Biotech Growth (UK) Market Value
| BIOG Stock | 764.00 16.00 2.14% |
| Symbol | Biotech |
Biotech Growth '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 Biotech Growth'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 Biotech Growth.
| 04/10/2025 |
| 07/09/2025 |
If you would invest 0.00 in Biotech Growth on April 10, 2025 and sell it all today you would earn a total of 0.00 from holding The Biotech Growth or generate 0.0% return on investment in Biotech Growth over 90 days. Biotech Growth is related to or competes with Chocoladefabriken, Rockwood Realisation, Third Point, Toyota, Nationwide Building, Croda International, and Princess Private. Biotech Growth is entity of United Kingdom More
Biotech Growth 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 Biotech Growth'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 The Biotech Growth upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.8 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 10.73 | |||
| Value At Risk | (3.53) | |||
| Potential Upside | 3.23 |
Biotech Growth Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Biotech Growth's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Biotech Growth's standard deviation. In reality, there are many statistical measures that can use Biotech Growth historical prices to predict the future Biotech Growth's volatility.| Risk Adjusted Performance | 0.0387 | |||
| Jensen Alpha | 0.0407 | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | (0.98) |
Biotech Growth Backtested Returns
Biotech Growth appears to be very steady, given 3 months investment horizon. Biotech Growth secures Sharpe Ratio (or Efficiency) of 0.17, which signifies that the company had a 0.17 % return per unit of standard deviation over the last 3 months. We have found thirty technical indicators for The Biotech Growth, which you can use to evaluate the volatility of the firm. Please makes use of Biotech Growth's Risk Adjusted Performance of 0.0387, mean deviation of 1.56, and Semi Deviation of 2.53 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Biotech Growth holds a performance score of 13. The firm shows a Beta (market volatility) of -0.0386, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Biotech Growth are expected to decrease at a much lower rate. During the bear market, Biotech Growth is likely to outperform the market. Please check Biotech Growth's downside deviation, standard deviation, and the relationship between the semi deviation and coefficient of variation , to make a quick decision on whether Biotech Growth's price patterns will revert.
Auto-correlation | 0.72 |
Good predictability
The Biotech Growth has good predictability. Overlapping area represents the amount of predictability between Biotech Growth time series from 10th of April 2025 to 25th of May 2025 and 25th of May 2025 to 9th of July 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Biotech Growth price movement. The serial correlation of 0.72 indicates that around 72.0% of current Biotech Growth price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.72 | |
| Spearman Rank Test | 0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 327.86 |
Biotech Growth lagged returns against current returns
Autocorrelation, which is Biotech Growth 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 Biotech Growth's stock expected returns. We can calculate the autocorrelation of Biotech Growth returns to help us make a trade decision. For example, suppose you find that Biotech Growth 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 price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Biotech Growth 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 Biotech Growth stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Biotech Growth stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Biotech Growth stock over time.
Current vs Lagged Prices |
| Timeline |
Biotech Growth Lagged Returns
When evaluating Biotech Growth's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Biotech Growth stock have on its future price. Biotech Growth 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, Biotech Growth autocorrelation shows the relationship between Biotech Growth stock current value and its past values and can show if there is a momentum factor associated with investing in The Biotech Growth.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for Biotech Stock Analysis
When running Biotech Growth's price analysis, check to measure Biotech Growth'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 Biotech Growth is operating at the current time. Most of Biotech Growth's value examination focuses on studying past and present price action to predict the probability of Biotech Growth's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Biotech Growth's price. Additionally, you may evaluate how the addition of Biotech Growth to your portfolios can decrease your overall portfolio volatility.