Repligen (Germany) Market Value
| RGN Stock | EUR 141.40 1.35 0.95% |
| Symbol | Repligen |
Repligen '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 Repligen'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 Repligen.
| 01/24/2024 |
| 01/13/2026 |
If you would invest 0.00 in Repligen on January 24, 2024 and sell it all today you would earn a total of 0.00 from holding Repligen or generate 0.0% return on investment in Repligen over 720 days. Repligen is related to or competes with ORMAT TECHNOLOGIES, Agilent Technologies, BioNTech, Easy Software, CPU SOFTWAREHOUSE, ACCSYS TECHPLC, and GBS Software. Repligen Corporation develops, manufactures, and sells products used to enhance the interconnected phases of the biologi... More
Repligen 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 Repligen'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 Repligen upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.18 | |||
| Information Ratio | 0.0628 | |||
| Maximum Drawdown | 11.36 | |||
| Value At Risk | (2.72) | |||
| Potential Upside | 4.13 |
Repligen Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Repligen's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Repligen's standard deviation. In reality, there are many statistical measures that can use Repligen historical prices to predict the future Repligen's volatility.| Risk Adjusted Performance | 0.0847 | |||
| Jensen Alpha | 0.2898 | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | 0.0667 | |||
| Treynor Ratio | (0.35) |
Repligen Backtested Returns
Repligen appears to be very steady, given 3 months investment horizon. Repligen maintains Sharpe Ratio (i.e., Efficiency) of 0.0958, which implies the firm had a 0.0958 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Repligen, which you can use to evaluate the volatility of the company. Please evaluate Repligen's Coefficient Of Variation of 953.98, semi deviation of 1.95, and Risk Adjusted Performance of 0.0847 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Repligen holds a performance score of 7. The company holds a Beta of -0.66, which implies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Repligen are expected to decrease at a much lower rate. During the bear market, Repligen is likely to outperform the market. Please check Repligen's potential upside, skewness, and the relationship between the maximum drawdown and semi variance , to make a quick decision on whether Repligen's historical price patterns will revert.
Auto-correlation | 0.61 |
Good predictability
Repligen has good predictability. Overlapping area represents the amount of predictability between Repligen time series from 24th of January 2024 to 18th of January 2025 and 18th of January 2025 to 13th 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 Repligen price movement. The serial correlation of 0.61 indicates that roughly 61.0% of current Repligen price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.61 | |
| Spearman Rank Test | 0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 336.8 |
Repligen lagged returns against current returns
Autocorrelation, which is Repligen 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 Repligen's stock expected returns. We can calculate the autocorrelation of Repligen returns to help us make a trade decision. For example, suppose you find that Repligen 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 |
Repligen 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 Repligen stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Repligen stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Repligen stock over time.
Current vs Lagged Prices |
| Timeline |
Repligen Lagged Returns
When evaluating Repligen's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Repligen stock have on its future price. Repligen 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, Repligen autocorrelation shows the relationship between Repligen stock current value and its past values and can show if there is a momentum factor associated with investing in Repligen.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in Repligen Stock
When determining whether Repligen offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Repligen's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Repligen Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Repligen Stock:Check out Repligen Correlation, Repligen Volatility and Repligen Alpha and Beta module to complement your research on Repligen. For more detail on how to invest in Repligen Stock please use our How to Invest in Repligen guide.You can also try the Money Flow Index module to determine momentum by analyzing Money Flow Index and other technical indicators.
Repligen 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.