Biogen Inc Stock Market Value
| BIIB Stock | USD 182.61 7.98 4.57% |
| Symbol | Biogen |
Biogen Inc 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 Biogen. If investors know Biogen 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 Biogen 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 0.192 | Earnings Share 10.97 | Revenue Per Share | Quarterly Revenue Growth 0.028 | Return On Assets |
The market value of Biogen Inc is measured differently than its book value, which is the value of Biogen that is recorded on the company's balance sheet. Investors also form their own opinion of Biogen's value that differs from its market value or its book value, called intrinsic value, which is Biogen'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 Biogen's market value can be influenced by many factors that don't directly affect Biogen'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 Biogen's value and its price as these two are different measures arrived at by different means. Investors typically determine if Biogen is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Biogen'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.
Biogen '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 Biogen'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 Biogen.
| 12/08/2025 |
| 01/07/2026 |
If you would invest 0.00 in Biogen on December 8, 2025 and sell it all today you would earn a total of 0.00 from holding Biogen Inc or generate 0.0% return on investment in Biogen over 30 days. Biogen is related to or competes with Incyte, Laboratory, Genmab AS, United Therapeutics, Teva Pharma, DexCom, and STERIS Plc. Biogen Inc. discovers, develops, manufactures, and delivers therapies for treating neurological and neurodegenerative di... More
Biogen 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 Biogen'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 Biogen Inc upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.51 | |||
| Information Ratio | 0.097 | |||
| Maximum Drawdown | 7.08 | |||
| Value At Risk | (2.41) | |||
| Potential Upside | 2.98 |
Biogen Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Biogen's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Biogen's standard deviation. In reality, there are many statistical measures that can use Biogen historical prices to predict the future Biogen's volatility.| Risk Adjusted Performance | 0.1179 | |||
| Jensen Alpha | 0.1963 | |||
| Total Risk Alpha | 0.0517 | |||
| Sortino Ratio | 0.109 | |||
| Treynor Ratio | 0.3962 |
Biogen Inc Backtested Returns
Biogen appears to be very steady, given 3 months investment horizon. Biogen Inc secures Sharpe Ratio (or Efficiency) of 0.21, which signifies that the company had a 0.21 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Biogen Inc, which you can use to evaluate the volatility of the firm. Please makes use of Biogen's Mean Deviation of 1.32, downside deviation of 1.51, and Risk Adjusted Performance of 0.1179 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Biogen holds a performance score of 16. The firm shows a Beta (market volatility) of 0.63, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Biogen's returns are expected to increase less than the market. However, during the bear market, the loss of holding Biogen is expected to be smaller as well. Please check Biogen's maximum drawdown, semi variance, and the relationship between the sortino ratio and potential upside , to make a quick decision on whether Biogen's price patterns will revert.
Auto-correlation | -0.59 |
Good reverse predictability
Biogen Inc has good reverse predictability. Overlapping area represents the amount of predictability between Biogen time series from 8th of December 2025 to 23rd of December 2025 and 23rd of December 2025 to 7th 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 Biogen Inc price movement. The serial correlation of -0.59 indicates that roughly 59.0% of current Biogen price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.59 | |
| Spearman Rank Test | -0.08 | |
| Residual Average | 0.0 | |
| Price Variance | 4.93 |
Biogen Inc lagged returns against current returns
Autocorrelation, which is Biogen 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 Biogen's stock expected returns. We can calculate the autocorrelation of Biogen returns to help us make a trade decision. For example, suppose you find that Biogen 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 |
Biogen 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 Biogen stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Biogen stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Biogen stock over time.
Current vs Lagged Prices |
| Timeline |
Biogen Lagged Returns
When evaluating Biogen's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Biogen stock have on its future price. Biogen 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, Biogen autocorrelation shows the relationship between Biogen stock current value and its past values and can show if there is a momentum factor associated with investing in Biogen Inc.
Regressed Prices |
| Timeline |
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Check out Biogen Correlation, Biogen Volatility and Biogen Alpha and Beta module to complement your research on Biogen. You can also try the Piotroski F Score module to get Piotroski F Score based on the binary analysis strategy of nine different fundamentals.
Biogen 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.