Beigene Stock Market Value
| ONC Stock | 311.02 0.00 0.00% |
| Symbol | BeiGene |
BeiGene 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 BeiGene. If investors know BeiGene 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 BeiGene listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Earnings Share 0.53 | Revenue Per Share | Quarterly Revenue Growth 0.41 | Return On Assets | Return On Equity |
The market value of BeiGene is measured differently than its book value, which is the value of BeiGene that is recorded on the company's balance sheet. Investors also form their own opinion of BeiGene's value that differs from its market value or its book value, called intrinsic value, which is BeiGene'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 BeiGene's market value can be influenced by many factors that don't directly affect BeiGene'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 BeiGene's value and its price as these two are different measures arrived at by different means. Investors typically determine if BeiGene is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, BeiGene'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.
BeiGene '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 BeiGene'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 BeiGene.
| 04/10/2025 |
| 01/05/2026 |
If you would invest 0.00 in BeiGene on April 10, 2025 and sell it all today you would earn a total of 0.00 from holding BeiGene or generate 0.0% return on investment in BeiGene over 270 days. BeiGene is related to or competes with Humana, Insmed, GE HealthCare, ResMed, IQVIA Holdings, Alcon AG, and Mettler Toledo. BeiGene is entity of United States. It is traded as Stock on NASDAQ exchange. More
BeiGene 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 BeiGene'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 BeiGene upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 14.16 | |||
| Value At Risk | (3.73) | |||
| Potential Upside | 3.41 |
BeiGene Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for BeiGene's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BeiGene's standard deviation. In reality, there are many statistical measures that can use BeiGene historical prices to predict the future BeiGene's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.19) | |||
| Total Risk Alpha | (0.31) | |||
| Treynor Ratio | (0.09) |
BeiGene Backtested Returns
BeiGene secures Sharpe Ratio (or Efficiency) of -0.0511, which signifies that the company had a -0.0511 % return per unit of risk over the last 3 months. BeiGene exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm BeiGene's Risk Adjusted Performance of (0.03), standard deviation of 2.37, and Mean Deviation of 1.72 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 1.27, which signifies 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, BeiGene will likely underperform. At this point, BeiGene has a negative expected return of -0.12%. Please make sure to confirm BeiGene's treynor ratio, as well as the relationship between the kurtosis and day typical price , to decide if BeiGene performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.38 |
Poor reverse predictability
BeiGene has poor reverse predictability. Overlapping area represents the amount of predictability between BeiGene time series from 10th of April 2025 to 23rd of August 2025 and 23rd of August 2025 to 5th of January 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 BeiGene price movement. The serial correlation of -0.38 indicates that just about 38.0% of current BeiGene price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.38 | |
| Spearman Rank Test | -0.13 | |
| Residual Average | 0.0 | |
| Price Variance | 289.54 |
BeiGene lagged returns against current returns
Autocorrelation, which is BeiGene 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 BeiGene's stock expected returns. We can calculate the autocorrelation of BeiGene returns to help us make a trade decision. For example, suppose you find that BeiGene 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 |
BeiGene 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 BeiGene stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if BeiGene stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in BeiGene stock over time.
Current vs Lagged Prices |
| Timeline |
BeiGene Lagged Returns
When evaluating BeiGene's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of BeiGene stock have on its future price. BeiGene 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, BeiGene autocorrelation shows the relationship between BeiGene stock current value and its past values and can show if there is a momentum factor associated with investing in BeiGene.
Regressed Prices |
| Timeline |
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Check out BeiGene Correlation, BeiGene Volatility and BeiGene Alpha and Beta module to complement your research on BeiGene. For information on how to trade BeiGene Stock refer to our How to Trade BeiGene Stock guide.You can also try the Volatility Analysis module to get historical volatility and risk analysis based on latest market data.
BeiGene 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.