Werewolf Therapeutics Stock Market Value
| HOWL Stock | USD 1.97 0.01 0.51% |
| Symbol | Werewolf |
Werewolf 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 Werewolf Therapeutics. If investors know Werewolf 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 Werewolf Therapeutics listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Earnings Share (1.52) | Revenue Per Share 0.082 | Quarterly Revenue Growth (0.86) | Return On Assets (0.26) | Return On Equity (0.62) |
The market value of Werewolf Therapeutics is measured differently than its book value, which is the value of Werewolf that is recorded on the company's balance sheet. Investors also form their own opinion of Werewolf Therapeutics' value that differs from its market value or its book value, called intrinsic value, which is Werewolf 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 Werewolf Therapeutics' market value can be influenced by many factors that don't directly affect Werewolf 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 Werewolf Therapeutics' value and its price as these two are different measures arrived at by different means. Investors typically determine if Werewolf Therapeutics is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Werewolf 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.
Werewolf 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 Werewolf 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 Werewolf Therapeutics.
| 10/30/2024 |
| 11/29/2024 |
If you would invest 0.00 in Werewolf Therapeutics on October 30, 2024 and sell it all today you would earn a total of 0.00 from holding Werewolf Therapeutics or generate 0.0% return on investment in Werewolf Therapeutics over 30 days. Werewolf Therapeutics is related to or competes with Monte Rosa, Design Therapeutics, Ikena Oncology, Stoke Therapeutics, Edgewise Therapeutics, Celcuity LLC, and C4 Therapeutics. Werewolf Therapeutics, Inc., a biopharmaceutical company, develops therapeutics engineered to stimulate the bodys immune... More
Werewolf 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 Werewolf 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 Werewolf Therapeutics upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.82 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 49.02 | |||
| Value At Risk | (8.55) | |||
| Potential Upside | 8.54 |
Werewolf Therapeutics Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Werewolf Therapeutics' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Werewolf Therapeutics' standard deviation. In reality, there are many statistical measures that can use Werewolf Therapeutics historical prices to predict the future Werewolf Therapeutics' volatility.| Risk Adjusted Performance | 0.0121 | |||
| Jensen Alpha | (0.23) | |||
| Total Risk Alpha | (1.12) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.0095 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Werewolf 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.
Werewolf Therapeutics Backtested Returns
Werewolf Therapeutics appears to be very risky, given 3 months investment horizon. Werewolf Therapeutics shows Sharpe Ratio of 0.0256, which attests that the company had a 0.0256% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Werewolf Therapeutics, which you can use to evaluate the volatility of the company. Please utilize Werewolf Therapeutics' Downside Deviation of 4.82, market risk adjusted performance of 0.0195, and Mean Deviation of 4.64 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Werewolf Therapeutics holds a performance score of 2. The firm maintains a market beta of 2.14, which attests to 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, Werewolf Therapeutics will likely underperform. Please check Werewolf Therapeutics' value at risk, as well as the relationship between the skewness and day median price , to make a quick decision on whether Werewolf Therapeutics' historical returns will revert.
Auto-correlation | -0.27 |
Weak reverse predictability
Werewolf Therapeutics has weak reverse predictability. Overlapping area represents the amount of predictability between Werewolf Therapeutics time series from 30th of October 2024 to 14th of November 2024 and 14th of November 2024 to 29th 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 Werewolf Therapeutics price movement. The serial correlation of -0.27 indicates that nearly 27.0% of current Werewolf Therapeutics price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.27 | |
| Spearman Rank Test | -0.72 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Werewolf Therapeutics lagged returns against current returns
Autocorrelation, which is Werewolf Therapeutics 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 Werewolf Therapeutics' stock expected returns. We can calculate the autocorrelation of Werewolf Therapeutics returns to help us make a trade decision. For example, suppose you find that Werewolf Therapeutics 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 |
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Werewolf Therapeutics 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 Werewolf Therapeutics stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Werewolf Therapeutics stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Werewolf Therapeutics stock over time.
Current vs Lagged Prices |
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Werewolf Therapeutics Lagged Returns
When evaluating Werewolf Therapeutics' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Werewolf Therapeutics stock have on its future price. Werewolf Therapeutics 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, Werewolf Therapeutics autocorrelation shows the relationship between Werewolf Therapeutics stock current value and its past values and can show if there is a momentum factor associated with investing in Werewolf Therapeutics.
Regressed Prices |
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Werewolf 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.