Perceptive Capital Solutions Stock Market Value
| PCSC Stock | 10.30 0.02 0.19% |
| Symbol | Perceptive |
Is Asset Management & Custody Banks 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 Perceptive Capital. If investors know Perceptive 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 Perceptive Capital 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 Perceptive Capital is measured differently than its book value, which is the value of Perceptive that is recorded on the company's balance sheet. Investors also form their own opinion of Perceptive Capital's value that differs from its market value or its book value, called intrinsic value, which is Perceptive Capital'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 Perceptive Capital's market value can be influenced by many factors that don't directly affect Perceptive Capital'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 Perceptive Capital's value and its price as these two are different measures arrived at by different means. Investors typically determine if Perceptive Capital is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Perceptive Capital'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.
Perceptive Capital '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 Perceptive Capital'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 Perceptive Capital.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Perceptive Capital on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Perceptive Capital Solutions or generate 0.0% return on investment in Perceptive Capital over 90 days. Perceptive Capital is related to or competes with Vita Coco, Genuine Parts, ScanSource, Compania Cervecerias, Keurig Dr, and Coupang LLC. More
Perceptive Capital 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 Perceptive Capital'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 Perceptive Capital Solutions upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.3364 | |||
| Information Ratio | 0.5891 | |||
| Maximum Drawdown | 1.37 | |||
| Value At Risk | (0.20) | |||
| Potential Upside | 0.2918 |
Perceptive Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Perceptive Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Perceptive Capital's standard deviation. In reality, there are many statistical measures that can use Perceptive Capital historical prices to predict the future Perceptive Capital's volatility.| Risk Adjusted Performance | 0.0454 | |||
| Jensen Alpha | 0.0041 | |||
| Total Risk Alpha | 0.033 | |||
| Sortino Ratio | 0.3481 | |||
| Treynor Ratio | (0.22) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Perceptive Capital'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.
Perceptive Capital Backtested Returns
At this point, Perceptive Capital is very steady. Perceptive Capital maintains Sharpe Ratio (i.e., Efficiency) of 0.091, which implies the firm had a 0.091 % return per unit of risk over the last 3 months. We have found twenty-six technical indicators for Perceptive Capital, which you can use to evaluate the volatility of the company. Please check Perceptive Capital's Standard Deviation of 0.1988, risk adjusted performance of 0.0454, and Downside Deviation of 0.3364 to confirm if the risk estimate we provide is consistent with the expected return of 0.0181%. Perceptive Capital has a performance score of 7 on a scale of 0 to 100. The company holds a Beta of -0.0364, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Perceptive Capital are expected to decrease at a much lower rate. During the bear market, Perceptive Capital is likely to outperform the market. Perceptive Capital right now holds a risk of 0.2%. Please check Perceptive Capital potential upside, as well as the relationship between the skewness and day median price , to decide if Perceptive Capital will be following its historical price patterns.
Auto-correlation | 0.30 |
Below average predictability
Perceptive Capital Solutions has below average predictability. Overlapping area represents the amount of predictability between Perceptive Capital 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 Perceptive Capital price movement. The serial correlation of 0.3 indicates that nearly 30.0% of current Perceptive Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.3 | |
| Spearman Rank Test | 0.53 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Perceptive Capital lagged returns against current returns
Autocorrelation, which is Perceptive Capital 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 Perceptive Capital's stock expected returns. We can calculate the autocorrelation of Perceptive Capital returns to help us make a trade decision. For example, suppose you find that Perceptive Capital 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 |
Perceptive Capital 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 Perceptive Capital stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Perceptive Capital stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Perceptive Capital stock over time.
Current vs Lagged Prices |
| Timeline |
Perceptive Capital Lagged Returns
When evaluating Perceptive Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Perceptive Capital stock have on its future price. Perceptive Capital 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, Perceptive Capital autocorrelation shows the relationship between Perceptive Capital stock current value and its past values and can show if there is a momentum factor associated with investing in Perceptive Capital Solutions.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.When determining whether Perceptive Capital offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Perceptive Capital's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Perceptive Capital Solutions Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Perceptive Capital Solutions Stock:Check out Perceptive Capital Correlation, Perceptive Capital Volatility and Perceptive Capital Alpha and Beta module to complement your research on Perceptive Capital. You can also try the Sign In To Macroaxis module to sign in to explore Macroaxis' wealth optimization platform and fintech modules.
Perceptive Capital 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.