Sarepta Therapeutics Stock Market Value
| SRPT Stock | USD 114.23 3.73 3.38% |
| Symbol | Sarepta |
Sarepta Therapeutics 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 Sarepta Therapeutics. If investors know Sarepta 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 Sarepta Therapeutics listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Earnings Share 1.54 | Revenue Per Share 16.921 | Quarterly Revenue Growth 0.408 | Return On Assets 0.0151 | Return On Equity 0.1227 |
The market value of Sarepta Therapeutics is measured differently than its book value, which is the value of Sarepta that is recorded on the company's balance sheet. Investors also form their own opinion of Sarepta Therapeutics' value that differs from its market value or its book value, called intrinsic value, which is Sarepta Therapeutics' 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 Sarepta Therapeutics' market value can be influenced by many factors that don't directly affect Sarepta Therapeutics' 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 Sarepta Therapeutics' value and its price as these two are different measures arrived at by different means. Investors typically determine if Sarepta Therapeutics is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Sarepta Therapeutics' 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.
Sarepta Therapeutics '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 Sarepta Therapeutics' 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 Sarepta Therapeutics.
| 10/26/2024 |
| 11/25/2024 |
If you would invest 0.00 in Sarepta Therapeutics on October 26, 2024 and sell it all today you would earn a total of 0.00 from holding Sarepta Therapeutics or generate 0.0% return on investment in Sarepta Therapeutics over 30 days. Sarepta Therapeutics is related to or competes with Krystal Biotech, PTC Therapeutics, Iovance Biotherapeutics, Madrigal Pharmaceuticals, Viking Therapeutics, Hepion Pharmaceuticals, and Terns Pharmaceuticals. Sarepta Therapeutics, Inc., a commercial-stage biopharmaceutical company, focuses on the discovery and development of RN... More
Sarepta Therapeutics 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 Sarepta Therapeutics' 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 Sarepta Therapeutics upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.24) | |||
| Maximum Drawdown | 9.65 | |||
| Value At Risk | (3.10) | |||
| Potential Upside | 2.37 |
Sarepta Therapeutics Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sarepta Therapeutics' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sarepta Therapeutics' standard deviation. In reality, there are many statistical measures that can use Sarepta Therapeutics historical prices to predict the future Sarepta Therapeutics' volatility.| Risk Adjusted Performance | (0.12) | |||
| Jensen Alpha | (0.41) | |||
| Total Risk Alpha | (0.61) | |||
| Treynor Ratio | (0.40) |
Sarepta Therapeutics Backtested Returns
Sarepta Therapeutics owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.16, which indicates the firm had a -0.16% return per unit of risk over the last 3 months. Sarepta Therapeutics exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Sarepta Therapeutics' Coefficient Of Variation of (601.01), risk adjusted performance of (0.12), and Variance of 3.39 to confirm the risk estimate we provide. The entity has a beta of 0.79, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Sarepta Therapeutics' returns are expected to increase less than the market. However, during the bear market, the loss of holding Sarepta Therapeutics is expected to be smaller as well. At this point, Sarepta Therapeutics has a negative expected return of -0.31%. Please make sure to validate Sarepta Therapeutics' maximum drawdown, daily balance of power, as well as the relationship between the Daily Balance Of Power and period momentum indicator , to decide if Sarepta Therapeutics performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.27 |
Poor predictability
Sarepta Therapeutics has poor predictability. Overlapping area represents the amount of predictability between Sarepta Therapeutics time series from 26th of October 2024 to 10th of November 2024 and 10th of November 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 Sarepta Therapeutics price movement. The serial correlation of 0.27 indicates that nearly 27.0% of current Sarepta Therapeutics price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.27 | |
| Spearman Rank Test | 0.39 | |
| Residual Average | 0.0 | |
| Price Variance | 16.86 |
Sarepta Therapeutics lagged returns against current returns
Autocorrelation, which is Sarepta Therapeutics 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 Sarepta Therapeutics' stock expected returns. We can calculate the autocorrelation of Sarepta Therapeutics returns to help us make a trade decision. For example, suppose you find that Sarepta Therapeutics 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 |
Sarepta Therapeutics 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 Sarepta Therapeutics stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sarepta Therapeutics stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sarepta Therapeutics stock over time.
Current vs Lagged Prices |
| Timeline |
Sarepta Therapeutics Lagged Returns
When evaluating Sarepta Therapeutics' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sarepta Therapeutics stock have on its future price. Sarepta Therapeutics 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, Sarepta Therapeutics autocorrelation shows the relationship between Sarepta Therapeutics stock current value and its past values and can show if there is a momentum factor associated with investing in Sarepta Therapeutics.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Sarepta Stock Analysis
When running Sarepta Therapeutics' price analysis, check to measure Sarepta Therapeutics' 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 Sarepta Therapeutics is operating at the current time. Most of Sarepta Therapeutics' value examination focuses on studying past and present price action to predict the probability of Sarepta Therapeutics' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Sarepta Therapeutics' price. Additionally, you may evaluate how the addition of Sarepta Therapeutics to your portfolios can decrease your overall portfolio volatility.