Bausch Health'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 Bausch Health.
| 12/19/2024 |
| 01/18/2025 |
If you would invest 0.00 in Bausch Health on December 19, 2024 and sell it all today you would earn a total of 0.00 from holding Bausch Health Companies or generate 0.0% return on investment in Bausch Health over 30 days. Bausch Health is related to or competes with Viatris, Tilray, Zoetis, Emergent Biosolutions, Neurocrine Biosciences, Teva Pharma, and Haleon Plc. Bausch Health Companies Inc., together with its subsidiaries, develops, manufactures, and markets a range of pharmaceuti... More
Bausch Health 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 Bausch Health'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 Bausch Health Companies upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 21.5 | |||
| Value At Risk | (5.32) | |||
| Potential Upside | 4.27 |
Bausch Health Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bausch Health's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bausch Health's standard deviation. In reality, there are many statistical measures that can use Bausch Health historical prices to predict the future Bausch Health's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.13) | |||
| Total Risk Alpha | (0.19) | |||
| Treynor Ratio | (0.35) |
Bausch Health Companies Backtested Returns
Bausch Health Companies secures Sharpe Ratio (or Efficiency) of -0.0342, which signifies that the company had a -0.0342% return per unit of risk over the last 3 months. Bausch Health Companies exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Bausch Health's Risk Adjusted Performance of (0.02), mean deviation of 1.96, and Standard Deviation of 3.02 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.35, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Bausch Health's returns are expected to increase less than the market. However, during the bear market, the loss of holding Bausch Health is expected to be smaller as well. At this point, Bausch Health Companies has a negative expected return of -0.11%. Please make sure to confirm Bausch Health's accumulation distribution, day typical price, and the relationship between the skewness and rate of daily change , to decide if Bausch Health Companies performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.59 |
Good reverse predictability
Bausch Health Companies has good reverse predictability. Overlapping area represents the amount of predictability between Bausch Health 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 Bausch Health Companies price movement. The serial correlation of -0.59 indicates that roughly 59.0% of current Bausch Health price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.59 | |
| Spearman Rank Test | -0.62 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Bausch Health Companies lagged returns against current returns
Autocorrelation, which is Bausch Health 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 Bausch Health's stock expected returns. We can calculate the autocorrelation of Bausch Health returns to help us make a trade decision. For example, suppose you find that Bausch Health 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 |
Bausch Health 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 Bausch Health stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bausch Health stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bausch Health stock over time.
Current vs Lagged Prices |
| Timeline |
Bausch Health Lagged Returns
When evaluating Bausch Health's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bausch Health stock have on its future price. Bausch Health 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, Bausch Health autocorrelation shows the relationship between Bausch Health stock current value and its past values and can show if there is a momentum factor associated with investing in Bausch Health Companies.
Regressed Prices |
| Timeline |
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Check out Bausch Health Correlation, Bausch Health Volatility and Bausch Health Alpha and Beta module to complement your research on Bausch Health. You can also try the Bond Analysis module to evaluate and analyze corporate bonds as a potential investment for your portfolios..
Bausch Health 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.