Atai Life Stock Market Value

ATAI
 Stock
  

USD 3.09  0.08  2.66%   

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


Is Atai Life's 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 Atai Life. If investors know Atai Life 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 Atai Life 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 YOY
(0.97) 
Market Capitalization
499.3 M
Quarterly Revenue Growth YOY
(0.91) 
Return On Assets
(0.22) 
Return On Equity
(0.54) 
The market value of Atai Life Sciences is measured differently than its book value, which is the value of Atai Life that is recorded on the company's balance sheet. Investors also form their own opinion of Atai Life's value that differs from its market value or its book value, called intrinsic value, which is Atai Life'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 Atai Life's market value can be influenced by many factors that don't directly affect Atai Life'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 Atai Life's value and its price as these two are different measures arrived at by different means. Investors typically determine Atai Life value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Atai Life'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.

Atai Life '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 Atai Life'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 Atai Life.
0.00
12/09/2020
No Change 0.00  0.0 
In 1 year 11 months and 21 days
11/29/2022
0.00
If you would invest  0.00  in Atai Life on December 9, 2020 and sell it all today you would earn a total of 0.00 from holding Atai Life Sciences or generate 0.0% return on investment in Atai Life over 720 days. Atai Life is related to or competes with Agilent Technologies, AMETEK, Euro Tech, Curtiss-Wright Corp, Garmin, Itron, and Mettler-Toledo International. Atai Life Sciences N.V., through its subsidiary, ATAI Life Sciences AG, operates as a clinical-stage biopharmaceutical c... More

Atai Life 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 Atai Life'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 Atai Life Sciences upside and downside potential and time the market with a certain degree of confidence.

Atai Life Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Atai Life's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Atai Life's standard deviation. In reality, there are many statistical measures that can use Atai Life historical prices to predict the future Atai Life's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Atai Life'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. Please use the tools below to analyze the current value of Atai Life in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
0.152.997.38
Details
Intrinsic
Valuation
LowReal ValueHigh
2.7110.1314.52
Details
Naive
Forecast
LowNext ValueHigh
0.063.217.60
Details
11 Analysts
Consensus
LowTarget PriceHigh
17.0031.7850.00
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Atai Life. Your research has to be compared to or analyzed against Atai Life's peers to derive any actionable benefits. When done correctly, Atai Life's 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 Atai Life Sciences.

Atai Life Sciences Backtested Returns

Atai Life Sciences secures Sharpe Ratio (or Efficiency) of -0.13, which signifies that the company had -0.13% of return per unit of standard deviation over the last 3 months. Macroaxis philosophy in foreseeing the risk of any stock is to look at both systematic and unsystematic factors of the business, including all available market data and technical indicators. Atai Life Sciences exposes twenty-one different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm Atai Life Sciences risk adjusted performance of (0.20), and Mean Deviation of 3.29 to double-check the risk estimate we provide.
The firm shows a Beta (market volatility) of 1.0202, which signifies a somewhat significant risk relative to the market. Let's try to break down what Atai Life's beta means in this case. Atai Life returns are very sensitive to returns on the market. As the market goes up or down, Atai Life is expected to follow. Even though it is essential to pay attention to Atai Life Sciences historical returns, it is always good to be careful when utilizing equity current trending patterns. Our philosophy in foreseeing any stock's future performance is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Atai Life Sciences exposes twenty-one different technical indicators, which can help you to evaluate its performance. Atai Life Sciences has an expected return of -0.55%. Please be advised to confirm Atai Life Sciences jensen alpha, semi variance, and the relationship between the standard deviation and value at risk to decide if Atai Life Sciences performance from the past will be repeated at some point in the near future.

Auto-correlation

    
  0.74  

Good predictability

Atai Life Sciences has good predictability. Overlapping area represents the amount of predictability between Atai Life time series from 9th of December 2020 to 4th of December 2021 and 4th of December 2021 to 29th of November 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 Atai Life Sciences price movement. The serial correlation of 0.74 indicates that around 74.0% of current Atai Life price fluctuation can be explain by its past prices.
Correlation Coefficient0.74
Spearman Rank Test0.68
Residual Average0.0
Price Variance2.8

Atai Life Sciences lagged returns against current returns

Autocorrelation, which is Atai Life 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 Atai Life's stock expected returns. We can calculate the autocorrelation of Atai Life returns to help us make a trade decision. For example, suppose you find that Atai Life 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   
Share
       Timeline  

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

Atai Life Lagged Returns

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

Atai Life Investors Sentiment

The influence of Atai Life's 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 Atai Life. 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 Atai Life's public news can be used to forecast risks associated with investment in Atai Life. The trend in average sentiment can be used to explain how an investor holding Atai Life can time the market purely based on public headlines and social activities around Atai Life Sciences. Please note that most equiteis that are difficult to arbitrage are affected by market sentiment the most.
Atai Life's 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 Atai Life's 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 Atai Life's news discussions. The higher the estimated score, the more favorable is the investor's outlook on Atai Life.
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 Atai Life 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, Atai Life's short interest history, or implied volatility extrapolated from Atai Life options trading.

Pair Trading with Atai Life

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 Atai Life 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 Atai Life will appreciate offsetting losses from the drop in the long position's value.

Moving together with Atai Life

+0.83COSMCosmos Holdings TrendingPairCorr

Moving against Atai Life

-0.79OTGLYCD Projekt SA Sell-off TrendPairCorr
The ability to find closely correlated positions to Atai Life could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Atai Life 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 Atai Life - 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 Atai Life Sciences to buy it.
The correlation of Atai Life 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 Atai Life moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Atai Life Sciences 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 Atai Life 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 Atai Life Correlation, Atai Life Volatility and Atai Life Alpha and Beta module to complement your research on Atai Life. Note that the Atai Life Sciences information on this page should be used as a complementary analysis to other Atai Life's 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 Analyst Recommendations module to analyst recommendations and target price estimates broken down by several categories.

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When running Atai Life Sciences price analysis, check to measure Atai Life'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 Atai Life is operating at the current time. Most of Atai Life's value examination focuses on studying past and present price action to predict the probability of Atai Life's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Atai Life's price. Additionally, you may evaluate how the addition of Atai Life to your portfolios can decrease your overall portfolio volatility.
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Atai Life 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 Atai Life technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Atai Life 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...