United Therapeutics Stock Market Value
| UTHR Stock | USD 275.13 4.68 1.73% |
| Symbol | United |
United Therapeutics Price To Book Ratio
Is United 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 United Therapeutics. If investors know United 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 United Therapeutics listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 0.27 | Earnings Share 21.12 | Revenue Per Share 53.184 | Quarterly Revenue Growth 0.337 | Return On Assets 0.1225 |
The market value of United Therapeutics is measured differently than its book value, which is the value of United that is recorded on the company's balance sheet. Investors also form their own opinion of United Therapeutics' value that differs from its market value or its book value, called intrinsic value, which is United 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 United Therapeutics' market value can be influenced by many factors that don't directly affect United 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 United Therapeutics' value and its price as these two are different measures arrived at by different means. Investors typically determine if United Therapeutics is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, United 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.
United 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 United 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 United Therapeutics.
| 05/03/2024 |
| 06/02/2024 |
If you would invest 0.00 in United Therapeutics on May 3, 2024 and sell it all today you would earn a total of 0.00 from holding United Therapeutics or generate 0.0% return on investment in United Therapeutics over 30 days. United Therapeutics is related to or competes with Incyte, Alnylam Pharmaceuticals, Ultragenyx, Apellis Pharmaceuticals, Replimune, Nuvalent, and Ventyx Biosciences. United Therapeutics Corporation, a biotechnology company, engages in the development and commercialization of products t... More
United 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 United 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 United Therapeutics upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.66 | |||
| Information Ratio | 0.1416 | |||
| Maximum Drawdown | 10.81 | |||
| Value At Risk | (1.93) | |||
| Potential Upside | 2.67 |
United Therapeutics Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for United Therapeutics' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as United Therapeutics' standard deviation. In reality, there are many statistical measures that can use United Therapeutics historical prices to predict the future United Therapeutics' volatility.| Risk Adjusted Performance | 0.1105 | |||
| Jensen Alpha | 0.2843 | |||
| Total Risk Alpha | 0.1923 | |||
| Sortino Ratio | 0.1573 | |||
| Treynor Ratio | 0.8624 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of United 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.
United Therapeutics Backtested Returns
United Therapeutics appears to be very steady, given 3 months investment horizon. United Therapeutics owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.17, which indicates the firm had a 0.17% return per unit of risk over the last 3 months. We have found thirty technical indicators for United Therapeutics, which you can use to evaluate the volatility of the company. Please review United Therapeutics' Semi Deviation of 1.31, coefficient of variation of 601.77, and Risk Adjusted Performance of 0.1105 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, United Therapeutics holds a performance score of 13. The entity has a beta of 0.34, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, United Therapeutics' returns are expected to increase less than the market. However, during the bear market, the loss of holding United Therapeutics is expected to be smaller as well. Please check United Therapeutics' maximum drawdown, as well as the relationship between the skewness and day typical price , to make a quick decision on whether United Therapeutics' existing price patterns will revert.
Auto-correlation | -0.01 |
Very weak reverse predictability
United Therapeutics has very weak reverse predictability. Overlapping area represents the amount of predictability between United Therapeutics time series from 3rd of May 2024 to 18th of May 2024 and 18th of May 2024 to 2nd of June 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 United Therapeutics price movement. The serial correlation of -0.01 indicates that just 1.0% of current United Therapeutics price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.01 | |
| Spearman Rank Test | -0.76 | |
| Residual Average | 0.0 | |
| Price Variance | 8.89 |
United Therapeutics lagged returns against current returns
Autocorrelation, which is United 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 United Therapeutics' stock expected returns. We can calculate the autocorrelation of United Therapeutics returns to help us make a trade decision. For example, suppose you find that United 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 |
United 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 United Therapeutics stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if United Therapeutics stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in United Therapeutics stock over time.
Current vs Lagged Prices |
| Timeline |
United Therapeutics Lagged Returns
When evaluating United Therapeutics' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of United Therapeutics stock have on its future price. United 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, United Therapeutics autocorrelation shows the relationship between United Therapeutics stock current value and its past values and can show if there is a momentum factor associated with investing in United Therapeutics.
Regressed Prices |
| Timeline |
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Try AI Portfolio ArchitectCheck out United Therapeutics Correlation, United Therapeutics Volatility and United Therapeutics Alpha and Beta module to complement your research on United Therapeutics. To learn how to invest in United Stock, please use our How to Invest in United Therapeutics guide.Note that the United Therapeutics information on this page should be used as a complementary analysis to other United Therapeutics' statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Analyst Advice module to analyst recommendations and target price estimates broken down by several categories.
Complementary Tools for United Stock analysis
When running United Therapeutics' price analysis, check to measure United 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 United Therapeutics is operating at the current time. Most of United Therapeutics' value examination focuses on studying past and present price action to predict the probability of United Therapeutics' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move United Therapeutics' price. Additionally, you may evaluate how the addition of United Therapeutics to your portfolios can decrease your overall portfolio volatility.
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United 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.