Karyopharm Therapeutics Stock Market Value
| KPTI Stock | USD 1.17 0.11 8.59% |
| Symbol | Karyopharm |
Karyopharm Therapeutics Price To Book Ratio
Is Karyopharm Therapeutics' industry 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 Karyopharm Therapeutics. If investors know Karyopharm 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 Karyopharm Therapeutics listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Earnings Share (1.25) | Revenue Per Share 1.279 | Quarterly Revenue Growth 0.005 | Return On Assets (0.27) | Return On Equity (8.91) |
The market value of Karyopharm Therapeutics is measured differently than its book value, which is the value of Karyopharm that is recorded on the company's balance sheet. Investors also form their own opinion of Karyopharm Therapeutics' value that differs from its market value or its book value, called intrinsic value, which is Karyopharm Therapeutics' 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 Karyopharm Therapeutics' market value can be influenced by many factors that don't directly affect Karyopharm Therapeutics' 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 Karyopharm Therapeutics' value and its price as these two are different measures arrived at by different means. Investors typically determine if Karyopharm Therapeutics is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Karyopharm Therapeutics' 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.
Karyopharm 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 Karyopharm 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 Karyopharm Therapeutics.
| 03/21/2024 |
| 04/20/2024 |
If you would invest 0.00 in Karyopharm Therapeutics on March 21, 2024 and sell it all today you would earn a total of 0.00 from holding Karyopharm Therapeutics or generate 0.0% return on investment in Karyopharm Therapeutics over 30 days. Karyopharm Therapeutics is related to or competes with X4 Pharmaceuticals, Hookipa Pharma, Mereo BioPharma, Galera Therapeutics, Acumen Pharmaceuticals, CytomX Therapeutics, and Nuvation Bio. Karyopharm Therapeutics Inc., a commercial-stage pharmaceutical company, discovers, develops, and commercializes drugs d... More
Karyopharm 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 Karyopharm 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 Karyopharm Therapeutics upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 6.51 | |||
| Information Ratio | 0.1055 | |||
| Maximum Drawdown | 42.59 | |||
| Value At Risk | (11.26) | |||
| Potential Upside | 20.0 |
Karyopharm Therapeutics Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Karyopharm Therapeutics' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Karyopharm Therapeutics' standard deviation. In reality, there are many statistical measures that can use Karyopharm Therapeutics historical prices to predict the future Karyopharm Therapeutics' volatility.| Risk Adjusted Performance | 0.0798 | |||
| Jensen Alpha | 0.7457 | |||
| Total Risk Alpha | (0.08) | |||
| Sortino Ratio | 0.1426 | |||
| Treynor Ratio | 0.293 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Karyopharm Therapeutics' 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.
Karyopharm Therapeutics Backtested Returns
Karyopharm Therapeutics appears to be dangerous, given 3 months investment horizon. Karyopharm Therapeutics has Sharpe Ratio of 0.1, which conveys that the firm had a 0.1% return per unit of risk over the last 3 months. By analyzing Karyopharm Therapeutics' technical indicators, you can evaluate if the expected return of 0.9% is justified by implied risk. Please exercise Karyopharm Therapeutics' Mean Deviation of 6.59, risk adjusted performance of 0.0798, and Downside Deviation of 6.51 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Karyopharm Therapeutics holds a performance score of 7. The company secures a Beta (Market Risk) of 3.43, which conveys 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, Karyopharm Therapeutics will likely underperform. Please check Karyopharm Therapeutics' value at risk, as well as the relationship between the skewness and day median price , to make a quick decision on whether Karyopharm Therapeutics' current price movements will revert.
Auto-correlation | -0.36 |
Poor reverse predictability
Karyopharm Therapeutics has poor reverse predictability. Overlapping area represents the amount of predictability between Karyopharm Therapeutics time series from 21st of March 2024 to 5th of April 2024 and 5th of April 2024 to 20th of April 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 Karyopharm Therapeutics price movement. The serial correlation of -0.36 indicates that just about 36.0% of current Karyopharm Therapeutics price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.36 | |
| Spearman Rank Test | 0.35 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Karyopharm Therapeutics lagged returns against current returns
Autocorrelation, which is Karyopharm 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 Karyopharm Therapeutics' stock expected returns. We can calculate the autocorrelation of Karyopharm Therapeutics returns to help us make a trade decision. For example, suppose you find that Karyopharm 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 |
Karyopharm 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 Karyopharm Therapeutics stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Karyopharm Therapeutics stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Karyopharm Therapeutics stock over time.
Current vs Lagged Prices |
| Timeline |
Karyopharm Therapeutics Lagged Returns
When evaluating Karyopharm Therapeutics' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Karyopharm Therapeutics stock have on its future price. Karyopharm 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, Karyopharm Therapeutics autocorrelation shows the relationship between Karyopharm Therapeutics stock current value and its past values and can show if there is a momentum factor associated with investing in Karyopharm Therapeutics.
Regressed Prices |
| Timeline |
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Karyopharm Therapeutics in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Karyopharm Therapeutics' short interest history, or implied volatility extrapolated from Karyopharm Therapeutics options trading.
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When running Karyopharm Therapeutics' price analysis, check to measure Karyopharm Therapeutics' 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 Karyopharm Therapeutics is operating at the current time. Most of Karyopharm Therapeutics' value examination focuses on studying past and present price action to predict the probability of Karyopharm Therapeutics' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Karyopharm Therapeutics' price. Additionally, you may evaluate how the addition of Karyopharm Therapeutics to your portfolios can decrease your overall portfolio volatility.
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Karyopharm 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.