Regeneron Stock Market Value

REGN
 Stock
  

USD 630.63  17.02  2.77%   

Regeneron Pharmaceuticals' market value is the price at which a share of Regeneron Pharmaceuticals stock trades on a public exchange. It measures the collective expectations of Regeneron Pharmaceuticals investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of Regeneron Pharmaceuticals and determine expected loss or profit from investing in Regeneron Pharmaceuticals over a given investment horizon. Additionally, take a look at Regeneron Pharmaceuticals Hype Analysis, Regeneron Pharmaceuticals Correlation, Regeneron Pharmaceuticals Valuation, Regeneron Pharmaceuticals Volatility, as well as analyze Regeneron Pharmaceuticals Alpha and Beta and Regeneron Pharmaceuticals Performance.
Symbol


Is Regeneron 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 Regeneron Pharmaceuticals. If investors know Regeneron 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 Regeneron Pharmaceuticals 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
-0.73
Market Capitalization
68.7 B
Quarterly Revenue Growth YOY
-0.44
Return On Assets
0.18
Return On Equity
0.32
The market value of Regeneron Pharmaceuticals is measured differently than its book value, which is the value of Regeneron that is recorded on the company's balance sheet. Investors also form their own opinion of Regeneron Pharmaceuticals' value that differs from its market value or its book value, called intrinsic value, which is Regeneron 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 Regeneron Pharmaceuticals' market value can be influenced by many factors that don't directly affect Regeneron 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 Regeneron Pharmaceuticals' value and its price as these two are different measures arrived at by different means. Investors typically determine Regeneron Pharmaceuticals value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Regeneron 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.

Regeneron 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 Regeneron 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 Regeneron Pharmaceuticals.
0.00
04/10/2022
No Change 0.00  0.0 
In 4 months and 1 day
08/08/2022
0.00
If you would invest  0.00  in Regeneron Pharmaceuticals on April 10, 2022 and sell it all today you would earn a total of 0.00 from holding Regeneron Pharmaceuticals or generate 0.0% return on investment in Regeneron Pharmaceuticals over 120 days. Regeneron Pharmaceuticals is related to or competes with Pfizer, Bed Bath, La Z, Vroom, Riot Blockchain, Blackberry, and Barclays Plc. Regeneron Pharmaceuticals, Inc. discovers, invents, develops, manufactures, and commercializes medicines for treating va...More

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

Regeneron Pharmaceuticals Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Regeneron Pharmaceuticals' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Regeneron Pharmaceuticals' standard deviation. In reality, there are many statistical measures that can use Regeneron Pharmaceuticals historical prices to predict the future Regeneron Pharmaceuticals' volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Regeneron 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 Regeneron Pharmaceuticals in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
629.05631.09633.13
Details
Intrinsic
Valuation
LowReal ValueHigh
567.57666.28668.32
Details
Naive
Forecast
LowNext ValueHigh
659.24661.27663.31
Details
15 Analysts
Consensus
LowTarget PriceHigh
575.00706.85844.00
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Regeneron Pharmaceuticals. Your research has to be compared to or analyzed against Regeneron Pharmaceuticals' peers to derive any actionable benefits. When done correctly, Regeneron 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 Regeneron Pharmaceuticals.

Regeneron Pharmaceuticals Backtested Returns

We consider Regeneron Pharmaceuticals very steady. Regeneron Pharmaceuticals maintains Sharpe Ratio (i.e., Efficiency) of 0.0298, which implies the firm had 0.0298% of return per unit of risk over the last 3 months. Our standpoint towards forecasting 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-one technical indicators for Regeneron Pharmaceuticals, which you can use to evaluate the future volatility of the company. Please check Regeneron Pharmaceuticals coefficient of variation of (4,327), and Risk Adjusted Performance of (0.026489) to confirm if the risk estimate we provide is consistent with the expected return of 0.0607%.
Regeneron Pharmaceuticals has a performance score of 2 on a scale of 0 to 100. The company holds a Beta of 0.8361, which implies possible diversification benefits within a given portfolio. Let's try to break down what Regeneron's beta means in this case. As returns on the market increase, Regeneron Pharmaceuticals returns are expected to increase less than the market. However, during the bear market, the loss on holding Regeneron Pharmaceuticals will be expected to be smaller as well. Although it is important to respect Regeneron Pharmaceuticals current trending patterns, it is better to be realistic regarding the information on the equity's existing price patterns. The philosophy towards forecasting 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 Regeneron Pharmaceuticals technical indicators, you can presently evaluate if the expected return of 0.0607% will be sustainable into the future. Regeneron Pharmaceuticals right now holds a risk of 2.04%. Please check Regeneron Pharmaceuticals downside deviation, jensen alpha, as well as the relationship between the Jensen Alpha and downside variance to decide if Regeneron Pharmaceuticals will be following its historical price patterns.

