Loxo Oncology, Inc. (NasdaqGM:LOXO): Investor Returns and Quant Valuation in the Spotlight

Watching some historical volatility numbers on shares of Loxo Oncology, Inc. (NasdaqGM:LOXO), we can see that the 12 month volatility is presently 55.689900. The 6 month volatility is 49.225600, and the 3 month is spotted at 59.351200. Following volatility data can help measure how much the stock price has fluctuated over the specified time period. Although past volatility action may help project future stock volatility, it may also be vastly different when taking into account other factors that may be driving price action during the measured time period.

Traders might also be keeping an eye on the Piotroski Score or F-Score. The score is named after its developer Joseph Piotroski who created a ranking scale from 0-9 to help determine the financial strength of a company. Loxo Oncology, Inc. (NasdaqGM:LOXO) currently has a Piotroski Score of 4. To arrive at this score, Piotroski gave one point for every piece of criteria met out of the nine considered.

Investors may also be watching company stock volatility data. Loxo Oncology, Inc. (NasdaqGM:LOXO)’s 12 month volatility is presently 55.689900. The 6 month volatility is 49.225600, and the 3 month is noted at 59.351200. Stock price volatility may be used to identify changes in market trends. When markets become very volatile, this may point to a change in investor sentiment. Watching volatility in combination with other technical indicators may help investors discover important trading information.

Diving in a bit further, we can take a quick look at the Q.i. (Liquidity) Value. Loxo Oncology, Inc. (NasdaqGM:LOXO) has a present Q.i. value of 66.00000. This value ranks stocks using EBITDA yield, FCF yield, earnings yield and liquidity ratios. The Q.i. value may help spot companies that are undervalued. A larger value would represent low turnover and a higher chance of shares being mispriced. A lower value may indicate larger traded value meaning more sell-side analysts may cover the company leading to a smaller chance shares are priced improperly.

Investors keeping an eye on shares of Loxo Oncology, Inc. (NasdaqGM:LOXO) may be examining the company’s FCF or Free Cash Flow as well. FCF is a measure of the financial performance of a company. FCF is calculated by subtracting capital expenditures from operating cash flow. Currently, Loxo Oncology, Inc. has an FCF score of 1.558079. The FCF score is an indicator that is calculated by combining free cash flow stability with free cash flow growth. Typically, a higher FCF score value would indicate high free cash flow growth. The company currently has an FCF quality score of -1.897788. The free quality score helps estimate free cash flow stability. FCF quality is calculated as the 12 ltm cash flow per share over the average of the cash flow numbers. With this score, it is generally considered that the lower the ratio, the better.

Value
The Value Composite One (VC1) is a method that investors use to determine a company’s value. The VC1 of Loxo Oncology, Inc. (NasdaqGM:LOXO) is 87. A company with a value of 0 is thought to be an undervalued company, while a company with a value of 100 is considered an overvalued company. The VC1 is calculated using the price to book value, price to sales, EBITDA to EV, price to cash flow, and price to earnings. Similarly, the Value Composite Two (VC2) is calculated with the same ratios, but adds the Shareholder Yield. The Value Composite Two of Loxo Oncology, Inc. (NasdaqGM:LOXO) is 91.

A company with a value of 0 is thought to be an undervalued company, while a company with a value of 100 is considered an overvalued company. The VC1 is calculated using the price to book value, price to sales, EBITDA to EV, price to cash flow, and price to earnings. Similarly, the Value Composite Two (VC2) is calculated with the same ratios, but adds the Shareholder Yield.