Sanofi Adr Stock Market Value
| SNY Stock | USD 48.28 0.30 0.63% |
| Symbol | Sanofi |
Sanofi ADR Price To Book Ratio
Is Pharmaceuticals 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 Sanofi ADR. If investors know Sanofi 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 Sanofi ADR 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 0.115 | Earnings Share 1.88 | Revenue Per Share 19.3565 | Return On Assets 0.0416 | Return On Equity 0.0582 |
The market value of Sanofi ADR is measured differently than its book value, which is the value of Sanofi that is recorded on the company's balance sheet. Investors also form their own opinion of Sanofi ADR's value that differs from its market value or its book value, called intrinsic value, which is Sanofi ADR'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 Sanofi ADR's market value can be influenced by many factors that don't directly affect Sanofi ADR'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 Sanofi ADR's value and its price as these two are different measures arrived at by different means. Investors typically determine if Sanofi ADR is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Sanofi ADR'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.
Sanofi ADR '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 Sanofi ADR'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 Sanofi ADR.
| 12/01/2023 |
| 11/25/2024 |
If you would invest 0.00 in Sanofi ADR on December 1, 2023 and sell it all today you would earn a total of 0.00 from holding Sanofi ADR or generate 0.0% return on investment in Sanofi ADR over 360 days. Sanofi ADR is related to or competes with AstraZeneca PLC, Roche Holding, GlaxoSmithKline PLC, Merck, Novartis, Bristol Myers, and Gilead Sciences. Sanofi, together with its subsidiaries, engages in the research, development, manufacture, and marketing of therapeutic ... More
Sanofi ADR 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 Sanofi ADR'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 Sanofi ADR upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.27) | |||
| Maximum Drawdown | 7.81 | |||
| Value At Risk | (1.85) | |||
| Potential Upside | 1.74 |
Sanofi ADR Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sanofi ADR's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sanofi ADR's standard deviation. In reality, there are many statistical measures that can use Sanofi ADR historical prices to predict the future Sanofi ADR's volatility.| Risk Adjusted Performance | (0.12) | |||
| Jensen Alpha | (0.22) | |||
| Total Risk Alpha | (0.40) | |||
| Treynor Ratio | (2.27) |
Sanofi ADR Backtested Returns
Sanofi ADR owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.19, which indicates the firm had a -0.19% return per unit of risk over the last 3 months. Sanofi ADR exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Sanofi ADR's Risk Adjusted Performance of (0.12), coefficient of variation of (617.60), and Variance of 1.47 to confirm the risk estimate we provide. The entity has a beta of 0.0907, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Sanofi ADR's returns are expected to increase less than the market. However, during the bear market, the loss of holding Sanofi ADR is expected to be smaller as well. At this point, Sanofi ADR has a negative expected return of -0.23%. Please make sure to validate Sanofi ADR's treynor ratio, accumulation distribution, as well as the relationship between the Accumulation Distribution and price action indicator , to decide if Sanofi ADR performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.28 |
Weak reverse predictability
Sanofi ADR has weak reverse predictability. Overlapping area represents the amount of predictability between Sanofi ADR time series from 1st of December 2023 to 29th of May 2024 and 29th of May 2024 to 25th 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 Sanofi ADR price movement. The serial correlation of -0.28 indicates that nearly 28.0% of current Sanofi ADR price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.28 | |
| Spearman Rank Test | 0.13 | |
| Residual Average | 0.0 | |
| Price Variance | 11.29 |
Sanofi ADR lagged returns against current returns
Autocorrelation, which is Sanofi ADR 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 Sanofi ADR's stock expected returns. We can calculate the autocorrelation of Sanofi ADR returns to help us make a trade decision. For example, suppose you find that Sanofi ADR 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 |
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Sanofi ADR 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 Sanofi ADR stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sanofi ADR stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sanofi ADR stock over time.
Current vs Lagged Prices |
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Sanofi ADR Lagged Returns
When evaluating Sanofi ADR's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sanofi ADR stock have on its future price. Sanofi ADR 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, Sanofi ADR autocorrelation shows the relationship between Sanofi ADR stock current value and its past values and can show if there is a momentum factor associated with investing in Sanofi ADR.
Regressed Prices |
| Timeline |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for Sanofi Stock Analysis
When running Sanofi ADR's price analysis, check to measure Sanofi ADR'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 Sanofi ADR is operating at the current time. Most of Sanofi ADR's value examination focuses on studying past and present price action to predict the probability of Sanofi ADR's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Sanofi ADR's price. Additionally, you may evaluate how the addition of Sanofi ADR to your portfolios can decrease your overall portfolio volatility.