Inventiva Sa Stock Market Value
| IVA Stock | USD 2.05 0.06 2.84% |
| Symbol | Inventiva |
Inventiva Sa 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 Inventiva. If investors know Inventiva 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 Inventiva listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Earnings Share (2.70) | Revenue Per Share 0.511 | Quarterly Revenue Growth 0.073 | Return On Assets (0.69) | Return On Equity (16.43) |
The market value of Inventiva Sa is measured differently than its book value, which is the value of Inventiva that is recorded on the company's balance sheet. Investors also form their own opinion of Inventiva's value that differs from its market value or its book value, called intrinsic value, which is Inventiva'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 Inventiva's market value can be influenced by many factors that don't directly affect Inventiva'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 Inventiva's value and its price as these two are different measures arrived at by different means. Investors typically determine if Inventiva is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Inventiva'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.
Inventiva '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 Inventiva'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 Inventiva.
| 08/23/2024 |
| 09/22/2024 |
If you would invest 0.00 in Inventiva on August 23, 2024 and sell it all today you would earn a total of 0.00 from holding Inventiva Sa or generate 0.0% return on investment in Inventiva over 30 days. Inventiva is related to or competes with HCW Biologics, RenovoRx, Scpharmaceuticals, and Milestone Pharmaceuticals. Inventiva S.A., a clinical-stage biopharmaceutical company, focuses on the development of oral small molecule therapies ... More
Inventiva 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 Inventiva'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 Inventiva Sa upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.12) | |||
| Maximum Drawdown | 21.92 | |||
| Value At Risk | (5.02) | |||
| Potential Upside | 6.36 |
Inventiva Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Inventiva's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Inventiva's standard deviation. In reality, there are many statistical measures that can use Inventiva historical prices to predict the future Inventiva's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.33) | |||
| Total Risk Alpha | (0.82) | |||
| Treynor Ratio | (4.69) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Inventiva'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.
Inventiva Sa Backtested Returns
Inventiva Sa holds Efficiency (Sharpe) Ratio of -0.14, which attests that the entity had a -0.14% return per unit of risk over the last 3 months. Inventiva Sa exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Inventiva's Market Risk Adjusted Performance of (4.68), risk adjusted performance of (0.06), and Standard Deviation of 3.58 to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 0.0678, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Inventiva's returns are expected to increase less than the market. However, during the bear market, the loss of holding Inventiva is expected to be smaller as well. At this point, Inventiva Sa has a negative expected return of -0.43%. Please make sure to check out Inventiva's kurtosis, as well as the relationship between the day median price and period momentum indicator , to decide if Inventiva Sa performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.86 |
Very good predictability
Inventiva Sa has very good predictability. Overlapping area represents the amount of predictability between Inventiva time series from 23rd of August 2024 to 7th of September 2024 and 7th of September 2024 to 22nd of September 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 Inventiva Sa price movement. The serial correlation of 0.86 indicates that approximately 86.0% of current Inventiva price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.86 | |
| Spearman Rank Test | 0.72 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Inventiva Sa lagged returns against current returns
Autocorrelation, which is Inventiva 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 Inventiva's stock expected returns. We can calculate the autocorrelation of Inventiva returns to help us make a trade decision. For example, suppose you find that Inventiva 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 |
Inventiva 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 Inventiva stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Inventiva stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Inventiva stock over time.
Current vs Lagged Prices |
| Timeline |
Inventiva Lagged Returns
When evaluating Inventiva's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Inventiva stock have on its future price. Inventiva 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, Inventiva autocorrelation shows the relationship between Inventiva stock current value and its past values and can show if there is a momentum factor associated with investing in Inventiva Sa.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Information and Resources on Investing in Inventiva Stock
When determining whether Inventiva Sa offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Inventiva'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 Inventiva Sa Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Inventiva Sa Stock:Check out Inventiva Correlation, Inventiva Volatility and Inventiva Alpha and Beta module to complement your research on Inventiva. You can also try the Portfolio File Import module to quickly import all of your third-party portfolios from your local drive in csv format.
Inventiva 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.