Madrigal Stock Market Value

MDGL
 Stock
  

USD 80.16  7.04  9.63%   

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


Is Madrigal Pharmaceuticals' 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 Madrigal Pharmaceuticals. If investors know Madrigal 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 Madrigal Pharmaceuticals listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Market Capitalization
1.4 B
Return On Assets
(0.74) 
Return On Equity
(2.23) 
The market value of Madrigal Pharmaceuticals is measured differently than its book value, which is the value of Madrigal that is recorded on the company's balance sheet. Investors also form their own opinion of Madrigal Pharmaceuticals' value that differs from its market value or its book value, called intrinsic value, which is Madrigal Pharmaceuticals' 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 Madrigal Pharmaceuticals' market value can be influenced by many factors that don't directly affect Madrigal Pharmaceuticals' 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 Madrigal Pharmaceuticals' value and its price as these two are different measures arrived at by different means. Investors typically determine Madrigal Pharmaceuticals value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Madrigal Pharmaceuticals' 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.

Madrigal Pharmaceuticals '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 Madrigal Pharmaceuticals' 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 Madrigal Pharmaceuticals.
0.00
04/08/2022
No Change 0.00  0.0 
In 7 months and 28 days
12/04/2022
0.00
If you would invest  0.00  in Madrigal Pharmaceuticals on April 8, 2022 and sell it all today you would earn a total of 0.00 from holding Madrigal Pharmaceuticals or generate 0.0% return on investment in Madrigal Pharmaceuticals over 240 days. Madrigal Pharmaceuticals is related to or competes with Agilent Technologies, Acer Therapeutics, and Aurora Cannabis. Madrigal Pharmaceuticals, Inc., a clinical-stage biopharmaceutical company, focuses on the development and commercializa... More

Madrigal Pharmaceuticals 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 Madrigal Pharmaceuticals' 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 Madrigal Pharmaceuticals upside and downside potential and time the market with a certain degree of confidence.

Madrigal Pharmaceuticals Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Madrigal Pharmaceuticals' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Madrigal Pharmaceuticals' standard deviation. In reality, there are many statistical measures that can use Madrigal Pharmaceuticals historical prices to predict the future Madrigal Pharmaceuticals' volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Madrigal Pharmaceuticals' 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 Madrigal Pharmaceuticals in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
76.5780.8385.09
Details
Intrinsic
Valuation
LowReal ValueHigh
72.1497.87102.13
Details
10 Analysts
Consensus
LowTarget PriceHigh
131.00167.57203.00
Details
Earnings
Estimates (8)
LowProjected EPSHigh
-15.32-14.81-14.54
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Madrigal Pharmaceuticals. Your research has to be compared to or analyzed against Madrigal Pharmaceuticals' peers to derive any actionable benefits. When done correctly, Madrigal Pharmaceuticals' 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 Madrigal Pharmaceuticals.

Madrigal Pharmaceuticals Backtested Returns

Madrigal Pharmaceuticals appears to be very steady, given 3 months investment horizon. Madrigal Pharmaceuticals has Sharpe Ratio of 0.0889, which conveys that the firm had 0.0889% of return per unit of risk over the last 3 months. Our standpoint towards estimating 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-eight technical indicators for Madrigal Pharmaceuticals, which you can use to evaluate the future volatility of the firm. Please exercise Madrigal Pharmaceuticals' Risk Adjusted Performance of 0.0925, mean deviation of 3.34, and Downside Deviation of 4.05 to check out if our risk estimates are consistent with your expectations.
On a scale of 0 to 100, Madrigal Pharmaceuticals holds a performance score of 6. The company secures a Beta (Market Risk) of 1.2546, which conveys a somewhat significant risk relative to the market. Let's try to break down what Madrigal'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, Madrigal Pharmaceuticals will likely underperform. Although it is vital to follow Madrigal Pharmaceuticals price patterns, it is good to be conservative about what you can do with the information regarding equity historical price patterns. The philosophy towards estimating 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 analyzing Madrigal Pharmaceuticals technical indicators, you can presently evaluate if the expected return of 0.38% will be sustainable into the future. Please exercises Madrigal Pharmaceuticals information ratio, downside variance, day median price, as well as the relationship between the treynor ratio and kurtosis to make a quick decision on whether Madrigal Pharmaceuticals current price movements will revert.

Auto-correlation

    
  0.51  

Modest predictability

Madrigal Pharmaceuticals has modest predictability. Overlapping area represents the amount of predictability between Madrigal Pharmaceuticals time series from 8th of April 2022 to 6th of August 2022 and 6th of August 2022 to 4th 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 Madrigal Pharmaceuticals price movement. The serial correlation of 0.51 indicates that about 51.0% of current Madrigal Pharmaceuticals price fluctuation can be explain by its past prices.
Correlation Coefficient0.51
Spearman Rank Test-0.02
Residual Average0.0
Price Variance15.59

Madrigal Pharmaceuticals lagged returns against current returns

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

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

Madrigal Pharmaceuticals Lagged Returns

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

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Additionally, see Madrigal Pharmaceuticals Correlation, Madrigal Pharmaceuticals Volatility and Madrigal Pharmaceuticals Alpha and Beta module to complement your research on Madrigal Pharmaceuticals. Note that the Madrigal Pharmaceuticals information on this page should be used as a complementary analysis to other Madrigal Pharmaceuticals' 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 Commodity Channel Index module to use Commodity Channel Index to analyze current equity momentum.

Complementary Tools for Madrigal Stock analysis

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