Monte Rosa Therapeutics Stock Market Value
| GLUE Stock | USD 8.49 0.14 1.68% |
| Symbol | Monte |
Monte Rosa 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 Monte Rosa. If investors know Monte 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 Monte Rosa listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Earnings Share (1.78) | Revenue Per Share 0.221 | Return On Assets (0.28) | Return On Equity (0.61) |
The market value of Monte Rosa Therapeutics is measured differently than its book value, which is the value of Monte that is recorded on the company's balance sheet. Investors also form their own opinion of Monte Rosa's value that differs from its market value or its book value, called intrinsic value, which is Monte Rosa'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 Monte Rosa's market value can be influenced by many factors that don't directly affect Monte Rosa'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 Monte Rosa's value and its price as these two are different measures arrived at by different means. Investors typically determine if Monte Rosa is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Monte Rosa'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.
Monte Rosa '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 Monte Rosa'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 Monte Rosa.
| 10/25/2024 |
| 11/24/2024 |
If you would invest 0.00 in Monte Rosa on October 25, 2024 and sell it all today you would earn a total of 0.00 from holding Monte Rosa Therapeutics or generate 0.0% return on investment in Monte Rosa over 30 days. Monte Rosa is related to or competes with Eliem Therapeutics, HCW Biologics, Scpharmaceuticals, Milestone Pharmaceuticals, Seres Therapeutics, and Lumos Pharma. Monte Rosa Therapeutics, Inc., a biopharmaceutical company, engages in the development of novel small molecule precision... More
Monte Rosa 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 Monte Rosa'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 Monte Rosa Therapeutics upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.59 | |||
| Information Ratio | 0.0816 | |||
| Maximum Drawdown | 102.66 | |||
| Value At Risk | (8.18) | |||
| Potential Upside | 10.11 |
Monte Rosa Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Monte Rosa's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Monte Rosa's standard deviation. In reality, there are many statistical measures that can use Monte Rosa historical prices to predict the future Monte Rosa's volatility.| Risk Adjusted Performance | 0.08 | |||
| Jensen Alpha | 0.7387 | |||
| Total Risk Alpha | (0.83) | |||
| Sortino Ratio | 0.2225 | |||
| Treynor Ratio | 0.3413 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Monte Rosa's 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.
Monte Rosa Therapeutics Backtested Returns
Monte Rosa appears to be unstable, given 3 months investment horizon. Monte Rosa Therapeutics has Sharpe Ratio of 0.066, which conveys that the firm had a 0.066% return per unit of risk over the last 3 months. By analyzing Monte Rosa's technical indicators, you can evaluate if the expected return of 0.82% is justified by implied risk. Please exercise Monte Rosa's Risk Adjusted Performance of 0.08, mean deviation of 5.33, and Downside Deviation of 4.59 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Monte Rosa holds a performance score of 5. The company secures a Beta (Market Risk) of 3.35, which conveys 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, Monte Rosa will likely underperform. Please check Monte Rosa's sortino ratio, skewness, price action indicator, as well as the relationship between the potential upside and rate of daily change , to make a quick decision on whether Monte Rosa's current price movements will revert.
Auto-correlation | -0.63 |
Very good reverse predictability
Monte Rosa Therapeutics has very good reverse predictability. Overlapping area represents the amount of predictability between Monte Rosa time series from 25th of October 2024 to 9th of November 2024 and 9th of November 2024 to 24th 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 Monte Rosa Therapeutics price movement. The serial correlation of -0.63 indicates that roughly 63.0% of current Monte Rosa price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.63 | |
| Spearman Rank Test | -0.29 | |
| Residual Average | 0.0 | |
| Price Variance | 0.39 |
Monte Rosa Therapeutics lagged returns against current returns
Autocorrelation, which is Monte Rosa 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 Monte Rosa's stock expected returns. We can calculate the autocorrelation of Monte Rosa returns to help us make a trade decision. For example, suppose you find that Monte Rosa 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 |
Monte Rosa 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 Monte Rosa stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Monte Rosa stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Monte Rosa stock over time.
Current vs Lagged Prices |
| Timeline |
Monte Rosa Lagged Returns
When evaluating Monte Rosa's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Monte Rosa stock have on its future price. Monte Rosa 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, Monte Rosa autocorrelation shows the relationship between Monte Rosa stock current value and its past values and can show if there is a momentum factor associated with investing in Monte Rosa Therapeutics.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.When determining whether Monte Rosa Therapeutics is a strong investment it is important to analyze Monte Rosa's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Monte Rosa's future performance. For an informed investment choice regarding Monte Stock, refer to the following important reports:Check out Monte Rosa Correlation, Monte Rosa Volatility and Monte Rosa Alpha and Beta module to complement your research on Monte Rosa. You can also try the Price Transformation module to use Price Transformation models to analyze the depth of different equity instruments across global markets.
Monte Rosa 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.