Insmed Inc Stock Market Value
| INSM Stock | USD 74.09 0.94 1.29% |
| Symbol | Insmed |
Insmed 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 Insmed. If investors know Insmed 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 Insmed listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Earnings Share (5.55) | Revenue Per Share 2.206 | Quarterly Revenue Growth 0.182 | Return On Assets (0.26) | Return On Equity (8.91) |
The market value of Insmed Inc is measured differently than its book value, which is the value of Insmed that is recorded on the company's balance sheet. Investors also form their own opinion of Insmed's value that differs from its market value or its book value, called intrinsic value, which is Insmed'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 Insmed's market value can be influenced by many factors that don't directly affect Insmed'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 Insmed's value and its price as these two are different measures arrived at by different means. Investors typically determine if Insmed is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Insmed'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.
Insmed '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 Insmed'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 Insmed.
| 07/05/2023 |
| 11/26/2024 |
If you would invest 0.00 in Insmed on July 5, 2023 and sell it all today you would earn a total of 0.00 from holding Insmed Inc or generate 0.0% return on investment in Insmed over 510 days. Insmed is related to or competes with Ascendis Pharma, Apellis Pharmaceuticals, BeiGene, Akero Therapeutics, Blueprint Medicines, Avidity Biosciences, and Revolution Medicines. Insmed Incorporated, a biopharmaceutical company, develops and commercializes therapies for patients with serious and ra... More
Insmed 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 Insmed'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 Insmed Inc upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 12.11 | |||
| Value At Risk | (4.13) | |||
| Potential Upside | 2.88 |
Insmed Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Insmed's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Insmed's standard deviation. In reality, there are many statistical measures that can use Insmed historical prices to predict the future Insmed's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.27) | |||
| Total Risk Alpha | (0.47) | |||
| Treynor Ratio | (0.04) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Insmed'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.
Insmed Inc Backtested Returns
Insmed Inc holds Efficiency (Sharpe) Ratio of -0.008, which attests that the entity had a -0.008% return per unit of risk over the last 3 months. Insmed Inc exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Insmed's Market Risk Adjusted Performance of (0.03), standard deviation of 2.56, and Risk Adjusted Performance of (0.01) to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 1.63, 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, Insmed will likely underperform. At this point, Insmed Inc has a negative expected return of -0.0202%. Please make sure to check out Insmed's treynor ratio, kurtosis, as well as the relationship between the Kurtosis and day typical price , to decide if Insmed Inc performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.74 |
Good predictability
Insmed Inc has good predictability. Overlapping area represents the amount of predictability between Insmed time series from 5th of July 2023 to 16th of March 2024 and 16th of March 2024 to 26th 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 Insmed Inc price movement. The serial correlation of 0.74 indicates that around 74.0% of current Insmed price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.74 | |
| Spearman Rank Test | 0.58 | |
| Residual Average | 0.0 | |
| Price Variance | 429.26 |
Insmed Inc lagged returns against current returns
Autocorrelation, which is Insmed 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 Insmed's stock expected returns. We can calculate the autocorrelation of Insmed returns to help us make a trade decision. For example, suppose you find that Insmed 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 |
Insmed 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 Insmed stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Insmed stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Insmed stock over time.
Current vs Lagged Prices |
| Timeline |
Insmed Lagged Returns
When evaluating Insmed's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Insmed stock have on its future price. Insmed 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, Insmed autocorrelation shows the relationship between Insmed stock current value and its past values and can show if there is a momentum factor associated with investing in Insmed Inc.
Regressed Prices |
| Timeline |
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Insmed 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.