Zentalis Pharmaceuticals Llc Stock Market Value
| ZNTL Stock | USD 3.48 0.02 0.57% |
| Symbol | Zentalis |
Zentalis Pharmaceuticals 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 Zentalis Pharmaceuticals. If investors know Zentalis 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 Zentalis Pharmaceuticals listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Earnings Share (2.50) | Revenue Per Share 0.572 | Return On Assets (0.25) | Return On Equity (0.43) |
The market value of Zentalis Pharmaceuticals is measured differently than its book value, which is the value of Zentalis that is recorded on the company's balance sheet. Investors also form their own opinion of Zentalis Pharmaceuticals' value that differs from its market value or its book value, called intrinsic value, which is Zentalis Pharmaceuticals' 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 Zentalis Pharmaceuticals' market value can be influenced by many factors that don't directly affect Zentalis Pharmaceuticals' 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 Zentalis Pharmaceuticals' value and its price as these two are different measures arrived at by different means. Investors typically determine if Zentalis Pharmaceuticals is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Zentalis Pharmaceuticals' 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.
Zentalis Pharmaceuticals '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 Zentalis Pharmaceuticals' 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 Zentalis Pharmaceuticals.
| 12/08/2022 |
| 11/27/2024 |
If you would invest 0.00 in Zentalis Pharmaceuticals on December 8, 2022 and sell it all today you would earn a total of 0.00 from holding Zentalis Pharmaceuticals Llc or generate 0.0% return on investment in Zentalis Pharmaceuticals over 720 days. Zentalis Pharmaceuticals is related to or competes with Eliem Therapeutics, Scpharmaceuticals, Milestone Pharmaceuticals, Seres Therapeutics, and Lumos Pharma. Zentalis Pharmaceuticals, Inc., a clinical-stage biopharmaceutical company, focuses on discovering and developing small ... More
Zentalis Pharmaceuticals 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 Zentalis Pharmaceuticals' 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 Zentalis Pharmaceuticals Llc upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.4 | |||
| Information Ratio | 0.0303 | |||
| Maximum Drawdown | 33.76 | |||
| Value At Risk | (8.64) | |||
| Potential Upside | 11.41 |
Zentalis Pharmaceuticals Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Zentalis Pharmaceuticals' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Zentalis Pharmaceuticals' standard deviation. In reality, there are many statistical measures that can use Zentalis Pharmaceuticals historical prices to predict the future Zentalis Pharmaceuticals' volatility.| Risk Adjusted Performance | 0.0486 | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.62) | |||
| Sortino Ratio | 0.033 | |||
| Treynor Ratio | 0.107 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Zentalis Pharmaceuticals' price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Zentalis Pharmaceuticals Backtested Returns
Zentalis Pharmaceuticals appears to be somewhat reliable, given 3 months investment horizon. Zentalis Pharmaceuticals shows Sharpe Ratio of 0.0468, which attests that the company had a 0.0468% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Zentalis Pharmaceuticals, which you can use to evaluate the volatility of the company. Please utilize Zentalis Pharmaceuticals' Market Risk Adjusted Performance of 0.117, mean deviation of 4.2, and Downside Deviation of 5.4 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Zentalis Pharmaceuticals holds a performance score of 3. The firm maintains a market beta of 2.77, which attests to a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Zentalis Pharmaceuticals will likely underperform. Please check Zentalis Pharmaceuticals' total risk alpha, downside variance, as well as the relationship between the Downside Variance and daily balance of power , to make a quick decision on whether Zentalis Pharmaceuticals' historical returns will revert.
Auto-correlation | -0.04 |
Very weak reverse predictability
Zentalis Pharmaceuticals Llc has very weak reverse predictability. Overlapping area represents the amount of predictability between Zentalis Pharmaceuticals time series from 8th of December 2022 to 3rd of December 2023 and 3rd of December 2023 to 27th 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 Zentalis Pharmaceuticals price movement. The serial correlation of -0.04 indicates that only as little as 4.0% of current Zentalis Pharmaceuticals price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.04 | |
| Spearman Rank Test | -0.01 | |
| Residual Average | 0.0 | |
| Price Variance | 24.29 |
Zentalis Pharmaceuticals lagged returns against current returns
Autocorrelation, which is Zentalis Pharmaceuticals 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 Zentalis Pharmaceuticals' stock expected returns. We can calculate the autocorrelation of Zentalis Pharmaceuticals returns to help us make a trade decision. For example, suppose you find that Zentalis Pharmaceuticals 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 |
Zentalis Pharmaceuticals 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 Zentalis Pharmaceuticals stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Zentalis Pharmaceuticals stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Zentalis Pharmaceuticals stock over time.
Current vs Lagged Prices |
| Timeline |
Zentalis Pharmaceuticals Lagged Returns
When evaluating Zentalis Pharmaceuticals' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Zentalis Pharmaceuticals stock have on its future price. Zentalis Pharmaceuticals 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, Zentalis Pharmaceuticals autocorrelation shows the relationship between Zentalis Pharmaceuticals stock current value and its past values and can show if there is a momentum factor associated with investing in Zentalis Pharmaceuticals Llc.
Regressed Prices |
| Timeline |
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Zentalis Pharmaceuticals 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.