Intracellular Th Stock Market Value
| ITCI Stock | USD 74.01 0.53 0.71% |
| Symbol | Intracellular |
Intracellular Th Price To Book Ratio
Is Intracellular's industry 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 Intracellular. If investors know Intracellular 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 Intracellular listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Earnings Share (1.46) | Revenue Per Share 4.843 | Quarterly Revenue Growth 0.503 | Return On Assets (0.13) | Return On Equity (0.22) |
The market value of Intracellular Th is measured differently than its book value, which is the value of Intracellular that is recorded on the company's balance sheet. Investors also form their own opinion of Intracellular's value that differs from its market value or its book value, called intrinsic value, which is Intracellular'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 Intracellular's market value can be influenced by many factors that don't directly affect Intracellular'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 Intracellular's value and its price as these two are different measures arrived at by different means. Investors typically determine if Intracellular is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Intracellular'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.
Intracellular '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 Intracellular'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 Intracellular.
| 03/25/2024 |
| 04/24/2024 |
If you would invest 0.00 in Intracellular on March 25, 2024 and sell it all today you would earn a total of 0.00 from holding Intracellular Th or generate 0.0% return on investment in Intracellular over 30 days. Intracellular is related to or competes with Silver Spike, Alkermes Plc, Eagle Pharmaceuticals, and Evotec SE. Intra-Cellular Therapies, Inc., a biopharmaceutical company, develops novel drugs for the treatment of neuropsychiatric ... More
Intracellular 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 Intracellular'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 Intracellular Th upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.44 | |||
| Information Ratio | 0.0482 | |||
| Maximum Drawdown | 29.4 | |||
| Value At Risk | (3.20) | |||
| Potential Upside | 3.7 |
Intracellular Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Intracellular's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Intracellular's standard deviation. In reality, there are many statistical measures that can use Intracellular historical prices to predict the future Intracellular's volatility.| Risk Adjusted Performance | 0.053 | |||
| Jensen Alpha | 0.1687 | |||
| Total Risk Alpha | (0.21) | |||
| Sortino Ratio | 0.0719 | |||
| Treynor Ratio | 0.2348 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Intracellular's 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.
Intracellular Th Backtested Returns
Intracellular appears to be very steady, given 3 months investment horizon. Intracellular Th holds Efficiency (Sharpe) Ratio of 0.06, which attests that the entity had a 0.06% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Intracellular Th, which you can use to evaluate the volatility of the firm. Please utilize Intracellular's Risk Adjusted Performance of 0.053, downside deviation of 2.44, and Market Risk Adjusted Performance of 0.2448 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Intracellular holds a performance score of 4. The company retains a Market Volatility (i.e., Beta) of 1.08, which attests to a somewhat significant risk relative to the market. Intracellular returns are very sensitive to returns on the market. As the market goes up or down, Intracellular is expected to follow. Please check Intracellular's expected short fall, and the relationship between the value at risk and daily balance of power , to make a quick decision on whether Intracellular's current trending patterns will revert.
Auto-correlation | -0.58 |
Good reverse predictability
Intracellular Th has good reverse predictability. Overlapping area represents the amount of predictability between Intracellular time series from 25th of March 2024 to 9th of April 2024 and 9th of April 2024 to 24th of April 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 Intracellular Th price movement. The serial correlation of -0.58 indicates that roughly 58.0% of current Intracellular price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.58 | |
| Spearman Rank Test | 0.04 | |
| Residual Average | 0.0 | |
| Price Variance | 20.73 |
Intracellular Th lagged returns against current returns
Autocorrelation, which is Intracellular 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 Intracellular's stock expected returns. We can calculate the autocorrelation of Intracellular returns to help us make a trade decision. For example, suppose you find that Intracellular 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 |
Intracellular 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 Intracellular stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Intracellular stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Intracellular stock over time.
Current vs Lagged Prices |
| Timeline |
Intracellular Lagged Returns
When evaluating Intracellular's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Intracellular stock have on its future price. Intracellular 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, Intracellular autocorrelation shows the relationship between Intracellular stock current value and its past values and can show if there is a momentum factor associated with investing in Intracellular Th.
Regressed Prices |
| Timeline |
Intracellular Investors Sentiment
The influence of Intracellular's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Intracellular. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock market does not have solid backing from leading economists and market statisticians.
Investor biases related to Intracellular's public news can be used to forecast risks associated with an investment in Intracellular. The trend in average sentiment can be used to explain how an investor holding Intracellular can time the market purely based on public headlines and social activities around Intracellular Th. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.
Intracellular's market sentiment shows the aggregated news analyzed to detect positive and negative mentions from the text and comments. The data is normalized to provide daily scores for Intracellular's and other traded tickers. The bigger the bubble, the more accurate is the estimated score. Higher bars for a given day show more participation in the average Intracellular's news discussions. The higher the estimated score, the more favorable is the investor's outlook on Intracellular.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Intracellular in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Intracellular's short interest history, or implied volatility extrapolated from Intracellular options trading.
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Try AI Portfolio ArchitectCheck out Intracellular Correlation, Intracellular Volatility and Intracellular Alpha and Beta module to complement your research on Intracellular. Note that the Intracellular Th information on this page should be used as a complementary analysis to other Intracellular's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Portfolio Volatility module to check portfolio volatility and analyze historical return density to properly model market risk.
Complementary Tools for Intracellular Stock analysis
When running Intracellular's price analysis, check to measure Intracellular'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 Intracellular is operating at the current time. Most of Intracellular's value examination focuses on studying past and present price action to predict the probability of Intracellular's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Intracellular's price. Additionally, you may evaluate how the addition of Intracellular to your portfolios can decrease your overall portfolio volatility.
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Intracellular 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.