Ibio, Common Stock Stock Market Value
| IBIO Stock | USD 5.08 0.05 0.97% |
| Symbol | IBio, |
iBio, Common Stock 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 IBio, Common. If investors know IBio, 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 IBio, Common listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Earnings Share (4.03) | Revenue Per Share | Quarterly Revenue Growth (0.88) | Return On Assets | Return On Equity |
The market value of iBio, Common Stock is measured differently than its book value, which is the value of IBio, that is recorded on the company's balance sheet. Investors also form their own opinion of IBio, Common's value that differs from its market value or its book value, called intrinsic value, which is IBio, Common'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 IBio, Common's market value can be influenced by many factors that don't directly affect IBio, Common'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 IBio, Common's value and its price as these two are different measures arrived at by different means. Investors typically determine if IBio, Common is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, IBio, Common'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.
IBio, Common '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 IBio, Common'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 IBio, Common.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in IBio, Common on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding iBio, Common Stock or generate 0.0% return on investment in IBio, Common over 90 days. IBio, Common is related to or competes with Jaguar Animal, GeoVax Labs, Ocugen, Tonix Pharmaceuticals, Sonnet Biotherapeutics, Palisade Bio, and Vaxart. iBio, Inc., a biotechnology company, provides contract development and manufacturing services to collaborators and third... More
IBio, Common 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 IBio, Common'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 iBio, Common Stock upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.48 | |||
| Information Ratio | 0.2026 | |||
| Maximum Drawdown | 43.25 | |||
| Value At Risk | (7.57) | |||
| Potential Upside | 13.08 |
IBio, Common Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for IBio, Common's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IBio, Common's standard deviation. In reality, there are many statistical measures that can use IBio, Common historical prices to predict the future IBio, Common's volatility.| Risk Adjusted Performance | 0.1635 | |||
| Jensen Alpha | 1.37 | |||
| Total Risk Alpha | 2.39 | |||
| Sortino Ratio | 0.3087 | |||
| Treynor Ratio | 1.39 |
iBio, Common Stock Backtested Returns
IBio, Common is very risky given 3 months investment horizon. iBio, Common Stock holds Efficiency (Sharpe) Ratio of 0.22, which attests that the company had a 0.22 % return per unit of risk over the last 3 months. We were able to collect and analyze data for twenty-eight different technical indicators, which can help you to evaluate if expected returns of 1.51% are justified by taking the suggested risk. Use iBio, Common Stock Semi Deviation of 3.89, downside deviation of 4.48, and Market Risk Adjusted Performance of 1.4 to evaluate company specific risk that cannot be diversified away. IBio, Common holds a performance score of 17 on a scale of zero to a hundred. The firm retains a Market Volatility (i.e., Beta) of 0.89, which attests to possible diversification benefits within a given portfolio. IBio, Common returns are very sensitive to returns on the market. As the market goes up or down, IBio, Common is expected to follow. Use iBio, Common Stock downside variance, and the relationship between the sortino ratio and accumulation distribution , to analyze future returns on iBio, Common Stock.
Auto-correlation | 0.91 |
Excellent predictability
iBio, Common Stock has excellent predictability. Overlapping area represents the amount of predictability between IBio, Common time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th 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 iBio, Common Stock price movement. The serial correlation of 0.91 indicates that approximately 91.0% of current IBio, Common price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.91 | |
| Spearman Rank Test | 0.84 | |
| Residual Average | 0.0 | |
| Price Variance | 1.33 |
iBio, Common Stock lagged returns against current returns
Autocorrelation, which is IBio, Common 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 IBio, Common's stock expected returns. We can calculate the autocorrelation of IBio, Common returns to help us make a trade decision. For example, suppose you find that IBio, Common 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 |
IBio, Common 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 IBio, Common stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if IBio, Common stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in IBio, Common stock over time.
Current vs Lagged Prices |
| Timeline |
IBio, Common Lagged Returns
When evaluating IBio, Common's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of IBio, Common stock have on its future price. IBio, Common 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, IBio, Common autocorrelation shows the relationship between IBio, Common stock current value and its past values and can show if there is a momentum factor associated with investing in iBio, Common Stock.
Regressed Prices |
| Timeline |
Pair Trading with IBio, Common
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 IBio, Common 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 IBio, Common will appreciate offsetting losses from the drop in the long position's value.Moving against IBio, Stock
| 0.86 | MNOV | MediciNova | PairCorr |
| 0.86 | NKTX | Nkarta Inc Earnings Call This Week | PairCorr |
| 0.81 | IMMX | Immix Biopharma | PairCorr |
| 0.81 | PALI | Palisade Bio | PairCorr |
| 0.79 | MLTX | MoonLake Immunotherapeuti | PairCorr |
The ability to find closely correlated positions to IBio, Common could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace IBio, Common 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 IBio, Common - 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 iBio, Common Stock to buy it.
The correlation of IBio, Common is a statistical measure of how it moves in relation to other instruments. 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 IBio, Common moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if iBio, Common Stock 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 IBio, Common 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.Check out IBio, Common Correlation, IBio, Common Volatility and IBio, Common Alpha and Beta module to complement your research on IBio, Common. You can also try the Portfolio Diagnostics module to use generated alerts and portfolio events aggregator to diagnose current holdings.
IBio, Common 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.