Theravance Biopharma Stock Market Value
| TBPH Stock | USD 9.61 0.36 3.61% |
| Symbol | Theravance |
Theravance Biopharma 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 Theravance Biopharma. If investors know Theravance 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 Theravance Biopharma listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Earnings Share (1.03) | Revenue Per Share 1.293 | Quarterly Revenue Growth 0.075 | Return On Assets (0.06) | Return On Equity (0.23) |
The market value of Theravance Biopharma is measured differently than its book value, which is the value of Theravance that is recorded on the company's balance sheet. Investors also form their own opinion of Theravance Biopharma's value that differs from its market value or its book value, called intrinsic value, which is Theravance Biopharma'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 Theravance Biopharma's market value can be influenced by many factors that don't directly affect Theravance Biopharma'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 Theravance Biopharma's value and its price as these two are different measures arrived at by different means. Investors typically determine if Theravance Biopharma is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Theravance Biopharma'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.
Theravance Biopharma '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 Theravance Biopharma'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 Theravance Biopharma.
| 05/26/2024 |
| 11/22/2024 |
If you would invest 0.00 in Theravance Biopharma on May 26, 2024 and sell it all today you would earn a total of 0.00 from holding Theravance Biopharma or generate 0.0% return on investment in Theravance Biopharma over 180 days. Theravance Biopharma is related to or competes with Instil Bio, Achilles Therapeutics, NextCure, Assembly Biosciences, Nuvation Bio, CytomX Therapeutics, and Sensei Biotherapeutics. Theravance Biopharma, Inc., a biopharmaceutical company, discovers, develops, and commercializes respiratory medicines i... More
Theravance Biopharma 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 Theravance Biopharma'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 Theravance Biopharma upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.54 | |||
| Information Ratio | 0.1077 | |||
| Maximum Drawdown | 9.78 | |||
| Value At Risk | (2.44) | |||
| Potential Upside | 4.5 |
Theravance Biopharma Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Theravance Biopharma's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Theravance Biopharma's standard deviation. In reality, there are many statistical measures that can use Theravance Biopharma historical prices to predict the future Theravance Biopharma's volatility.| Risk Adjusted Performance | 0.1231 | |||
| Jensen Alpha | 0.2052 | |||
| Total Risk Alpha | 0.074 | |||
| Sortino Ratio | 0.1413 | |||
| Treynor Ratio | 0.2656 |
Theravance Biopharma Backtested Returns
Theravance Biopharma appears to be not too volatile, given 3 months investment horizon. Theravance Biopharma owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.14, which indicates the firm had a 0.14% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Theravance Biopharma, which you can use to evaluate the volatility of the company. Please review Theravance Biopharma's Semi Deviation of 1.27, coefficient of variation of 644.96, and Risk Adjusted Performance of 0.1231 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Theravance Biopharma holds a performance score of 10. The entity has a beta of 1.14, which indicates a somewhat significant risk relative to the market. Theravance Biopharma returns are very sensitive to returns on the market. As the market goes up or down, Theravance Biopharma is expected to follow. Please check Theravance Biopharma's jensen alpha, semi variance, day typical price, as well as the relationship between the maximum drawdown and accumulation distribution , to make a quick decision on whether Theravance Biopharma's existing price patterns will revert.
Auto-correlation | -0.13 |
Insignificant reverse predictability
Theravance Biopharma has insignificant reverse predictability. Overlapping area represents the amount of predictability between Theravance Biopharma time series from 26th of May 2024 to 24th of August 2024 and 24th of August 2024 to 22nd 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 Theravance Biopharma price movement. The serial correlation of -0.13 indicates that less than 13.0% of current Theravance Biopharma price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.13 | |
| Spearman Rank Test | 0.14 | |
| Residual Average | 0.0 | |
| Price Variance | 0.27 |
Theravance Biopharma lagged returns against current returns
Autocorrelation, which is Theravance Biopharma 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 Theravance Biopharma's stock expected returns. We can calculate the autocorrelation of Theravance Biopharma returns to help us make a trade decision. For example, suppose you find that Theravance Biopharma 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 |
Theravance Biopharma 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 Theravance Biopharma stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Theravance Biopharma stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Theravance Biopharma stock over time.
Current vs Lagged Prices |
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Theravance Biopharma Lagged Returns
When evaluating Theravance Biopharma's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Theravance Biopharma stock have on its future price. Theravance Biopharma 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, Theravance Biopharma autocorrelation shows the relationship between Theravance Biopharma stock current value and its past values and can show if there is a momentum factor associated with investing in Theravance Biopharma.
Regressed Prices |
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Currently Active Assets on Macroaxis
When determining whether Theravance Biopharma offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Theravance Biopharma'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 Theravance Biopharma Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Theravance Biopharma Stock:Check out Theravance Biopharma Correlation, Theravance Biopharma Volatility and Theravance Biopharma Alpha and Beta module to complement your research on Theravance Biopharma. For more detail on how to invest in Theravance Stock please use our How to Invest in Theravance Biopharma guide.You can also try the Money Flow Index module to determine momentum by analyzing Money Flow Index and other technical indicators.
Theravance Biopharma 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.