Vor Biopharma Stock Market Value
| VOR Stock | USD 1.01 0.03 2.88% |
| Symbol | Vor |
Vor Biopharma Price To Book Ratio
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 Vor Biopharma. If investors know Vor 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 Vor Biopharma listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Earnings Share (1.64) | Return On Assets (0.40) | Return On Equity (0.78) |
The market value of Vor Biopharma is measured differently than its book value, which is the value of Vor that is recorded on the company's balance sheet. Investors also form their own opinion of Vor Biopharma's value that differs from its market value or its book value, called intrinsic value, which is Vor Biopharma'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 Vor Biopharma's market value can be influenced by many factors that don't directly affect Vor Biopharma'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 Vor Biopharma's value and its price as these two are different measures arrived at by different means. Investors typically determine if Vor Biopharma is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Vor Biopharma'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.
Vor Biopharma '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 Vor Biopharma'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 Vor Biopharma.
| 06/14/2024 |
| 12/11/2024 |
If you would invest 0.00 in Vor Biopharma on June 14, 2024 and sell it all today you would earn a total of 0.00 from holding Vor Biopharma or generate 0.0% return on investment in Vor Biopharma over 180 days. Vor Biopharma is related to or competes with Monte Rosa, Design Therapeutics, Erasca, Edgewise Therapeutics, Adicet Bio, Cullinan Oncology, and Nuvalent. Vor Biopharma, Inc., a clinical-stage company, develops engineered hematopoietic stem cell therapies for cancer patients More
Vor Biopharma 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 Vor Biopharma'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 Vor Biopharma upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.13 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 24.96 | |||
| Value At Risk | (7.23) | |||
| Potential Upside | 8.11 |
Vor Biopharma Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vor Biopharma's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vor Biopharma's standard deviation. In reality, there are many statistical measures that can use Vor Biopharma historical prices to predict the future Vor Biopharma's volatility.| Risk Adjusted Performance | 0.0124 | |||
| Jensen Alpha | (0.15) | |||
| Total Risk Alpha | (0.87) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.0128 |
Vor Biopharma Backtested Returns
Currently, Vor Biopharma is risky. Vor Biopharma owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0154, which indicates the firm had a 0.0154% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Vor Biopharma, which you can use to evaluate the volatility of the company. Please validate Vor Biopharma's Coefficient Of Variation of 19708.2, risk adjusted performance of 0.0124, and Semi Deviation of 3.72 to confirm if the risk estimate we provide is consistent with the expected return of 0.0878%. Vor Biopharma has a performance score of 1 on a scale of 0 to 100. The entity has a beta of 1.43, which indicates a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Vor Biopharma will likely underperform. Vor Biopharma right now has a risk of 5.69%. Please validate Vor Biopharma sortino ratio, semi variance, as well as the relationship between the Semi Variance and rate of daily change , to decide if Vor Biopharma will be following its existing price patterns.
Auto-correlation | 0.39 |
Below average predictability
Vor Biopharma has below average predictability. Overlapping area represents the amount of predictability between Vor Biopharma time series from 14th of June 2024 to 12th of September 2024 and 12th of September 2024 to 11th 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 Vor Biopharma price movement. The serial correlation of 0.39 indicates that just about 39.0% of current Vor Biopharma price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.39 | |
| Spearman Rank Test | 0.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Vor Biopharma lagged returns against current returns
Autocorrelation, which is Vor Biopharma 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 Vor Biopharma's stock expected returns. We can calculate the autocorrelation of Vor Biopharma returns to help us make a trade decision. For example, suppose you find that Vor Biopharma 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 |
Vor Biopharma 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 Vor Biopharma stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vor Biopharma stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vor Biopharma stock over time.
Current vs Lagged Prices |
| Timeline |
Vor Biopharma Lagged Returns
When evaluating Vor Biopharma's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vor Biopharma stock have on its future price. Vor Biopharma 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, Vor Biopharma autocorrelation shows the relationship between Vor Biopharma stock current value and its past values and can show if there is a momentum factor associated with investing in Vor Biopharma.
Regressed Prices |
| Timeline |
Pair Trading with Vor Biopharma
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Vor Biopharma position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Vor Biopharma will appreciate offsetting losses from the drop in the long position's value.Moving against Vor Stock
The ability to find closely correlated positions to Vor Biopharma could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Vor Biopharma when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Vor Biopharma - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Vor Biopharma to buy it.
The correlation of Vor Biopharma is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Vor Biopharma moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Vor Biopharma moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Vor Biopharma can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Additional Tools for Vor Stock Analysis
When running Vor Biopharma's price analysis, check to measure Vor Biopharma's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Vor Biopharma is operating at the current time. Most of Vor Biopharma's value examination focuses on studying past and present price action to predict the probability of Vor Biopharma's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Vor Biopharma's price. Additionally, you may evaluate how the addition of Vor Biopharma to your portfolios can decrease your overall portfolio volatility.