Not sure how exact something like this would need to be. You could get lost trying to account for factors that may not really have a significant impact.

I'm of the belief that some rough measure of value expectation could be hashed out akin to Black-Scholes in the option space. It doesn't account for every market factor but provides a "good-enough" approximation of value at a point in time. Keeping in mind that there are more complex models that build on BS in order to account for different factors.