Illumina Stock Market Value
| ILMN Stock | USD 134.46 7.06 5.54% |
| Symbol | Illumina |
Will Life Sciences Tools & Services sector continue expanding? Could Illumina diversify its offerings? Factors like these will boost the valuation of Illumina. Market participants price Illumina higher when confident in its future expansion prospects. Accurate valuation requires analyzing both current fundamentals and future growth trajectories. Every Illumina data point contributes insight, yet successful analysis hinges on identifying the most consequential variables.
Quarterly Earnings Growth 0.864 | Earnings Share 5.45 | Revenue Per Share | Quarterly Revenue Growth 0.05 | Return On Assets |
Illumina's market price often diverges from its book value, the accounting figure shown on Illumina's balance sheet. Smart investors calculate Illumina's intrinsic value - its true economic worth - which may differ significantly from both market price and book value. Seasoned market participants apply comprehensive analytical frameworks to derive fundamental worth and identify mispriced opportunities. Since Illumina's trading price responds to investor sentiment, macroeconomic conditions, and market psychology, it can swing far from fundamental value.
Please note, there is a significant difference between Illumina's value and its price as these two are different measures arrived at by different means. Investors typically determine if Illumina is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Illumina'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.
Illumina '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 Illumina'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 Illumina.
| 12/02/2025 |
| 03/02/2026 |
If you would invest 0.00 in Illumina on December 2, 2025 and sell it all today you would earn a total of 0.00 from holding Illumina or generate 0.0% return on investment in Illumina over 90 days. Illumina is related to or competes with SANUWAVE Health,, 908 Devices, Sight Sciences, Outset Medical, Nano X, Senseonics Holdings, and CVRx. Illumina, Inc. provides sequencing and array-based solutions for genetic and genomic analysis More
Illumina 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 Illumina'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 Illumina upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.62 | |||
| Information Ratio | 0.0263 | |||
| Maximum Drawdown | 15.59 | |||
| Value At Risk | (3.26) | |||
| Potential Upside | 4.09 |
Illumina Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Illumina's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Illumina's standard deviation. In reality, there are many statistical measures that can use Illumina historical prices to predict the future Illumina's volatility.| Risk Adjusted Performance | 0.0535 | |||
| Jensen Alpha | 0.1639 | |||
| Total Risk Alpha | (0.12) | |||
| Sortino Ratio | 0.0262 | |||
| Treynor Ratio | (0.78) |
Illumina March 2, 2026 Technical Indicators
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| Math Transform | ||
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| Price Transform | ||
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| Volume Indicators |
| Risk Adjusted Performance | 0.0535 | |||
| Market Risk Adjusted Performance | (0.77) | |||
| Mean Deviation | 2.0 | |||
| Semi Deviation | 2.43 | |||
| Downside Deviation | 2.62 | |||
| Coefficient Of Variation | 1646.79 | |||
| Standard Deviation | 2.61 | |||
| Variance | 6.82 | |||
| Information Ratio | 0.0263 | |||
| Jensen Alpha | 0.1639 | |||
| Total Risk Alpha | (0.12) | |||
| Sortino Ratio | 0.0262 | |||
| Treynor Ratio | (0.78) | |||
| Maximum Drawdown | 15.59 | |||
| Value At Risk | (3.26) | |||
| Potential Upside | 4.09 | |||
| Downside Variance | 6.85 | |||
| Semi Variance | 5.93 | |||
| Expected Short fall | (2.21) | |||
| Skewness | (0.69) | |||
| Kurtosis | 2.85 |
Illumina Backtested Returns
As of now, Illumina Stock is very steady. Illumina holds Efficiency (Sharpe) Ratio of 0.0457, which attests that the entity had a 0.0457 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Illumina, which you can use to evaluate the volatility of the firm. Please check out Illumina's Downside Deviation of 2.62, market risk adjusted performance of (0.77), and Risk Adjusted Performance of 0.0535 to validate if the risk estimate we provide is consistent with the expected return of 0.12%. Illumina has a performance score of 3 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of -0.19, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Illumina are expected to decrease at a much lower rate. During the bear market, Illumina is likely to outperform the market. Illumina right now retains a risk of 2.66%. Please check out Illumina semi variance, and the relationship between the treynor ratio and daily balance of power , to decide if Illumina will be following its current trending patterns.
Auto-correlation | -0.47 |
Modest reverse predictability
Illumina has modest reverse predictability. Overlapping area represents the amount of predictability between Illumina time series from 2nd of December 2025 to 16th of January 2026 and 16th of January 2026 to 2nd of March 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 Illumina price movement. The serial correlation of -0.47 indicates that about 47.0% of current Illumina price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.47 | |
| Spearman Rank Test | -0.45 | |
| Residual Average | 0.0 | |
| Price Variance | 189.43 |
Pair Trading with Illumina
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Illumina position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Illumina will appreciate offsetting losses from the drop in the long position's value.Moving against Illumina Stock
The ability to find closely correlated positions to Illumina could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Illumina when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Illumina - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Illumina to buy it.
The correlation of Illumina is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Illumina moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Illumina moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Illumina can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Check out Illumina Correlation, Illumina Volatility and Illumina Performance module to complement your research on Illumina. To learn how to invest in Illumina Stock, please use our How to Invest in Illumina guide.You can also try the Global Markets Map module to get a quick overview of global market snapshot using zoomable world map. Drill down to check world indexes.
Illumina 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.