Nautilus Biotechnology Stock Market Value
| NAUT Stock | USD 1.71 0.06 3.39% |
| Symbol | Nautilus |
Nautilus Biotechnology 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 Nautilus Biotechnology. If investors know Nautilus 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 Nautilus Biotechnology listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of Nautilus Biotechnology is measured differently than its book value, which is the value of Nautilus that is recorded on the company's balance sheet. Investors also form their own opinion of Nautilus Biotechnology's value that differs from its market value or its book value, called intrinsic value, which is Nautilus Biotechnology'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 Nautilus Biotechnology's market value can be influenced by many factors that don't directly affect Nautilus Biotechnology'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 Nautilus Biotechnology's value and its price as these two are different measures arrived at by different means. Investors typically determine if Nautilus Biotechnology is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Nautilus Biotechnology'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.
Nautilus Biotechnology '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 Nautilus Biotechnology'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 Nautilus Biotechnology.
| 01/03/2025 |
| 02/02/2025 |
If you would invest 0.00 in Nautilus Biotechnology on January 3, 2025 and sell it all today you would earn a total of 0.00 from holding Nautilus Biotechnology or generate 0.0% return on investment in Nautilus Biotechnology over 30 days. Nautilus Biotechnology is related to or competes with C4 Therapeutics, Kymera Therapeutics, Foghorn Therapeutics, Revolution Medicines, Century Therapeutics, Bioatla, and Pmv Pharmaceuticals. Nautilus Biotechnology, Inc., a development stage life sciences company, engages in creating a platform technology for q... More
Nautilus Biotechnology 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 Nautilus Biotechnology'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 Nautilus Biotechnology upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.16) | |||
| Maximum Drawdown | 23.37 | |||
| Value At Risk | (7.96) | |||
| Potential Upside | 5.7 |
Nautilus Biotechnology Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Nautilus Biotechnology's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Nautilus Biotechnology's standard deviation. In reality, there are many statistical measures that can use Nautilus Biotechnology historical prices to predict the future Nautilus Biotechnology's volatility.| Risk Adjusted Performance | (0.11) | |||
| Jensen Alpha | (0.67) | |||
| Total Risk Alpha | (0.95) | |||
| Treynor Ratio | (0.64) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Nautilus Biotechnology'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.
Nautilus Biotechnology Backtested Returns
Nautilus Biotechnology has Sharpe Ratio of -0.14, which conveys that the firm had a -0.14 % return per unit of risk over the last 3 months. Nautilus Biotechnology exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Nautilus Biotechnology's Mean Deviation of 3.07, risk adjusted performance of (0.11), and Standard Deviation of 4.14 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.95, which conveys possible diversification benefits within a given portfolio. Nautilus Biotechnology returns are very sensitive to returns on the market. As the market goes up or down, Nautilus Biotechnology is expected to follow. At this point, Nautilus Biotechnology has a negative expected return of -0.58%. Please make sure to verify Nautilus Biotechnology's value at risk and rate of daily change , to decide if Nautilus Biotechnology performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.91 |
Near perfect reversele predictability
Nautilus Biotechnology has near perfect reversele predictability. Overlapping area represents the amount of predictability between Nautilus Biotechnology time series from 3rd of January 2025 to 18th of January 2025 and 18th of January 2025 to 2nd of February 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Nautilus Biotechnology price movement. The serial correlation of -0.91 indicates that approximately 91.0% of current Nautilus Biotechnology price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.91 | |
| Spearman Rank Test | -0.88 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Nautilus Biotechnology lagged returns against current returns
Autocorrelation, which is Nautilus Biotechnology 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 Nautilus Biotechnology's stock expected returns. We can calculate the autocorrelation of Nautilus Biotechnology returns to help us make a trade decision. For example, suppose you find that Nautilus Biotechnology 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 |
Nautilus Biotechnology 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 Nautilus Biotechnology stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Nautilus Biotechnology stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Nautilus Biotechnology stock over time.
Current vs Lagged Prices |
| Timeline |
Nautilus Biotechnology Lagged Returns
When evaluating Nautilus Biotechnology's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Nautilus Biotechnology stock have on its future price. Nautilus Biotechnology 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, Nautilus Biotechnology autocorrelation shows the relationship between Nautilus Biotechnology stock current value and its past values and can show if there is a momentum factor associated with investing in Nautilus Biotechnology.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Nautilus Stock Analysis
When running Nautilus Biotechnology's price analysis, check to measure Nautilus Biotechnology'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 Nautilus Biotechnology is operating at the current time. Most of Nautilus Biotechnology's value examination focuses on studying past and present price action to predict the probability of Nautilus Biotechnology's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Nautilus Biotechnology's price. Additionally, you may evaluate how the addition of Nautilus Biotechnology to your portfolios can decrease your overall portfolio volatility.