Surrozen Warrant Stock Market Value
| SRZNW Stock | USD 0.05 0.01 28.21% |
| Symbol | Surrozen |
Surrozen Warrant 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 Surrozen Warrant. If investors know Surrozen 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 Surrozen Warrant 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 Surrozen Warrant is measured differently than its book value, which is the value of Surrozen that is recorded on the company's balance sheet. Investors also form their own opinion of Surrozen Warrant's value that differs from its market value or its book value, called intrinsic value, which is Surrozen Warrant'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 Surrozen Warrant's market value can be influenced by many factors that don't directly affect Surrozen Warrant'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 Surrozen Warrant's value and its price as these two are different measures arrived at by different means. Investors typically determine if Surrozen Warrant is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Surrozen Warrant'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.
Surrozen Warrant '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 Surrozen Warrant'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 Surrozen Warrant.
| 12/21/2024 |
| 01/20/2025 |
If you would invest 0.00 in Surrozen Warrant on December 21, 2024 and sell it all today you would earn a total of 0.00 from holding Surrozen Warrant or generate 0.0% return on investment in Surrozen Warrant over 30 days. Surrozen Warrant is related to or competes with Surrozen, Quantum Si, and Humacyte. Surrozen, Inc., a biotechnology company, discovers and develops drug candidates to selectively modulate the Wnt pathway ... More
Surrozen Warrant 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 Surrozen Warrant'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 Surrozen Warrant upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 32.0 | |||
| Information Ratio | 0.2123 | |||
| Maximum Drawdown | 200.54 | |||
| Value At Risk | (48.73) | |||
| Potential Upside | 84.0 |
Surrozen Warrant Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Surrozen Warrant's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Surrozen Warrant's standard deviation. In reality, there are many statistical measures that can use Surrozen Warrant historical prices to predict the future Surrozen Warrant's volatility.| Risk Adjusted Performance | 0.1879 | |||
| Jensen Alpha | 8.44 | |||
| Total Risk Alpha | 7.43 | |||
| Sortino Ratio | 0.2606 | |||
| Treynor Ratio | (1.97) |
Surrozen Warrant Backtested Returns
Surrozen Warrant is out of control given 3 months investment horizon. Surrozen Warrant owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.28, which indicates the firm had a 0.28 % return per unit of risk over the last 3 months. We were able to interpolate thirty different technical indicators, which can help you to evaluate if expected returns of 12.85% are justified by taking the suggested risk. Use Surrozen Warrant Coefficient Of Variation of 469.36, risk adjusted performance of 0.1879, and Semi Deviation of 19.88 to evaluate company specific risk that cannot be diversified away. Surrozen Warrant holds a performance score of 21 on a scale of zero to a hundred. The entity has a beta of -4.25, which indicates a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Surrozen Warrant are expected to decrease by larger amounts. On the other hand, during market turmoil, Surrozen Warrant is expected to outperform it. Use Surrozen Warrant downside variance, as well as the relationship between the daily balance of power and period momentum indicator , to analyze future returns on Surrozen Warrant.
Auto-correlation | 0.62 |
Good predictability
Surrozen Warrant has good predictability. Overlapping area represents the amount of predictability between Surrozen Warrant time series from 21st of December 2024 to 5th of January 2025 and 5th of January 2025 to 20th of January 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 Surrozen Warrant price movement. The serial correlation of 0.62 indicates that roughly 62.0% of current Surrozen Warrant price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.62 | |
| Spearman Rank Test | -0.26 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Surrozen Warrant lagged returns against current returns
Autocorrelation, which is Surrozen Warrant 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 Surrozen Warrant's stock expected returns. We can calculate the autocorrelation of Surrozen Warrant returns to help us make a trade decision. For example, suppose you find that Surrozen Warrant 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 |
Surrozen Warrant 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 Surrozen Warrant stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Surrozen Warrant stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Surrozen Warrant stock over time.
Current vs Lagged Prices |
| Timeline |
Surrozen Warrant Lagged Returns
When evaluating Surrozen Warrant's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Surrozen Warrant stock have on its future price. Surrozen Warrant 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, Surrozen Warrant autocorrelation shows the relationship between Surrozen Warrant stock current value and its past values and can show if there is a momentum factor associated with investing in Surrozen Warrant.
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 Surrozen Stock Analysis
When running Surrozen Warrant's price analysis, check to measure Surrozen Warrant'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 Surrozen Warrant is operating at the current time. Most of Surrozen Warrant's value examination focuses on studying past and present price action to predict the probability of Surrozen Warrant's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Surrozen Warrant's price. Additionally, you may evaluate how the addition of Surrozen Warrant to your portfolios can decrease your overall portfolio volatility.