Sarepta Therapeutics (Brazil) Market Value
| S1RP34 Stock | BRL 40.08 0.39 0.96% |
| Symbol | Sarepta |
Sarepta Therapeutics '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 Sarepta Therapeutics' 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 Sarepta Therapeutics.
| 11/03/2024 |
| 12/03/2024 |
If you would invest 0.00 in Sarepta Therapeutics on November 3, 2024 and sell it all today you would earn a total of 0.00 from holding Sarepta Therapeutics or generate 0.0% return on investment in Sarepta Therapeutics over 30 days. Sarepta Therapeutics is related to or competes with Vertex Pharmaceuticals, Moderna, Bio Techne, Biomm SA. Sarepta Therapeutics, Inc., a commercial-stage biopharmaceutical company, focuses on the discovery and development of RN... More
Sarepta Therapeutics 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 Sarepta Therapeutics' 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 Sarepta Therapeutics upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.77 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 26.21 | |||
| Value At Risk | (3.81) | |||
| Potential Upside | 3.46 |
Sarepta Therapeutics Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sarepta Therapeutics' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sarepta Therapeutics' standard deviation. In reality, there are many statistical measures that can use Sarepta Therapeutics historical prices to predict the future Sarepta Therapeutics' volatility.| Risk Adjusted Performance | 0.0316 | |||
| Jensen Alpha | 0.1217 | |||
| Total Risk Alpha | (0.41) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | (0.40) |
Sarepta Therapeutics Backtested Returns
At this point, Sarepta Therapeutics is not too volatile. Sarepta Therapeutics owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0397, which indicates the firm had a 0.0397% return per unit of risk over the last 3 months. We have found thirty technical indicators for Sarepta Therapeutics, which you can use to evaluate the volatility of the company. Please validate Sarepta Therapeutics' Semi Deviation of 1.84, coefficient of variation of 3199.95, and Risk Adjusted Performance of 0.0316 to confirm if the risk estimate we provide is consistent with the expected return of 0.14%. Sarepta Therapeutics has a performance score of 3 on a scale of 0 to 100. The entity has a beta of -0.24, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Sarepta Therapeutics are expected to decrease at a much lower rate. During the bear market, Sarepta Therapeutics is likely to outperform the market. Sarepta Therapeutics right now has a risk of 3.41%. Please validate Sarepta Therapeutics sortino ratio, maximum drawdown, potential upside, as well as the relationship between the treynor ratio and value at risk , to decide if Sarepta Therapeutics will be following its existing price patterns.
Auto-correlation | -0.85 |
Excellent reverse predictability
Sarepta Therapeutics has excellent reverse predictability. Overlapping area represents the amount of predictability between Sarepta Therapeutics time series from 3rd of November 2024 to 18th of November 2024 and 18th of November 2024 to 3rd of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Sarepta Therapeutics price movement. The serial correlation of -0.85 indicates that around 85.0% of current Sarepta Therapeutics price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.85 | |
| Spearman Rank Test | -0.84 | |
| Residual Average | 0.0 | |
| Price Variance | 16.54 |
Sarepta Therapeutics lagged returns against current returns
Autocorrelation, which is Sarepta Therapeutics 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 Sarepta Therapeutics' stock expected returns. We can calculate the autocorrelation of Sarepta Therapeutics returns to help us make a trade decision. For example, suppose you find that Sarepta Therapeutics 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 |
Sarepta Therapeutics 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 Sarepta Therapeutics stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sarepta Therapeutics stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sarepta Therapeutics stock over time.
Current vs Lagged Prices |
| Timeline |
Sarepta Therapeutics Lagged Returns
When evaluating Sarepta Therapeutics' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sarepta Therapeutics stock have on its future price. Sarepta Therapeutics 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, Sarepta Therapeutics autocorrelation shows the relationship between Sarepta Therapeutics stock current value and its past values and can show if there is a momentum factor associated with investing in Sarepta Therapeutics.
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.Additional Information and Resources on Investing in Sarepta Stock
When determining whether Sarepta Therapeutics is a good investment, qualitative aspects like company management, corporate governance, and ethical practices play a significant role. A comparison with peer companies also provides context and helps to understand if Sarepta Stock is undervalued or overvalued. This multi-faceted approach, blending both quantitative and qualitative analysis, forms a solid foundation for making an informed investment decision about Sarepta Therapeutics Stock. Highlighted below are key reports to facilitate an investment decision about Sarepta Therapeutics Stock:Check out Sarepta Therapeutics Correlation, Sarepta Therapeutics Volatility and Sarepta Therapeutics Alpha and Beta module to complement your research on Sarepta Therapeutics. For information on how to trade Sarepta Stock refer to our How to Trade Sarepta Stock guide.You can also try the Idea Optimizer module to use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio .
Sarepta Therapeutics 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.