Grail, Llc Stock Market Value
| GRAL Stock | 29.74 2.82 10.48% |
| Symbol | GRAIL, |
GRAIL, LLC 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 GRAIL, LLC. If investors know GRAIL, 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 GRAIL, LLC listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Earnings Share (63.54) | Revenue Per Share | Quarterly Revenue Growth 0.261 | Return On Assets | Return On Equity |
The market value of GRAIL, LLC is measured differently than its book value, which is the value of GRAIL, that is recorded on the company's balance sheet. Investors also form their own opinion of GRAIL, LLC's value that differs from its market value or its book value, called intrinsic value, which is GRAIL, LLC'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 GRAIL, LLC's market value can be influenced by many factors that don't directly affect GRAIL, LLC'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 GRAIL, LLC's value and its price as these two are different measures arrived at by different means. Investors typically determine if GRAIL, LLC is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, GRAIL, LLC'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.
GRAIL, LLC '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 GRAIL, LLC'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 GRAIL, LLC.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in GRAIL, LLC on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding GRAIL, LLC or generate 0.0% return on investment in GRAIL, LLC over 90 days. GRAIL, LLC is related to or competes with Parker Hannifin, ChampionX, Webus International, Trio Tech, Sapiens International, Nasdaq, and Weibo Corp. GRAIL, LLC is entity of United States. It is traded as Stock on NASDAQ exchange. More
GRAIL, LLC 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 GRAIL, LLC'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 GRAIL, LLC upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 8.03 | |||
| Information Ratio | 0.1063 | |||
| Maximum Drawdown | 48.65 | |||
| Value At Risk | (12.74) | |||
| Potential Upside | 18.43 |
GRAIL, LLC Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for GRAIL, LLC's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as GRAIL, LLC's standard deviation. In reality, there are many statistical measures that can use GRAIL, LLC historical prices to predict the future GRAIL, LLC's volatility.| Risk Adjusted Performance | 0.0926 | |||
| Jensen Alpha | 1.21 | |||
| Total Risk Alpha | 2.11 | |||
| Sortino Ratio | 0.1267 | |||
| Treynor Ratio | 0.3259 |
GRAIL, LLC Backtested Returns
GRAIL, LLC appears to be slightly risky, given 3 months investment horizon. GRAIL, LLC retains Efficiency (Sharpe Ratio) of 0.0913, which attests that the entity had a 0.0913 % return per unit of risk over the last 3 months. By reviewing GRAIL, LLC's technical indicators, you can evaluate if the expected return of 0.9% is justified by implied risk. Please utilize GRAIL, LLC's Market Risk Adjusted Performance of 0.3359, semi deviation of 7.38, and Coefficient Of Variation of 1042.28 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, GRAIL, LLC holds a performance score of 7. The company owns a Beta (Systematic Risk) of 2.79, which attests to 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, GRAIL, LLC will likely underperform. Please check GRAIL, LLC's value at risk, daily balance of power, and the relationship between the total risk alpha and expected short fall , to make a quick decision on whether GRAIL, LLC's current price history will revert.
Auto-correlation | -0.51 |
Good reverse predictability
GRAIL, LLC has good reverse predictability. Overlapping area represents the amount of predictability between GRAIL, LLC time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th of March 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 GRAIL, LLC price movement. The serial correlation of -0.51 indicates that about 51.0% of current GRAIL, LLC price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.51 | |
| Spearman Rank Test | -0.3 | |
| Residual Average | 0.0 | |
| Price Variance | 58.03 |
GRAIL, LLC lagged returns against current returns
Autocorrelation, which is GRAIL, LLC 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 GRAIL, LLC's stock expected returns. We can calculate the autocorrelation of GRAIL, LLC returns to help us make a trade decision. For example, suppose you find that GRAIL, LLC 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 |
GRAIL, LLC 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 GRAIL, LLC stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if GRAIL, LLC stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in GRAIL, LLC stock over time.
Current vs Lagged Prices |
| Timeline |
GRAIL, LLC Lagged Returns
When evaluating GRAIL, LLC's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of GRAIL, LLC stock have on its future price. GRAIL, LLC 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, GRAIL, LLC autocorrelation shows the relationship between GRAIL, LLC stock current value and its past values and can show if there is a momentum factor associated with investing in GRAIL, LLC.
Regressed Prices |
| Timeline |
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Try AI Portfolio ArchitectCheck out GRAIL, LLC Correlation, GRAIL, LLC Volatility and GRAIL, LLC Alpha and Beta module to complement your research on GRAIL, LLC. For more information on how to buy GRAIL, Stock please use our How to buy in GRAIL, Stock guide.You can also try the Sectors module to list of equity sectors categorizing publicly traded companies based on their primary business activities.
GRAIL, LLC 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.