Lyell Immunopharma Stock Market Value
| LYEL Stock | USD 0.92 0.11 10.68% |
| Symbol | Lyell |
Lyell Immunopharma 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 Lyell Immunopharma. If investors know Lyell 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 Lyell Immunopharma listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Earnings Share (0.79) | Quarterly Revenue Growth 0.36 | Return On Assets (0.19) | Return On Equity (0.33) |
The market value of Lyell Immunopharma is measured differently than its book value, which is the value of Lyell that is recorded on the company's balance sheet. Investors also form their own opinion of Lyell Immunopharma's value that differs from its market value or its book value, called intrinsic value, which is Lyell Immunopharma'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 Lyell Immunopharma's market value can be influenced by many factors that don't directly affect Lyell Immunopharma'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 Lyell Immunopharma's value and its price as these two are different measures arrived at by different means. Investors typically determine if Lyell Immunopharma is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Lyell Immunopharma'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.
Lyell Immunopharma '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 Lyell Immunopharma'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 Lyell Immunopharma.
| 10/23/2024 |
| 11/22/2024 |
If you would invest 0.00 in Lyell Immunopharma on October 23, 2024 and sell it all today you would earn a total of 0.00 from holding Lyell Immunopharma or generate 0.0% return on investment in Lyell Immunopharma over 30 days. Lyell Immunopharma is related to or competes with Cullinan Oncology, Monte Rosa, Revolution Medicines, Nkarta, Generation Bio, Sana Biotechnology, and Nuvation Bio. Lyell Immunopharma, Inc., a T cell reprogramming company, engages in developing T cell therapies for patients with solid... More
Lyell Immunopharma 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 Lyell Immunopharma'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 Lyell Immunopharma upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 36.92 | |||
| Value At Risk | (9.47) | |||
| Potential Upside | 13.39 |
Lyell Immunopharma Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lyell Immunopharma's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lyell Immunopharma's standard deviation. In reality, there are many statistical measures that can use Lyell Immunopharma historical prices to predict the future Lyell Immunopharma's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.86) | |||
| Total Risk Alpha | (1.39) | |||
| Treynor Ratio | (0.12) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Lyell Immunopharma'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.
Lyell Immunopharma Backtested Returns
Lyell Immunopharma has Sharpe Ratio of -0.0863, which conveys that the firm had a -0.0863% return per unit of risk over the last 3 months. Lyell Immunopharma exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Lyell Immunopharma's Mean Deviation of 4.94, standard deviation of 7.03, and Risk Adjusted Performance of (0.04) to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 3.91, 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, Lyell Immunopharma will likely underperform. At this point, Lyell Immunopharma has a negative expected return of -0.61%. Please make sure to verify Lyell Immunopharma's treynor ratio, as well as the relationship between the kurtosis and day typical price , to decide if Lyell Immunopharma performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.6 |
Good reverse predictability
Lyell Immunopharma has good reverse predictability. Overlapping area represents the amount of predictability between Lyell Immunopharma 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 Lyell Immunopharma price movement. The serial correlation of -0.6 indicates that roughly 60.0% of current Lyell Immunopharma price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.6 | |
| Spearman Rank Test | -0.71 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Lyell Immunopharma lagged returns against current returns
Autocorrelation, which is Lyell Immunopharma 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 Lyell Immunopharma's stock expected returns. We can calculate the autocorrelation of Lyell Immunopharma returns to help us make a trade decision. For example, suppose you find that Lyell Immunopharma 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 |
Lyell Immunopharma 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 Lyell Immunopharma stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lyell Immunopharma stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lyell Immunopharma stock over time.
Current vs Lagged Prices |
| Timeline |
Lyell Immunopharma Lagged Returns
When evaluating Lyell Immunopharma's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lyell Immunopharma stock have on its future price. Lyell Immunopharma 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, Lyell Immunopharma autocorrelation shows the relationship between Lyell Immunopharma stock current value and its past values and can show if there is a momentum factor associated with investing in Lyell Immunopharma.
Regressed Prices |
| Timeline |
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Lyell Immunopharma 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.