Emergent Stock Market Value

EBS
 Stock
  

USD 20.78  0.55  2.58%   

Emergent Biosolutions' market value is the price at which a share of Emergent Biosolutions stock trades on a public exchange. It measures the collective expectations of Emergent Biosolutions investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of Emergent Biosolutions and determine expected loss or profit from investing in Emergent Biosolutions over a given investment horizon. Continue to Emergent Biosolutions Correlation, Emergent Biosolutions Volatility and Emergent Biosolutions Alpha and Beta module to complement your research on Emergent Biosolutions.
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Is Emergent Biosolutions' 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 Emergent Biosolutions. If investors know Emergent 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 Emergent Biosolutions listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of Emergent Biosolutions is measured differently than its book value, which is the value of Emergent that is recorded on the company's balance sheet. Investors also form their own opinion of Emergent Biosolutions' value that differs from its market value or its book value, called intrinsic value, which is Emergent Biosolutions' 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 Emergent Biosolutions' market value can be influenced by many factors that don't directly affect Emergent Biosolutions' 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 Emergent Biosolutions' value and its price as these two are different measures arrived at by different means. Investors typically determine Emergent Biosolutions value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Emergent Biosolutions' 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.

Emergent Biosolutions '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 Emergent Biosolutions' 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 Emergent Biosolutions.
0.00
07/01/2022
No Change 0.00  0.0 
In 3 months and 1 day
09/29/2022
0.00
If you would invest  0.00  in Emergent Biosolutions on July 1, 2022 and sell it all today you would earn a total of 0.00 from holding Emergent Biosolutions or generate 0.0% return on investment in Emergent Biosolutions over 90 days. Emergent Biosolutions is related to or competes with Amazon. Emergent BioSolutions Inc., a life sciences company, focuses on the provision of preparedness and response solutions tha... More

Emergent Biosolutions 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 Emergent Biosolutions' 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 Emergent Biosolutions upside and downside potential and time the market with a certain degree of confidence.

Emergent Biosolutions Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Emergent Biosolutions' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Emergent Biosolutions' standard deviation. In reality, there are many statistical measures that can use Emergent Biosolutions historical prices to predict the future Emergent Biosolutions' volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Emergent Biosolutions' 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 Emergent Biosolutions in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
16.6320.1923.75
Details
Intrinsic
Valuation
LowReal ValueHigh
18.5130.5934.15
Details
Naive
Forecast
LowNext ValueHigh
15.0018.5622.12
Details
6 Analysts
Consensus
LowTarget PriceHigh
50.0062.5075.00
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Emergent Biosolutions. Your research has to be compared to or analyzed against Emergent Biosolutions' peers to derive any actionable benefits. When done correctly, Emergent Biosolutions' 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 Emergent Biosolutions.

Emergent Biosolutions Backtested Returns

Emergent Biosolutions secures Sharpe Ratio (or Efficiency) of -0.17, which denotes the company had -0.17% of return per unit of risk over the last 3 months. Macroaxis standpoint towards predicting 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. Emergent Biosolutions exposes twenty-eight different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm Emergent Biosolutions coefficient of variation of (608.80), and Mean Deviation of 2.64 to check the risk estimate we provide.
The firm shows a Beta (market volatility) of -0.0859, which means not very significant fluctuations relative to the market. Let's try to break down what Emergent's beta means in this case. As returns on the market increase, returns on owning Emergent Biosolutions are expected to decrease at a much lower rate. During the bear market, Emergent Biosolutions is likely to outperform the market. Even though it is essential to pay attention to Emergent Biosolutions historical returns, it is always good to be careful when utilizing equity current trending patterns. Our philosophy towards predicting 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. Emergent Biosolutions exposes twenty-eight different technical indicators, which can help you to evaluate its performance. Emergent Biosolutions has an expected return of -0.61%. Please be advised to confirm Emergent Biosolutions value at risk, and the relationship between the jensen alpha and skewness to decide if Emergent Biosolutions performance from the past will be repeated at some point in the near future.

Auto-correlation

    
  0.25  

Poor predictability

Emergent Biosolutions has poor predictability. Overlapping area represents the amount of predictability between Emergent Biosolutions time series from 1st of July 2022 to 15th of August 2022 and 15th of August 2022 to 29th of September 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 Emergent Biosolutions price movement. The serial correlation of 0.25 indicates that over 25.0% of current Emergent Biosolutions price fluctuation can be explain by its past prices.
Correlation Coefficient0.25
Spearman Rank Test0.29
Residual Average0.0
Price Variance7.79

Emergent Biosolutions lagged returns against current returns

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

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

Emergent Biosolutions Lagged Returns

When evaluating Emergent Biosolutions' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Emergent Biosolutions stock have on its future price. Emergent Biosolutions 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, Emergent Biosolutions autocorrelation shows the relationship between Emergent Biosolutions stock current value and its past values and can show if there is a momentum factor associated with investing in Emergent Biosolutions.
   Regressed Prices   
Share
       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 Emergent Biosolutions 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, Emergent Biosolutions' short interest history, or implied volatility extrapolated from Emergent Biosolutions options trading.

Pair Trading with Emergent Biosolutions

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 Emergent Biosolutions 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 Emergent Biosolutions will appreciate offsetting losses from the drop in the long position's value.

Moving against Emergent Biosolutions

-0.54SBUXStarbucks Corp Earnings Call  In Three WeeksPairCorr
The ability to find closely correlated positions to Emergent Biosolutions could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Emergent Biosolutions 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 Emergent Biosolutions - 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 Emergent Biosolutions to buy it.
The correlation of Emergent Biosolutions 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 Emergent Biosolutions moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Emergent Biosolutions 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 Emergent Biosolutions 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
Continue to Emergent Biosolutions Correlation, Emergent Biosolutions Volatility and Emergent Biosolutions Alpha and Beta module to complement your research on Emergent Biosolutions. Note that the Emergent Biosolutions information on this page should be used as a complementary analysis to other Emergent Biosolutions' 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 Earnings Calls module to check upcoming earnings announcements updated hourly across public exchanges.

Complementary Tools for Emergent Stock analysis

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