Insmed Inc Stock Market Value
| INSM Stock | USD 76.55 1.48 1.97% |
| Symbol | Insmed |
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 Insmed. If investors know Insmed 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 Insmed 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 Insmed Inc is measured differently than its book value, which is the value of Insmed that is recorded on the company's balance sheet. Investors also form their own opinion of Insmed's value that differs from its market value or its book value, called intrinsic value, which is Insmed'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 Insmed's market value can be influenced by many factors that don't directly affect Insmed'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 Insmed's value and its price as these two are different measures arrived at by different means. Investors typically determine if Insmed is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Insmed'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.
Insmed '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 Insmed'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 Insmed.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Insmed on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Insmed Inc or generate 0.0% return on investment in Insmed over 90 days. Insmed is related to or competes with Ascendis Pharma, Apellis Pharmaceuticals, Akero Therapeutics, Blueprint Medicines, Avidity Biosciences, Revolution Medicines, and Day One. Insmed Incorporated, a biopharmaceutical company, develops and commercializes therapies for patients with serious and ra... More
Insmed 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 Insmed'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 Insmed Inc upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.31 | |||
| Information Ratio | 0.0853 | |||
| Maximum Drawdown | 12.3 | |||
| Value At Risk | (3.26) | |||
| Potential Upside | 3.63 |
Insmed Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Insmed's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Insmed's standard deviation. In reality, there are many statistical measures that can use Insmed historical prices to predict the future Insmed's volatility.| Risk Adjusted Performance | 0.0424 | |||
| Jensen Alpha | 0.0852 | |||
| Total Risk Alpha | 0.3688 | |||
| Sortino Ratio | 0.0837 | |||
| Treynor Ratio | 14.57 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Insmed'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.
Insmed Inc Backtested Returns
As of now, Insmed Stock is very steady. Insmed Inc holds Efficiency (Sharpe) Ratio of 0.0416, which attests that the entity had a 0.0416 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Insmed Inc, which you can use to evaluate the volatility of the firm. Please check out Insmed's Market Risk Adjusted Performance of 14.58, risk adjusted performance of 0.0424, and Downside Deviation of 2.31 to validate if the risk estimate we provide is consistent with the expected return of 0.0945%. Insmed has a performance score of 3 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.0058, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Insmed's returns are expected to increase less than the market. However, during the bear market, the loss of holding Insmed is expected to be smaller as well. Insmed Inc right now retains a risk of 2.27%. Please check out Insmed value at risk, as well as the relationship between the skewness and day median price , to decide if Insmed will be following its current trending patterns.
Auto-correlation | -0.79 |
Almost perfect reverse predictability
Insmed Inc has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Insmed 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 Insmed Inc price movement. The serial correlation of -0.79 indicates that around 79.0% of current Insmed price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.79 | |
| Spearman Rank Test | -0.18 | |
| Residual Average | 0.0 | |
| Price Variance | 6.97 |
Insmed Inc lagged returns against current returns
Autocorrelation, which is Insmed 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 Insmed's stock expected returns. We can calculate the autocorrelation of Insmed returns to help us make a trade decision. For example, suppose you find that Insmed 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 |
Insmed 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 Insmed stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Insmed stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Insmed stock over time.
Current vs Lagged Prices |
| Timeline |
Insmed Lagged Returns
When evaluating Insmed's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Insmed stock have on its future price. Insmed 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, Insmed autocorrelation shows the relationship between Insmed stock current value and its past values and can show if there is a momentum factor associated with investing in Insmed Inc.
Regressed Prices |
| Timeline |
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Insmed 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.