Teva Pharmaceutical (Israel) Market Value

TEVA Stock  ILA 5,967  83.00  1.37%   
Teva Pharmaceutical's market value is the price at which a share of Teva Pharmaceutical trades on a public exchange. It measures the collective expectations of Teva Pharmaceutical Industries investors about its performance. Teva Pharmaceutical is trading at 5967.00 as of the 1st of March 2025, a 1.37 percent decrease since the beginning of the trading day. The stock's open price was 6050.0.
With this module, you can estimate the performance of a buy and hold strategy of Teva Pharmaceutical Industries and determine expected loss or profit from investing in Teva Pharmaceutical over a given investment horizon. Check out Teva Pharmaceutical Correlation, Teva Pharmaceutical Volatility and Teva Pharmaceutical Alpha and Beta module to complement your research on Teva Pharmaceutical.
Symbol

Please note, there is a significant difference between Teva Pharmaceutical's value and its price as these two are different measures arrived at by different means. Investors typically determine if Teva Pharmaceutical is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Teva Pharmaceutical'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.

Teva Pharmaceutical '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 Teva Pharmaceutical'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 Teva Pharmaceutical.
0.00
12/01/2024
No Change 0.00  0.0 
In 3 months and 1 day
03/01/2025
0.00
If you would invest  0.00  in Teva Pharmaceutical on December 1, 2024 and sell it all today you would earn a total of 0.00 from holding Teva Pharmaceutical Industries or generate 0.0% return on investment in Teva Pharmaceutical over 90 days. Teva Pharmaceutical is related to or competes with Bezeq Israeli, El Al, Bank Leumi, Elbit Systems, and Tower Semiconductor. Teva Pharmaceutical Industries Limited, a pharmaceutical company, develops, manufactures, markets, and distributes gener... More

Teva Pharmaceutical 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 Teva Pharmaceutical'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 Teva Pharmaceutical Industries upside and downside potential and time the market with a certain degree of confidence.

Teva Pharmaceutical Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Teva Pharmaceutical's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Teva Pharmaceutical's standard deviation. In reality, there are many statistical measures that can use Teva Pharmaceutical historical prices to predict the future Teva Pharmaceutical's volatility.
Hype
Prediction
LowEstimatedHigh
5,9635,9675,971
Details
Intrinsic
Valuation
LowRealHigh
5,4655,4696,564
Details
Naive
Forecast
LowNextHigh
6,5256,5296,534
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
5,8615,9646,067
Details

Teva Pharmaceutical Backtested Returns

At this point, Teva Pharmaceutical is very steady. Teva Pharmaceutical owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0106, which indicates the firm had a 0.0106 % return per unit of risk over the last 3 months. We have found twenty-three technical indicators for Teva Pharmaceutical Industries, which you can use to evaluate the volatility of the company. Please validate Teva Pharmaceutical's Variance of 14.54, coefficient of variation of (2,369), and Risk Adjusted Performance of (0.02) to confirm if the risk estimate we provide is consistent with the expected return of 0.0441%. The entity has a beta of -1.69, which indicates a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Teva Pharmaceutical are expected to decrease by larger amounts. On the other hand, during market turmoil, Teva Pharmaceutical is expected to outperform it. Teva Pharmaceutical right now has a risk of 4.15%. Please validate Teva Pharmaceutical accumulation distribution, rate of daily change, and the relationship between the kurtosis and daily balance of power , to decide if Teva Pharmaceutical will be following its existing price patterns.

Auto-correlation

    
  -0.92  

Near perfect reversele predictability

Teva Pharmaceutical Industries has near perfect reversele predictability. Overlapping area represents the amount of predictability between Teva Pharmaceutical time series from 1st of December 2024 to 15th of January 2025 and 15th of January 2025 to 1st 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 Teva Pharmaceutical price movement. The serial correlation of -0.92 indicates that approximately 92.0% of current Teva Pharmaceutical price fluctuation can be explain by its past prices.
Correlation Coefficient-0.92
Spearman Rank Test-0.44
Residual Average0.0
Price Variance674.7 K

Teva Pharmaceutical lagged returns against current returns

Autocorrelation, which is Teva Pharmaceutical 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 Teva Pharmaceutical's stock expected returns. We can calculate the autocorrelation of Teva Pharmaceutical returns to help us make a trade decision. For example, suppose you find that Teva Pharmaceutical 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  

Teva Pharmaceutical 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 Teva Pharmaceutical stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Teva Pharmaceutical stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Teva Pharmaceutical stock over time.
   Current vs Lagged Prices   
       Timeline  

Teva Pharmaceutical Lagged Returns

When evaluating Teva Pharmaceutical's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Teva Pharmaceutical stock have on its future price. Teva Pharmaceutical 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, Teva Pharmaceutical autocorrelation shows the relationship between Teva Pharmaceutical stock current value and its past values and can show if there is a momentum factor associated with investing in Teva Pharmaceutical Industries.
   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.

Other Information on Investing in Teva Stock

Teva Pharmaceutical financial ratios help investors to determine whether Teva Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Teva with respect to the benefits of owning Teva Pharmaceutical security.