Auto-correlation

    
  -0.82  

Excellent reverse predictability

Regeneron Pharmaceuticals has excellent reverse predictability. Overlapping area represents the amount of predictability between Regeneron Pharmaceuticals time series from 10th of April 2022 to 9th of June 2022 and 9th of June 2022 to 8th of August 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 Regeneron Pharmaceuticals price movement. The serial correlation of -0.82 indicates that around 82.0% of current Regeneron Pharmaceuticals price fluctuation can be explain by its past prices.
Correlation Coefficient-0.82
Spearman Rank Test-0.24
Residual Average0.0
Price Variance332.91

Regeneron Pharmaceuticals lagged returns against current returns

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

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

Regeneron Pharmaceuticals Lagged Returns

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

Regeneron Pharmaceuticals Investors Sentiment

The influence of Regeneron Pharmaceuticals' 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 Regeneron. 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 Regeneron Pharmaceuticals' public news can be used to forecast risks associated with investment in Regeneron. The trend in average sentiment can be used to explain how an investor holding Regeneron can time the market purely based on public headlines and social activities around Regeneron Pharmaceuticals. Please note that most equiteis that are difficult to arbitrage are affected by market sentiment the most.
Regeneron Pharmaceuticals' 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 Regeneron Pharmaceuticals' 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 Regeneron Pharmaceuticals' news discussions. The higher the estimate score, the more favorable is the investor's outlook on Regeneron Pharmaceuticals.

Regeneron Pharmaceuticals Implied Volatility

    
  43.44  
Regeneron Pharmaceuticals' implied volatility exposes the market's sentiment of Regeneron Pharmaceuticals stock's possible movements over time. However, it does not forecast the overall direction of its price. In a nutshell, if Regeneron Pharmaceuticals' 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 Regeneron Pharmaceuticals stock will not fluctuate a lot when Regeneron Pharmaceuticals' 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 Regeneron 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, Regeneron Pharmaceuticals' short interest history, or implied volatility extrapolated from Regeneron Pharmaceuticals options trading.

Currently Active Assets on Macroaxis

Additionally, take a look at Regeneron Pharmaceuticals Hype Analysis, Regeneron Pharmaceuticals Correlation, Regeneron Pharmaceuticals Valuation, Regeneron Pharmaceuticals Volatility, as well as analyze Regeneron Pharmaceuticals Alpha and Beta and Regeneron Pharmaceuticals Performance. Note that the Regeneron Pharmaceuticals information on this page should be used as a complementary analysis to other Regeneron 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 Positions Ratings module to 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.

Complementary Tools for Regeneron Stock analysis

When running Regeneron Pharmaceuticals price analysis, check to measure Regeneron 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 Regeneron Pharmaceuticals is operating at the current time. Most of Regeneron Pharmaceuticals' value examination focuses on studying past and present price action to predict the probability of Regeneron Pharmaceuticals' future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Regeneron Pharmaceuticals' price. Additionally, you may evaluate how the addition of Regeneron Pharmaceuticals to your portfolios can decrease your overall portfolio volatility.
Volatility Analysis
Get historical volatility and risk analysis based on latest market data
Go
Efficient Frontier
Plot and analyze your portfolio and positions against risk-return landscape of the market.
Go
My Watchlist Analysis
Analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like
Go
Aroon Oscillator
Analyze current equity momentum using Aroon Oscillator and other momentum ratios
Go
Portfolio Manager
State of the art Portfolio Manager to monitor and improve performance of your invested capital
Go
Global Markets Map
Get a quick overview of global market snapshot using zoomable world map. Drill down to check world indexes
Go
Regeneron 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 Regeneron Pharmaceuticals technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Regeneron 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...