Exscientia Ltd ADR Market Value
| EXAIDelisted Stock | USD 4.84 0.15 3.20% |
| Symbol | Exscientia |
Exscientia '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 Exscientia'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 Exscientia.
| 10/23/2024 |
| 11/22/2024 |
If you would invest 0.00 in Exscientia on October 23, 2024 and sell it all today you would earn a total of 0.00 from holding Exscientia Ltd ADR or generate 0.0% return on investment in Exscientia over 30 days. Exscientia is related to or competes with Zura Bio, Elevation Oncology, Recursion Pharmaceuticals, Atea Pharmaceuticals, Unity Biotechnology, Adaptimmune Therapeutics, and Mereo BioPharma. Exscientia plc, an artificial intelligence-driven pharmatech company, engages in discovering, designing, and developing ... More
Exscientia 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 Exscientia'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 Exscientia Ltd ADR upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 21.23 | |||
| Value At Risk | (5.33) | |||
| Potential Upside | 5.52 |
Exscientia Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Exscientia's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Exscientia's standard deviation. In reality, there are many statistical measures that can use Exscientia historical prices to predict the future Exscientia's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.21) | |||
| Total Risk Alpha | (0.63) | |||
| Treynor Ratio | (0.20) |
Exscientia ADR Backtested Returns
Exscientia ADR secures Sharpe Ratio (or Efficiency) of -0.0742, which denotes the company had a -0.0742% return per unit of risk over the last 3 months. Exscientia Ltd ADR exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Exscientia's Standard Deviation of 3.74, variance of 13.98, and Mean Deviation of 2.76 to check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.7, which means possible diversification benefits within a given portfolio. As returns on the market increase, Exscientia's returns are expected to increase less than the market. However, during the bear market, the loss of holding Exscientia is expected to be smaller as well. At this point, Exscientia ADR has a negative expected return of -0.27%. Please make sure to confirm Exscientia's jensen alpha, skewness, as well as the relationship between the Skewness and day median price , to decide if Exscientia ADR performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.03 |
Virtually no predictability
Exscientia Ltd ADR has virtually no predictability. Overlapping area represents the amount of predictability between Exscientia time series from 23rd of October 2024 to 7th of November 2024 and 7th of November 2024 to 22nd 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 Exscientia ADR price movement. The serial correlation of 0.03 indicates that only 3.0% of current Exscientia price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.03 | |
| Spearman Rank Test | -0.49 | |
| Residual Average | 0.0 | |
| Price Variance | 0.19 |
Exscientia ADR lagged returns against current returns
Autocorrelation, which is Exscientia 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 Exscientia's stock expected returns. We can calculate the autocorrelation of Exscientia returns to help us make a trade decision. For example, suppose you find that Exscientia 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 |
Exscientia 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 Exscientia stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Exscientia stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Exscientia stock over time.
Current vs Lagged Prices |
| Timeline |
Exscientia Lagged Returns
When evaluating Exscientia's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Exscientia stock have on its future price. Exscientia 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, Exscientia autocorrelation shows the relationship between Exscientia stock current value and its past values and can show if there is a momentum factor associated with investing in Exscientia Ltd ADR.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Check out Exscientia Correlation, Exscientia Volatility and Exscientia Alpha and Beta module to complement your research on Exscientia. You can also try the Portfolio Diagnostics module to use generated alerts and portfolio events aggregator to diagnose current holdings.
Other Consideration for investing in Exscientia Stock
If you are still planning to invest in Exscientia ADR check if it may still be traded through OTC markets such as Pink Sheets or OTC Bulletin Board. You may also purchase it directly from the company, but this is not always possible and may require contacting the company directly. Please note that delisted stocks are often considered to be more risky investments, as they are no longer subject to the same regulatory and reporting requirements as listed stocks. Therefore, it is essential to carefully research the Exscientia's history and understand the potential risks before investing.
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