Aptorum Group Ltd Stock Market Value
| APM Stock | USD 2.14 0.06 2.73% |
| Symbol | Aptorum |
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 Aptorum Group. If investors know Aptorum 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 Aptorum Group 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 Aptorum Group is measured differently than its book value, which is the value of Aptorum that is recorded on the company's balance sheet. Investors also form their own opinion of Aptorum Group's value that differs from its market value or its book value, called intrinsic value, which is Aptorum Group'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 Aptorum Group's market value can be influenced by many factors that don't directly affect Aptorum Group'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 Aptorum Group's value and its price as these two are different measures arrived at by different means. Investors typically determine if Aptorum Group is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Aptorum Group'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.
Aptorum Group '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 Aptorum Group'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 Aptorum Group.
| 11/05/2024 |
| 01/04/2025 |
If you would invest 0.00 in Aptorum Group on November 5, 2024 and sell it all today you would earn a total of 0.00 from holding Aptorum Group Ltd or generate 0.0% return on investment in Aptorum Group over 60 days. Aptorum Group is related to or competes with Surrozen, Unicycive Therapeutics, Armata Pharmaceuticals, AIM ImmunoTech, Biocardia, Innate Pharma, and Addex Therapeutics. Aptorum Group Limited, a biopharmaceutical company, engages in the discovery, development, and commercialization of ther... More
Aptorum Group 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 Aptorum Group'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 Aptorum Group Ltd upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 10.02 | |||
| Information Ratio | 0.0815 | |||
| Maximum Drawdown | 127.31 | |||
| Value At Risk | (14.12) | |||
| Potential Upside | 25.93 |
Aptorum Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Aptorum Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Aptorum Group's standard deviation. In reality, there are many statistical measures that can use Aptorum Group historical prices to predict the future Aptorum Group's volatility.| Risk Adjusted Performance | 0.0767 | |||
| Jensen Alpha | 1.44 | |||
| Total Risk Alpha | 1.15 | |||
| Sortino Ratio | 0.1402 | |||
| Treynor Ratio | (0.69) |
Aptorum Group Backtested Returns
Aptorum Group is slightly risky given 3 months investment horizon. Aptorum Group secures Sharpe Ratio (or Efficiency) of 0.0828, which signifies that the company had a 0.0828% return per unit of risk over the last 3 months. We were able to interpolate data for twenty-nine different technical indicators, which can help you to evaluate if expected returns of 1.43% are justified by taking the suggested risk. Use Aptorum Group Risk Adjusted Performance of 0.0767, mean deviation of 8.47, and Downside Deviation of 10.02 to evaluate company specific risk that cannot be diversified away. Aptorum Group holds a performance score of 6 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of -2.06, which signifies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Aptorum Group are expected to decrease by larger amounts. On the other hand, during market turmoil, Aptorum Group is expected to outperform it. Use Aptorum Group semi variance, and the relationship between the maximum drawdown and accumulation distribution , to analyze future returns on Aptorum Group.
Auto-correlation | -0.39 |
Poor reverse predictability
Aptorum Group Ltd has poor reverse predictability. Overlapping area represents the amount of predictability between Aptorum Group time series from 5th of November 2024 to 5th of December 2024 and 5th of December 2024 to 4th of January 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Aptorum Group price movement. The serial correlation of -0.39 indicates that just about 39.0% of current Aptorum Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.39 | |
| Spearman Rank Test | -0.81 | |
| Residual Average | 0.0 | |
| Price Variance | 0.38 |
Aptorum Group lagged returns against current returns
Autocorrelation, which is Aptorum Group 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 Aptorum Group's stock expected returns. We can calculate the autocorrelation of Aptorum Group returns to help us make a trade decision. For example, suppose you find that Aptorum Group 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 |
Aptorum Group 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 Aptorum Group stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Aptorum Group stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Aptorum Group stock over time.
Current vs Lagged Prices |
| Timeline |
Aptorum Group Lagged Returns
When evaluating Aptorum Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Aptorum Group stock have on its future price. Aptorum Group 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, Aptorum Group autocorrelation shows the relationship between Aptorum Group stock current value and its past values and can show if there is a momentum factor associated with investing in Aptorum Group Ltd.
Regressed Prices |
| Timeline |
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Aptorum Group 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.