Biosig Technologies, Common Stock Market Value
| BSGM Stock | USD 1.30 0.02 1.56% |
| Symbol | BioSig |
BioSig Technologies, '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 BioSig Technologies,'s otc 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 BioSig Technologies,.
| 11/21/2024 |
| 12/21/2024 |
If you would invest 0.00 in BioSig Technologies, on November 21, 2024 and sell it all today you would earn a total of 0.00 from holding BioSig Technologies, Common or generate 0.0% return on investment in BioSig Technologies, over 30 days. BioSig Technologies, is related to or competes with Neuropace, Inogen, SurModics, Pulmonx Corp, Apyx Medical, Neuroone Medical, and Biomerica. BioSig Technologies, Inc., together with its subsidiaries, operates as medical device company More
BioSig Technologies, 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 BioSig Technologies,'s otc 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 BioSig Technologies, Common upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 11.68 | |||
| Information Ratio | 0.211 | |||
| Maximum Drawdown | 78.79 | |||
| Value At Risk | (16.94) | |||
| Potential Upside | 34.0 |
BioSig Technologies, Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for BioSig Technologies,'s investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BioSig Technologies,'s standard deviation. In reality, there are many statistical measures that can use BioSig Technologies, historical prices to predict the future BioSig Technologies,'s volatility.| Risk Adjusted Performance | 0.1784 | |||
| Jensen Alpha | 3.0 | |||
| Total Risk Alpha | 2.62 | |||
| Sortino Ratio | 0.2569 | |||
| Treynor Ratio | 2.73 |
BioSig Technologies, Backtested Returns
BioSig Technologies, is out of control given 3 months investment horizon. BioSig Technologies, secures Sharpe Ratio (or Efficiency) of 0.21, which signifies that the company had a 0.21% return per unit of risk over the last 3 months. We were able to analyze and collect data for thirty different technical indicators, which can help you to evaluate if expected returns of 3.03% are justified by taking the suggested risk. Use BioSig Technologies, Mean Deviation of 9.44, risk adjusted performance of 0.1784, and Downside Deviation of 11.68 to evaluate company specific risk that cannot be diversified away. BioSig Technologies, holds a performance score of 16 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of 1.11, which signifies a somewhat significant risk relative to the market. BioSig Technologies, returns are very sensitive to returns on the market. As the market goes up or down, BioSig Technologies, is expected to follow. Use BioSig Technologies, sortino ratio, skewness, price action indicator, as well as the relationship between the potential upside and rate of daily change , to analyze future returns on BioSig Technologies,.
Auto-correlation | -0.04 |
Very weak reverse predictability
BioSig Technologies, Common has very weak reverse predictability. Overlapping area represents the amount of predictability between BioSig Technologies, time series from 21st of November 2024 to 6th of December 2024 and 6th of December 2024 to 21st of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of BioSig Technologies, price movement. The serial correlation of -0.04 indicates that only as little as 4.0% of current BioSig Technologies, price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.04 | |
| Spearman Rank Test | 0.07 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
BioSig Technologies, lagged returns against current returns
Autocorrelation, which is BioSig Technologies, otc 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 BioSig Technologies,'s otc stock expected returns. We can calculate the autocorrelation of BioSig Technologies, returns to help us make a trade decision. For example, suppose you find that BioSig Technologies, has exhibited high autocorrelation historically, and you observe that the otc 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 |
BioSig Technologies, 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 BioSig Technologies, otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if BioSig Technologies, otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in BioSig Technologies, otc stock over time.
Current vs Lagged Prices |
| Timeline |
BioSig Technologies, Lagged Returns
When evaluating BioSig Technologies,'s market value, investors can use the concept of autocorrelation to see how much of an impact past prices of BioSig Technologies, otc stock have on its future price. BioSig Technologies, 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, BioSig Technologies, autocorrelation shows the relationship between BioSig Technologies, otc stock current value and its past values and can show if there is a momentum factor associated with investing in BioSig Technologies, Common.
Regressed Prices |
| Timeline |
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BioSig Technologies, financial ratios help investors to determine whether BioSig OTC Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in BioSig with respect to the benefits of owning BioSig Technologies, security.