Catalent Stock Market Value

CTLT -  USA Stock  

USD 97.67  0.51  0.52%

Catalent's market value is the price at which a share of Catalent stock trades on a public exchange. It measures the collective expectations of Catalent investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of Catalent and determine expected loss or profit from investing in Catalent over a given investment horizon. Continue to Catalent Hype Analysis, Catalent Correlation, Catalent Valuation, Catalent Volatility, as well as analyze Catalent Alpha and Beta and Catalent Performance.
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Backtest


Is Catalent'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 Catalent. If investors know Catalent 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 Catalent 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 Catalent is measured differently than its book value, which is the value of Catalent that is recorded on the company's balance sheet. Investors also form their own opinion of Catalent's value that differs from its market value or its book value, called intrinsic value, which is Catalent'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 Catalent's market value can be influenced by many factors that don't directly affect Catalent'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 Catalent's value and its price as these two are different measures arrived at by different means. Investors typically determine Catalent value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Catalent'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.

Catalent '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 Catalent'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 Catalent.
0.00
03/17/2022
No Change 0.00  0.0 
In 2 months and 2 days
05/16/2022
0.00
If you would invest  0.00  in Catalent on March 17, 2022 and sell it all today you would earn a total of 0.00 from holding Catalent or generate 0.0% return on investment in Catalent over 60 days. Catalent is related to or competes with Bausch Health, FSD Pharma, Canopy Growth, Medavail Hldg, Emergent Biosolutions, and Durect Corp. Catalent, Inc., together with its subsidiaries, develops and manufactures solutions for drugs, protein-based biologics, ...

Catalent 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 Catalent'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 Catalent upside and downside potential and time the market with a certain degree of confidence.

Catalent Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Catalent's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Catalent's standard deviation. In reality, there are many statistical measures that can use Catalent historical prices to predict the future Catalent's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Catalent'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. Please use the tools below to analyze the current value of Catalent in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
94.7297.66100.60
Details
Intrinsic
Valuation
LowReal ValueHigh
87.90113.05115.99
Details
Naive
Forecast
LowNext ValueHigh
100.98103.92106.86
Details
11 Analysts
Consensus
LowTarget PriceHigh
132.00157.73172.00
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Catalent. Your research has to be compared to or analyzed against Catalent's peers to derive any actionable benefits. When done correctly, Catalent's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in Catalent.

Catalent Backtested Returns

We consider Catalent very steady. Catalent secures Sharpe Ratio (or Efficiency) of 0.0033, which signifies that the company had 0.0033% of return per unit of risk over the last 3 months. Our standpoint towards foreseeing the volatility of a stock is to use all available market data together with stock-specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Catalent, which you can use to evaluate the future volatility of the firm. Please confirm Catalent risk adjusted performance of (0.001439), and Mean Deviation of 2.12 to double-check if the risk estimate we provide is consistent with the expected return of 0.0096%.
The firm shows a Beta (market volatility) of 1.3226, which signifies a somewhat significant risk relative to the market. Let's try to break down what Catalent's beta means in this case. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Catalent will likely underperform. Although it is extremely important to respect Catalent historical returns, it is better to be realistic regarding the information on equity current trending patterns. The philosophy towards foreseeing future performance of any stock is to evaluate the business as a whole together with its past performance, including all available fundamental and technical indicators. By analyzing Catalent technical indicators, you can presently evaluate if the expected return of 0.0096% will be sustainable into the future. Catalent right now shows a risk of 2.94%. Please confirm Catalent variance, value at risk, as well as the relationship between the Value At Risk and skewness to decide if Catalent will be following its price patterns.

Auto-correlation

    
  0.10  

Insignificant predictability

Catalent has insignificant predictability. Overlapping area represents the amount of predictability between Catalent time series from 17th of March 2022 to 16th of April 2022 and 16th of April 2022 to 16th of May 2022. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Catalent price movement. The serial correlation of 0.1 indicates that less than 10.0% of current Catalent price fluctuation can be explain by its past prices.
Correlation Coefficient0.1
Spearman Rank Test0.06
Residual Average0.0
Price Variance18.87

Catalent lagged returns against current returns

Autocorrelation, which is Catalent 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 Catalent's stock expected returns. We can calculate the autocorrelation of Catalent returns to help us make a trade decision. For example, suppose you find that Catalent stock 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 stock movement to match the lagging time series.
 Current and Lagged Values 
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      Timeline 

Catalent 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 Catalent stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Catalent stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Catalent stock over time.
 Current vs Lagged Prices 
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      Timeline 

Catalent Lagged Returns

When evaluating Catalent's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Catalent stock have on its future price. Catalent 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, Catalent autocorrelation shows the relationship between Catalent stock current value and its past values and can show if there is a momentum factor associated with investing in Catalent.
 Regressed Prices 
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      Timeline 

Be your own money manager

Our tools can tell you how much better you can do entering a position in Catalent without increasing your portfolio risk or giving up expected return. As an individual investor, you need to find a reliable way to track all your investment portfolios. However, your requirements will often be based on how much of the process you decide to do yourself. In addition to allowing all investors analytical transparency into all their portfolios, our tools can evaluate.risk-adjusted returns of your individual positions relative to your overall portfolio.

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Pair Trading with Catalent

One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Catalent position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Catalent will appreciate offsetting losses from the drop in the long position's value.

Catalent Pair Correlation

Correlation Analysis For Direct Indexing and Tax-loss Harvesting

The ability to find closely correlated positions to Catalent could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Catalent when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Catalent - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Catalent to buy it.
The correlation of Catalent is a statistical measure of how it moves in relation to other equities. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Catalent moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Catalent moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Catalent can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.
Pair CorrelationCorrelation Matching
Continue to Catalent Hype Analysis, Catalent Correlation, Catalent Valuation, Catalent Volatility, as well as analyze Catalent Alpha and Beta and Catalent Performance. Note that the Catalent information on this page should be used as a complementary analysis to other Catalent'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 Probability Of Bankruptcy module to get analysis of equity chance of financial distress in the next 2 years.

Complementary Tools for Catalent Stock analysis

When running Catalent price analysis, check to measure Catalent'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 Catalent is operating at the current time. Most of Catalent's value examination focuses on studying past and present price action to predict the probability of Catalent's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Catalent's price. Additionally, you may evaluate how the addition of Catalent to your portfolios can decrease your overall portfolio volatility.
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Catalent 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.
A focus of Catalent technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Catalent trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...