Urogen Pharma Stock Market Value
| URGN Stock | USD 11.07 0.17 1.56% |
| Symbol | UroGen |
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 UroGen Pharma. If investors know UroGen 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 UroGen Pharma 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 UroGen Pharma is measured differently than its book value, which is the value of UroGen that is recorded on the company's balance sheet. Investors also form their own opinion of UroGen Pharma's value that differs from its market value or its book value, called intrinsic value, which is UroGen Pharma'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 UroGen Pharma's market value can be influenced by many factors that don't directly affect UroGen Pharma'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 UroGen Pharma's value and its price as these two are different measures arrived at by different means. Investors typically determine if UroGen Pharma is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, UroGen Pharma'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.
UroGen Pharma '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 UroGen Pharma'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 UroGen Pharma.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in UroGen Pharma on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding UroGen Pharma or generate 0.0% return on investment in UroGen Pharma over 90 days. UroGen Pharma is related to or competes with Inhibrx, Celcuity LLC, Enliven Therapeutics, Ikena Oncology, Xilio Development, Protara Therapeutics, and Scholar Rock. UroGen Pharma Ltd., a biotechnology company, engages in the development and commercialization novel solutions for specia... More
UroGen Pharma 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 UroGen Pharma'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 UroGen Pharma upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.17 | |||
| Information Ratio | 0.0368 | |||
| Maximum Drawdown | 12.01 | |||
| Value At Risk | (4.77) | |||
| Potential Upside | 4.63 |
UroGen Pharma Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for UroGen Pharma's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as UroGen Pharma's standard deviation. In reality, there are many statistical measures that can use UroGen Pharma historical prices to predict the future UroGen Pharma's volatility.| Risk Adjusted Performance | 0.0092 | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | 0.3589 | |||
| Sortino Ratio | 0.0335 | |||
| Treynor Ratio | 0.0071 |
UroGen Pharma Backtested Returns
As of now, UroGen Stock is not too volatile. UroGen Pharma owns Efficiency Ratio (i.e., Sharpe Ratio) of close to zero, which indicates the firm had a close to zero % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for UroGen Pharma, which you can use to evaluate the volatility of the company. Please validate UroGen Pharma's Semi Deviation of 3.0, coefficient of variation of 39754.27, and Risk Adjusted Performance of 0.0092 to confirm if the risk estimate we provide is consistent with the expected return of 0.0073%. The entity has a beta of -0.39, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning UroGen Pharma are expected to decrease at a much lower rate. During the bear market, UroGen Pharma is likely to outperform the market. UroGen Pharma right now has a risk of 2.89%. Please validate UroGen Pharma value at risk, as well as the relationship between the skewness and day median price , to decide if UroGen Pharma will be following its existing price patterns.
Auto-correlation | 0.73 |
Good predictability
UroGen Pharma has good predictability. Overlapping area represents the amount of predictability between UroGen Pharma 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 UroGen Pharma price movement. The serial correlation of 0.73 indicates that around 73.0% of current UroGen Pharma price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.73 | |
| Spearman Rank Test | 0.37 | |
| Residual Average | 0.0 | |
| Price Variance | 0.45 |
UroGen Pharma lagged returns against current returns
Autocorrelation, which is UroGen Pharma 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 UroGen Pharma's stock expected returns. We can calculate the autocorrelation of UroGen Pharma returns to help us make a trade decision. For example, suppose you find that UroGen Pharma 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 |
UroGen Pharma 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 UroGen Pharma stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if UroGen Pharma stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in UroGen Pharma stock over time.
Current vs Lagged Prices |
| Timeline |
UroGen Pharma Lagged Returns
When evaluating UroGen Pharma's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of UroGen Pharma stock have on its future price. UroGen Pharma 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, UroGen Pharma autocorrelation shows the relationship between UroGen Pharma stock current value and its past values and can show if there is a momentum factor associated with investing in UroGen Pharma.
Regressed Prices |
| Timeline |
When determining whether UroGen Pharma offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of UroGen Pharma'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 Urogen Pharma Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Urogen Pharma Stock:
Check out UroGen Pharma Correlation, UroGen Pharma Volatility and UroGen Pharma Alpha and Beta module to complement your research on UroGen Pharma. To learn how to invest in UroGen Stock, please use our How to Invest in UroGen Pharma guide.You can also try the Competition Analyzer module to analyze and compare many basic indicators for a group of related or unrelated entities.
UroGen Pharma 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.