Yield10 Bioscience Stock Market Value
| YTEN Stock | USD 0.28 0.07 20.00% |
| Symbol | Yield10 |
Yield10 Bioscience 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 Yield10 Bioscience. If investors know Yield10 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 Yield10 Bioscience listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Earnings Share (20.14) | Revenue Per Share | Quarterly Revenue Growth 4 | Return On Assets | Return On Equity |
The market value of Yield10 Bioscience is measured differently than its book value, which is the value of Yield10 that is recorded on the company's balance sheet. Investors also form their own opinion of Yield10 Bioscience's value that differs from its market value or its book value, called intrinsic value, which is Yield10 Bioscience'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 Yield10 Bioscience's market value can be influenced by many factors that don't directly affect Yield10 Bioscience'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 Yield10 Bioscience's value and its price as these two are different measures arrived at by different means. Investors typically determine if Yield10 Bioscience is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Yield10 Bioscience'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.
Yield10 Bioscience '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 Yield10 Bioscience'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 Yield10 Bioscience.
| 01/23/2022 |
| 01/07/2025 |
If you would invest 0.00 in Yield10 Bioscience on January 23, 2022 and sell it all today you would earn a total of 0.00 from holding Yield10 Bioscience or generate 0.0% return on investment in Yield10 Bioscience over 1080 days. Yield10 Bioscience is related to or competes with KS AG, Intrepid Potash, Bioceres Crop, Itafos, Verde Agritech, Yara International, and Benson Hill,. Yield10 Bioscience, Inc., an agricultural bioscience company, engages in developing technologies to enable step-change i... More
Yield10 Bioscience 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 Yield10 Bioscience'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 Yield10 Bioscience upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 19.6 | |||
| Information Ratio | 0.0239 | |||
| Maximum Drawdown | 114.76 | |||
| Value At Risk | (31.37) | |||
| Potential Upside | 40.79 |
Yield10 Bioscience Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Yield10 Bioscience's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Yield10 Bioscience's standard deviation. In reality, there are many statistical measures that can use Yield10 Bioscience historical prices to predict the future Yield10 Bioscience's volatility.| Risk Adjusted Performance | 0.0298 | |||
| Jensen Alpha | 0.5369 | |||
| Total Risk Alpha | 0.2067 | |||
| Sortino Ratio | 0.0273 | |||
| Treynor Ratio | 0.6007 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Yield10 Bioscience'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.
Yield10 Bioscience Backtested Returns
Yield10 Bioscience appears to be out of control, given 3 months investment horizon. Yield10 Bioscience shows Sharpe Ratio of 0.0131, which attests that the company had a 0.0131% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Yield10 Bioscience, which you can use to evaluate the volatility of the company. Please utilize Yield10 Bioscience's Market Risk Adjusted Performance of 0.6107, downside deviation of 19.6, and Mean Deviation of 14.53 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Yield10 Bioscience holds a performance score of 1. The firm maintains a market beta of 0.91, which attests to possible diversification benefits within a given portfolio. Yield10 Bioscience returns are very sensitive to returns on the market. As the market goes up or down, Yield10 Bioscience is expected to follow. Please check Yield10 Bioscience's sortino ratio and the relationship between the downside variance and market facilitation index , to make a quick decision on whether Yield10 Bioscience's historical returns will revert.
Auto-correlation | -0.28 |
Weak reverse predictability
Yield10 Bioscience has weak reverse predictability. Overlapping area represents the amount of predictability between Yield10 Bioscience time series from 23rd of January 2022 to 17th of July 2023 and 17th of July 2023 to 7th of January 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 Yield10 Bioscience price movement. The serial correlation of -0.28 indicates that nearly 28.0% of current Yield10 Bioscience price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.28 | |
| Spearman Rank Test | 0.33 | |
| Residual Average | 0.0 | |
| Price Variance | 172.96 |
Yield10 Bioscience lagged returns against current returns
Autocorrelation, which is Yield10 Bioscience 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 Yield10 Bioscience's stock expected returns. We can calculate the autocorrelation of Yield10 Bioscience returns to help us make a trade decision. For example, suppose you find that Yield10 Bioscience 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 |
Yield10 Bioscience 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 Yield10 Bioscience stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Yield10 Bioscience stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Yield10 Bioscience stock over time.
Current vs Lagged Prices |
| Timeline |
Yield10 Bioscience Lagged Returns
When evaluating Yield10 Bioscience's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Yield10 Bioscience stock have on its future price. Yield10 Bioscience 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, Yield10 Bioscience autocorrelation shows the relationship between Yield10 Bioscience stock current value and its past values and can show if there is a momentum factor associated with investing in Yield10 Bioscience.
Regressed Prices |
| Timeline |
Pair Trading with Yield10 Bioscience
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 Yield10 Bioscience 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 Yield10 Bioscience will appreciate offsetting losses from the drop in the long position's value.Moving together with Yield10 Stock
Moving against Yield10 Stock
| 0.82 | VCEL | Vericel Corp Ord | PairCorr |
| 0.81 | DVAX | Dynavax Technologies | PairCorr |
| 0.73 | VCYT | Veracyte | PairCorr |
| 0.72 | DSGN | Design Therapeutics Downward Rally | PairCorr |
| 0.72 | SABSW | SAB Biotherapeutics | PairCorr |
The ability to find closely correlated positions to Yield10 Bioscience could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Yield10 Bioscience 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 Yield10 Bioscience - 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 Yield10 Bioscience to buy it.
The correlation of Yield10 Bioscience 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 Yield10 Bioscience moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Yield10 Bioscience 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 Yield10 Bioscience 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.Check out Yield10 Bioscience Correlation, Yield10 Bioscience Volatility and Yield10 Bioscience Alpha and Beta module to complement your research on Yield10 Bioscience. To learn how to invest in Yield10 Stock, please use our How to Invest in Yield10 Bioscience guide.You can also try the Money Managers module to screen money managers from public funds and ETFs managed around the world.
Yield10 Bioscience 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.