Sangamo Therapeutics Stock Market Value
| SGMO Stock | USD 0.52 0.01 1.96% |
| Symbol | Sangamo |
Sangamo Therapeutics Price To Book Ratio
Is Sangamo Therapeutics' 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 Sangamo Therapeutics. If investors know Sangamo 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 Sangamo 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 (1.48) | Revenue Per Share 1.01 | Quarterly Revenue Growth (0.93) | Return On Assets (0.18) | Return On Equity (1.36) |
The market value of Sangamo Therapeutics is measured differently than its book value, which is the value of Sangamo that is recorded on the company's balance sheet. Investors also form their own opinion of Sangamo Therapeutics' value that differs from its market value or its book value, called intrinsic value, which is Sangamo 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 Sangamo Therapeutics' market value can be influenced by many factors that don't directly affect Sangamo 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 Sangamo Therapeutics' value and its price as these two are different measures arrived at by different means. Investors typically determine if Sangamo Therapeutics is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Sangamo 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.
Sangamo 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 Sangamo 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 Sangamo Therapeutics.
| 02/28/2023 |
| 04/23/2024 |
If you would invest 0.00 in Sangamo Therapeutics on February 28, 2023 and sell it all today you would earn a total of 0.00 from holding Sangamo Therapeutics or generate 0.0% return on investment in Sangamo Therapeutics over 420 days. Sangamo Therapeutics is related to or competes with Editas Medicine, Intellia Therapeutics, Bluebird Bio, and Alnylam Pharmaceuticals. Sangamo Therapeutics, Inc., a clinical-stage biotechnology company, focuses on translating science into genomic medicine... More
Sangamo 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 Sangamo 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 Sangamo Therapeutics upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 8.52 | |||
| Information Ratio | 0.069 | |||
| Maximum Drawdown | 69.94 | |||
| Value At Risk | (11.29) | |||
| Potential Upside | 18.29 |
Sangamo Therapeutics Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sangamo Therapeutics' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sangamo Therapeutics' standard deviation. In reality, there are many statistical measures that can use Sangamo Therapeutics historical prices to predict the future Sangamo Therapeutics' volatility.| Risk Adjusted Performance | 0.0569 | |||
| Jensen Alpha | 0.4079 | |||
| Total Risk Alpha | (0.59) | |||
| Sortino Ratio | 0.0905 | |||
| Treynor Ratio | 0.1523 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Sangamo Therapeutics' 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.
Sangamo Therapeutics Backtested Returns
Sangamo Therapeutics appears to be abnormally volatile, given 3 months investment horizon. Sangamo Therapeutics owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0723, which indicates the firm had a 0.0723% return per unit of risk over the last 3 months. By inspecting Sangamo Therapeutics' technical indicators, you can evaluate if the expected return of 0.82% is justified by implied risk. Please review Sangamo Therapeutics' Risk Adjusted Performance of 0.0569, coefficient of variation of 1298.05, and Semi Deviation of 7.87 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Sangamo Therapeutics holds a performance score of 5. The entity has a beta of 5.58, which indicates 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, Sangamo Therapeutics will likely underperform. Please check Sangamo Therapeutics' value at risk, as well as the relationship between the skewness and day median price , to make a quick decision on whether Sangamo Therapeutics' existing price patterns will revert.
Auto-correlation | -0.16 |
Insignificant reverse predictability
Sangamo Therapeutics has insignificant reverse predictability. Overlapping area represents the amount of predictability between Sangamo Therapeutics time series from 28th of February 2023 to 26th of September 2023 and 26th of September 2023 to 23rd 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 Sangamo Therapeutics price movement. The serial correlation of -0.16 indicates that over 16.0% of current Sangamo Therapeutics price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.16 | |
| Spearman Rank Test | -0.38 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
Sangamo Therapeutics lagged returns against current returns
Autocorrelation, which is Sangamo 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 Sangamo Therapeutics' stock expected returns. We can calculate the autocorrelation of Sangamo Therapeutics returns to help us make a trade decision. For example, suppose you find that Sangamo 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 |
Sangamo 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 Sangamo Therapeutics stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sangamo Therapeutics stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sangamo Therapeutics stock over time.
Current vs Lagged Prices |
| Timeline |
Sangamo Therapeutics Lagged Returns
When evaluating Sangamo Therapeutics' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sangamo Therapeutics stock have on its future price. Sangamo 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, Sangamo Therapeutics autocorrelation shows the relationship between Sangamo Therapeutics stock current value and its past values and can show if there is a momentum factor associated with investing in Sangamo Therapeutics.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
When determining whether Sangamo Therapeutics offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Sangamo Therapeutics' 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 Sangamo Therapeutics Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Sangamo Therapeutics Stock:Check out Sangamo Therapeutics Correlation, Sangamo Therapeutics Volatility and Sangamo Therapeutics Alpha and Beta module to complement your research on Sangamo Therapeutics. To learn how to invest in Sangamo Stock, please use our How to Invest in Sangamo Therapeutics guide.You can also try the Stocks Directory module to find actively traded stocks across global markets.
Complementary Tools for Sangamo Stock analysis
When running Sangamo Therapeutics' price analysis, check to measure Sangamo 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 Sangamo Therapeutics is operating at the current time. Most of Sangamo Therapeutics' value examination focuses on studying past and present price action to predict the probability of Sangamo Therapeutics' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Sangamo Therapeutics' price. Additionally, you may evaluate how the addition of Sangamo Therapeutics to your portfolios can decrease your overall portfolio volatility.
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Sangamo Therapeutics 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.