ADMA Biologics Stock Market Value

ADMA
 Stock
  

USD 3.34  0.02  0.60%   

ADMA Biologics' market value is the price at which a share of ADMA Biologics stock trades on a public exchange. It measures the collective expectations of ADMA Biologics investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of ADMA Biologics and determine expected loss or profit from investing in ADMA Biologics over a given investment horizon. Please continue to ADMA Biologics Correlation, ADMA Biologics Volatility and ADMA Biologics Alpha and Beta module to complement your research on ADMA Biologics.
Symbol


Is ADMA Biologics' 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 ADMA Biologics. If investors know ADMA Biologics 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 ADMA Biologics listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Market Capitalization
657.2 M
Quarterly Revenue Growth YOY
0.99
Return On Assets
(0.11) 
Return On Equity
(0.69) 
The market value of ADMA Biologics is measured differently than its book value, which is the value of ADMA Biologics that is recorded on the company's balance sheet. Investors also form their own opinion of ADMA Biologics' value that differs from its market value or its book value, called intrinsic value, which is ADMA Biologics' 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 ADMA Biologics' market value can be influenced by many factors that don't directly affect ADMA Biologics' 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 ADMA Biologics' value and its price as these two are different measures arrived at by different means. Investors typically determine ADMA Biologics value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, ADMA Biologics' 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.

ADMA Biologics '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 ADMA Biologics' 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 ADMA Biologics.
0.00
11/01/2022
No Change 0.00  0.0 
In 30 days
12/01/2022
0.00
If you would invest  0.00  in ADMA Biologics on November 1, 2022 and sell it all today you would earn a total of 0.00 from holding ADMA Biologics or generate 0.0% return on investment in ADMA Biologics over 30 days. ADMA Biologics is related to or competes with Microsoft. ADMA Biologics, Inc., a biopharmaceutical company, engages in developing, manufacturing, and marketing specialty plasma-... More

ADMA Biologics 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 ADMA Biologics' 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 ADMA Biologics upside and downside potential and time the market with a certain degree of confidence.

ADMA Biologics Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for ADMA Biologics' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ADMA Biologics' standard deviation. In reality, there are many statistical measures that can use ADMA Biologics historical prices to predict the future ADMA Biologics' volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of ADMA Biologics' 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. Please use the tools below to analyze the current value of ADMA Biologics in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
0.173.418.37
Details
Intrinsic
Valuation
LowReal ValueHigh
0.193.878.83
Details
Naive
Forecast
LowNext ValueHigh
0.073.398.35
Details
4 Analysts
Consensus
LowTarget PriceHigh
3.005.7010.00
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as ADMA Biologics. Your research has to be compared to or analyzed against ADMA Biologics' peers to derive any actionable benefits. When done correctly, ADMA Biologics' competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in ADMA Biologics.

ADMA Biologics Backtested Returns

ADMA Biologics appears to be risky, given 3 months investment horizon. ADMA Biologics secures Sharpe Ratio (or Efficiency) of 0.0789, which signifies that the company had 0.0789% of return per unit of return volatility over the last 3 months. Our approach into foreseeing the volatility of a stock is to use all available market data together with stock-specific technical indicators that cannot be diversified away. We have found twenty-seven technical indicators for ADMA Biologics, which you can use to evaluate the future volatility of the firm. Please makes use of ADMA Biologics' Mean Deviation of 3.12, risk adjusted performance of 0.139, and Semi Deviation of 3.26 to double-check if our risk estimates are consistent with your expectations.
On a scale of 0 to 100, ADMA Biologics holds a performance score of 6. The firm shows a Beta (market volatility) of 2.1079, which signifies a somewhat significant risk relative to the market. Let's try to break down what ADMA Biologics's beta means in this case. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, ADMA Biologics will likely underperform. Although it is vital to follow ADMA Biologics historical returns, it is good to be conservative about what you can do with the information regarding equity current trending patterns. The approach into foreseeing future performance of any stock is to evaluate the business as a whole together with its past performance, including all available fundamental and technical indicators. By examining ADMA Biologics technical indicators, you can right now evaluate if the expected return of 0.39% will be sustainable into the future. Please makes use of ADMA Biologics treynor ratio, downside variance, and the relationship between the total risk alpha and value at risk to make a quick decision on whether ADMA Biologics price patterns will revert.

Auto-correlation

    
  0.79  

Good predictability

ADMA Biologics has good predictability. Overlapping area represents the amount of predictability between ADMA Biologics time series from 1st of November 2022 to 16th of November 2022 and 16th of November 2022 to 1st of December 2022. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of ADMA Biologics price movement. The serial correlation of 0.79 indicates that around 79.0% of current ADMA Biologics price fluctuation can be explain by its past prices.
Correlation Coefficient0.79
Spearman Rank Test0.46
Residual Average0.0
Price Variance0.01

ADMA Biologics lagged returns against current returns

Autocorrelation, which is ADMA Biologics 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 ADMA Biologics' stock expected returns. We can calculate the autocorrelation of ADMA Biologics returns to help us make a trade decision. For example, suppose you find that ADMA Biologics stock 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 stock movement to match the lagging time series.
   Current and Lagged Values   
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       Timeline  

ADMA Biologics 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 ADMA Biologics stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if ADMA Biologics stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in ADMA Biologics stock over time.
   Current vs Lagged Prices   
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       Timeline  

ADMA Biologics Lagged Returns

When evaluating ADMA Biologics' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of ADMA Biologics stock have on its future price. ADMA Biologics 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, ADMA Biologics autocorrelation shows the relationship between ADMA Biologics stock current value and its past values and can show if there is a momentum factor associated with investing in ADMA Biologics.
   Regressed Prices   
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       Timeline  

ADMA Biologics Investors Sentiment

The influence of ADMA Biologics' investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in ADMA Biologics. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock markets does not have a solid backing from leading economists and market statisticians.
Investor biases related to ADMA Biologics' public news can be used to forecast risks associated with investment in ADMA Biologics. The trend in average sentiment can be used to explain how an investor holding ADMA Biologics can time the market purely based on public headlines and social activities around ADMA Biologics. Please note that most equiteis that are difficult to arbitrage are affected by market sentiment the most.
ADMA Biologics' market sentiment shows the aggregated news analyzed to detect positive and negative mentions from the text and comments. The data is normalized to provide daily scores for ADMA Biologics' and other traded tickers. The bigger the bubble, the more accurate is the estimated score. Higher bars for a given day show more participation in the average ADMA Biologics' news discussions. The higher the estimated score, the more favorable is the investor's outlook on ADMA Biologics.
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 ADMA Biologics 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, ADMA Biologics' short interest history, or implied volatility extrapolated from ADMA Biologics options trading.

Pair Trading with ADMA Biologics

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 ADMA Biologics 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 ADMA Biologics will appreciate offsetting losses from the drop in the long position's value.

Moving together with ADMA Biologics

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The ability to find closely correlated positions to ADMA Biologics could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace ADMA Biologics 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 ADMA Biologics - 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 ADMA Biologics to buy it.
The correlation of ADMA Biologics is a statistical measure of how it moves in relation to other equities. 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 ADMA Biologics moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if ADMA Biologics 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 ADMA Biologics 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.
Pair CorrelationCorrelation Matching
Please continue to ADMA Biologics Correlation, ADMA Biologics Volatility and ADMA Biologics Alpha and Beta module to complement your research on ADMA Biologics. You can also try Global Correlations module to find global opportunities by holding instruments from different markets.

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ADMA Biologics 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.
A focus of ADMA Biologics technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of ADMA Biologics trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...