Grifols Sa Adr Stock Market Value
| GRFS Stock | USD 7.98 0.26 3.37% |
| Symbol | Grifols |
Grifols SA ADR 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 Grifols SA. If investors know Grifols 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 Grifols SA listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth (0.67) | Earnings Share 0.26 | Revenue Per Share | Quarterly Revenue Growth 0.122 | Return On Assets |
The market value of Grifols SA ADR is measured differently than its book value, which is the value of Grifols that is recorded on the company's balance sheet. Investors also form their own opinion of Grifols SA's value that differs from its market value or its book value, called intrinsic value, which is Grifols SA'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 Grifols SA's market value can be influenced by many factors that don't directly affect Grifols SA'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 Grifols SA's value and its price as these two are different measures arrived at by different means. Investors typically determine if Grifols SA is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Grifols SA'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.
Grifols SA '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 Grifols SA'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 Grifols SA.
| 12/14/2024 |
| 03/14/2025 |
If you would invest 0.00 in Grifols SA on December 14, 2024 and sell it all today you would earn a total of 0.00 from holding Grifols SA ADR or generate 0.0% return on investment in Grifols SA over 90 days. Grifols SA is related to or competes with Novartis, AstraZeneca PLC, GlaxoSmithKline PLC, Roche Holding, Bristol Myers, Merck, and Gilead Sciences. Grifols, S.A. engages in the procurement, manufacture, preparation, and sale of therapeutic products, primarily hemoderi... More
Grifols SA 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 Grifols SA'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 Grifols SA ADR upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.83 | |||
| Information Ratio | 0.0997 | |||
| Maximum Drawdown | 15.06 | |||
| Value At Risk | (3.92) | |||
| Potential Upside | 5.81 |
Grifols SA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Grifols SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Grifols SA's standard deviation. In reality, there are many statistical measures that can use Grifols SA historical prices to predict the future Grifols SA's volatility.| Risk Adjusted Performance | 0.0557 | |||
| Jensen Alpha | 0.3082 | |||
| Total Risk Alpha | 0.6955 | |||
| Sortino Ratio | 0.1099 | |||
| Treynor Ratio | 0.1728 |
Grifols SA ADR Backtested Returns
Currently, Grifols SA ADR is somewhat reliable. Grifols SA ADR holds Efficiency (Sharpe) Ratio of 0.0221, which attests that the entity had a 0.0221 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Grifols SA ADR, which you can use to evaluate the volatility of the firm. Please check out Grifols SA's Downside Deviation of 2.83, risk adjusted performance of 0.0557, and Market Risk Adjusted Performance of 0.1828 to validate if the risk estimate we provide is consistent with the expected return of 0.0671%. Grifols SA has a performance score of 1 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.98, which attests to possible diversification benefits within a given portfolio. Grifols SA returns are very sensitive to returns on the market. As the market goes up or down, Grifols SA is expected to follow. Grifols SA ADR right now retains a risk of 3.04%. Please check out Grifols SA potential upside, and the relationship between the total risk alpha and kurtosis , to decide if Grifols SA will be following its current trending patterns.
Auto-correlation | -0.55 |
Good reverse predictability
Grifols SA ADR has good reverse predictability. Overlapping area represents the amount of predictability between Grifols SA time series from 14th of December 2024 to 28th of January 2025 and 28th of January 2025 to 14th 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 Grifols SA ADR price movement. The serial correlation of -0.55 indicates that about 55.0% of current Grifols SA price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.55 | |
| Spearman Rank Test | -0.59 | |
| Residual Average | 0.0 | |
| Price Variance | 0.37 |
Grifols SA ADR lagged returns against current returns
Autocorrelation, which is Grifols SA 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 Grifols SA's stock expected returns. We can calculate the autocorrelation of Grifols SA returns to help us make a trade decision. For example, suppose you find that Grifols SA 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 |
Grifols SA 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 Grifols SA stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Grifols SA stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Grifols SA stock over time.
Current vs Lagged Prices |
| Timeline |
Grifols SA Lagged Returns
When evaluating Grifols SA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Grifols SA stock have on its future price. Grifols SA 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, Grifols SA autocorrelation shows the relationship between Grifols SA stock current value and its past values and can show if there is a momentum factor associated with investing in Grifols SA ADR.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Grifols Stock Analysis
When running Grifols SA's price analysis, check to measure Grifols SA'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 Grifols SA is operating at the current time. Most of Grifols SA's value examination focuses on studying past and present price action to predict the probability of Grifols SA's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Grifols SA's price. Additionally, you may evaluate how the addition of Grifols SA to your portfolios can decrease your overall portfolio volatility.