Krystal Biotech Stock Market Value
| KRYS Stock | USD 182.29 4.19 2.35% |
| Symbol | Krystal |
Krystal Biotech 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 Krystal Biotech. If investors know Krystal 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 Krystal Biotech listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth (0.67) | Earnings Share 1.78 | Revenue Per Share 8.49 | Quarterly Revenue Growth 8.799 | Return On Assets 0.0458 |
The market value of Krystal Biotech is measured differently than its book value, which is the value of Krystal that is recorded on the company's balance sheet. Investors also form their own opinion of Krystal Biotech's value that differs from its market value or its book value, called intrinsic value, which is Krystal Biotech'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 Krystal Biotech's market value can be influenced by many factors that don't directly affect Krystal Biotech'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 Krystal Biotech's value and its price as these two are different measures arrived at by different means. Investors typically determine if Krystal Biotech is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Krystal Biotech'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.
Krystal Biotech '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 Krystal Biotech'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 Krystal Biotech.
| 10/23/2024 |
| 11/22/2024 |
If you would invest 0.00 in Krystal Biotech on October 23, 2024 and sell it all today you would earn a total of 0.00 from holding Krystal Biotech or generate 0.0% return on investment in Krystal Biotech over 30 days. Krystal Biotech is related to or competes with MeiraGTx Holdings, Apellis Pharmaceuticals, Regenxbio, and Rhythm Pharmaceuticals. Krystal Biotech, Inc., a clinical stage biotechnology company, engages in the field of redosable gene therapy to treat s... More
Krystal Biotech 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 Krystal Biotech'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 Krystal Biotech upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.1) | |||
| Maximum Drawdown | 12.05 | |||
| Value At Risk | (3.75) | |||
| Potential Upside | 3.21 |
Krystal Biotech Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Krystal Biotech's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Krystal Biotech's standard deviation. In reality, there are many statistical measures that can use Krystal Biotech historical prices to predict the future Krystal Biotech's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.27) | |||
| Total Risk Alpha | (0.42) | |||
| Treynor Ratio | (0.10) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Krystal Biotech'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.
Krystal Biotech Backtested Returns
Krystal Biotech has Sharpe Ratio of -0.0496, which conveys that the firm had a -0.0496% return per unit of risk over the last 3 months. Krystal Biotech exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Krystal Biotech's Mean Deviation of 1.75, standard deviation of 2.41, and Risk Adjusted Performance of (0.04) to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 1.46, 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, Krystal Biotech will likely underperform. At this point, Krystal Biotech has a negative expected return of -0.12%. Please make sure to verify Krystal Biotech's potential upside and day median price , to decide if Krystal Biotech performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.16 |
Very weak predictability
Krystal Biotech has very weak predictability. Overlapping area represents the amount of predictability between Krystal Biotech 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 Krystal Biotech price movement. The serial correlation of 0.16 indicates that over 16.0% of current Krystal Biotech price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.16 | |
| Spearman Rank Test | -0.25 | |
| Residual Average | 0.0 | |
| Price Variance | 68.51 |
Krystal Biotech lagged returns against current returns
Autocorrelation, which is Krystal Biotech 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 Krystal Biotech's stock expected returns. We can calculate the autocorrelation of Krystal Biotech returns to help us make a trade decision. For example, suppose you find that Krystal Biotech 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 |
Krystal Biotech 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 Krystal Biotech stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Krystal Biotech stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Krystal Biotech stock over time.
Current vs Lagged Prices |
| Timeline |
Krystal Biotech Lagged Returns
When evaluating Krystal Biotech's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Krystal Biotech stock have on its future price. Krystal Biotech 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, Krystal Biotech autocorrelation shows the relationship between Krystal Biotech stock current value and its past values and can show if there is a momentum factor associated with investing in Krystal Biotech.
Regressed Prices |
| Timeline |
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Additional Tools for Krystal Stock Analysis
When running Krystal Biotech's price analysis, check to measure Krystal Biotech's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Krystal Biotech is operating at the current time. Most of Krystal Biotech's value examination focuses on studying past and present price action to predict the probability of Krystal Biotech's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Krystal Biotech's price. Additionally, you may evaluate how the addition of Krystal Biotech to your portfolios can decrease your overall portfolio volatility.