Galapagos (Netherlands) Market Value
| GLPG Stock | EUR 26.68 0.20 0.74% |
| Symbol | Galapagos |
Galapagos '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 Galapagos' 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 Galapagos.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in Galapagos on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding Galapagos NV or generate 0.0% return on investment in Galapagos over 90 days. Galapagos is related to or competes with NextCure, Assembly Biosciences, Instil Bio, Spero Therapeutics, Argen X, Pharming Group, and Barco NV. Galapagos NV, a clinical-stage biotechnology company, discovers, develops, and commercializes various small molecule med... More
Galapagos 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 Galapagos' 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 Galapagos NV upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.5 | |||
| Information Ratio | 0.1502 | |||
| Maximum Drawdown | 7.71 | |||
| Value At Risk | (2.08) | |||
| Potential Upside | 2.63 |
Galapagos Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Galapagos' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Galapagos' standard deviation. In reality, there are many statistical measures that can use Galapagos historical prices to predict the future Galapagos' volatility.| Risk Adjusted Performance | 0.228 | |||
| Jensen Alpha | 0.3433 | |||
| Total Risk Alpha | 0.1468 | |||
| Sortino Ratio | 0.1574 | |||
| Treynor Ratio | 2.04 |
Galapagos NV Backtested Returns
Galapagos appears to be very steady, given 3 months investment horizon. Galapagos NV holds Efficiency (Sharpe) Ratio of 0.21, which attests that the entity had a 0.21 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Galapagos NV, which you can use to evaluate the volatility of the firm. Please utilize Galapagos' Downside Deviation of 1.5, market risk adjusted performance of 2.05, and Risk Adjusted Performance of 0.228 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Galapagos holds a performance score of 16. The company retains a Market Volatility (i.e., Beta) of 0.18, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Galapagos' returns are expected to increase less than the market. However, during the bear market, the loss of holding Galapagos is expected to be smaller as well. Please check Galapagos' coefficient of variation, jensen alpha, sortino ratio, as well as the relationship between the information ratio and total risk alpha , to make a quick decision on whether Galapagos' current trending patterns will revert.
Auto-correlation | 0.57 |
Modest predictability
Galapagos NV has modest predictability. Overlapping area represents the amount of predictability between Galapagos time series from 22nd of April 2025 to 6th of June 2025 and 6th of June 2025 to 21st 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 Galapagos NV price movement. The serial correlation of 0.57 indicates that roughly 57.0% of current Galapagos price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.57 | |
| Spearman Rank Test | 0.21 | |
| Residual Average | 0.0 | |
| Price Variance | 0.93 |
Galapagos NV lagged returns against current returns
Autocorrelation, which is Galapagos 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 Galapagos' stock expected returns. We can calculate the autocorrelation of Galapagos returns to help us make a trade decision. For example, suppose you find that Galapagos 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 |
Galapagos 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 Galapagos stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Galapagos stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Galapagos stock over time.
Current vs Lagged Prices |
| Timeline |
Galapagos Lagged Returns
When evaluating Galapagos' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Galapagos stock have on its future price. Galapagos 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, Galapagos autocorrelation shows the relationship between Galapagos stock current value and its past values and can show if there is a momentum factor associated with investing in Galapagos NV.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Galapagos Stock Analysis
When running Galapagos' price analysis, check to measure Galapagos' 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 Galapagos is operating at the current time. Most of Galapagos' value examination focuses on studying past and present price action to predict the probability of Galapagos' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Galapagos' price. Additionally, you may evaluate how the addition of Galapagos to your portfolios can decrease your overall portfolio volatility.