Emergent Stock Market Value

EBS -  USA Stock  

USD 32.76  0.42  1.30%

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 Hype Analysis, Emergent Biosolutions Correlation, Emergent Biosolutions Valuation, Emergent Biosolutions Volatility, as well as analyze Emergent Biosolutions Alpha and Beta and Emergent Biosolutions Performance.
Symbol
Backtest


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.
Quarterly Earnings Growth YOY
0.022
Market Capitalization
1.6 B
Quarterly Revenue Growth YOY
-0.1
Return On Assets
0.0677
Return On Equity
0.1
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
07/06/2020
No Change 0.00  0.0 
In 1 year 11 months and 22 days
06/26/2022
0.00
If you would invest  0.00  in Emergent Biosolutions on July 6, 2020 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 720 days. Emergent Biosolutions is related to or competes with Alcoa Corp, Coca Cola, Verizon Communications, Procter Gamble, General Electric, Chevron Corp, and Boeing. 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
28.0332.4636.89
Details
Intrinsic
Valuation
LowReal ValueHigh
29.4839.6744.10
Details
Naive
Forecast
LowNext ValueHigh
29.4433.8738.30
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 -0.0751, which denotes the company had -0.0751% 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-one 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 (1,446), and Mean Deviation of 3.32 to check the risk estimate we provide.
The firm shows a Beta (market volatility) of 1.5129, which means a somewhat significant risk relative to the market. Let's try to break down what Emergent'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, Emergent Biosolutions will likely underperform. 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-one different technical indicators, which can help you to evaluate its performance. Emergent Biosolutions has an expected return of -0.33%. Please be advised to confirm Emergent Biosolutions variance, as well as the relationship between the value at risk and skewness to decide if Emergent Biosolutions performance from the past will be repeated at some point in the near future.

Auto-correlation

    
  0.76  

Good predictability

Emergent Biosolutions has good predictability. Overlapping area represents the amount of predictability between Emergent Biosolutions time series from 6th of July 2020 to 1st of July 2021 and 1st of July 2021 to 26th of June 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 0.76 indicates that around 76.0% of current Emergent Biosolutions price fluctuation can be explain by its past prices.
Correlation Coefficient0.76
Spearman Rank Test0.56
Residual Average0.0
Price Variance107.69

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 
Share
      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 
Share
      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 

Emergent Biosolutions Investors Sentiment

The influence of Emergent Biosolutions' 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 Emergent. 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.

Emergent Biosolutions Implied Volatility

    
  91.29  
Emergent Biosolutions' implied volatility exposes the market's sentiment of Emergent Biosolutions stock's possible movements over time. However, it does not forecast the overall direction of its price. In a nutshell, if Emergent Biosolutions' implied volatility is high, the market thinks the stock has potential for high price swings in either direction. On the other hand, the low implied volatility suggests that Emergent Biosolutions stock will not fluctuate a lot when Emergent Biosolutions' options are near their expiration.
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.

Current Sentiment - EBS

Emergent Biosolutions Investor Sentiment

Greater number of Macroaxis users are currently bullish on Emergent Biosolutions. What is your opinion about investing in Emergent Biosolutions? Are you bullish or bearish?
Bullish
Bearish
98% Bullish
2% Bearish

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.

Emergent Biosolutions Pair Correlation

Correlation Analysis For Direct Indexing and Tax-loss Harvesting

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 Hype Analysis, Emergent Biosolutions Correlation, Emergent Biosolutions Valuation, Emergent Biosolutions Volatility, as well as analyze Emergent Biosolutions Alpha and Beta and Emergent Biosolutions Performance. 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 ETF Directory module to find actively traded Exchange Traded Funds (ETF) from around the world.

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.
Positions Ratings
Determine portfolio positions ratings based on digital equity recommendations. Macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance
Go
Sync Your Broker
Sync your existing holdings, watchlists, positions or portfolios from thousands of online brokerage services, banks, investment account aggregators and robo-advisors.
Go
Stock Screener
Find equities using custom stock filter or screen asymmetry in trading patterns, price, volume, or investment outlook.
Go
Idea Breakdown
Analyze constituents of all Macroaxis ideas. Macroaxis investment ideas are predefined, sector-focused investing themes
Go
Global Markets Map
Get a quick overview of global market snapshot using zoomable world map. Drill down to check world indexes
Go
Price Exposure Probability
Analyze equity upside and downside potential for a given time horizon across multiple markets
Go
Portfolio File Import
Quickly import all of your third-party portfolios from your local drive in csv format
Go
Crypto Correlations
Use cryptocurrency correlation module to diversify your cryptocurrency portfolio across multiple coins
Go
Money Managers
Screen money managers from public funds and ETFs managed around the world
Go
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...