International Stem Cell Stock Market Value
| ISCO Stock | USD 0.10 0.01 9.09% |
| Symbol | International |
International Stem '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 International Stem'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 International Stem.
| 01/07/2023 |
| 12/27/2024 |
If you would invest 0.00 in International Stem on January 7, 2023 and sell it all today you would earn a total of 0.00 from holding International Stem Cell or generate 0.0% return on investment in International Stem over 720 days. International Stem is related to or competes with Mesabi Trust, Nutanix, Morningstar Unconstrained, Thrivent High, Via Renewables, T Rowe, and 70082LAB3. International Stem Cell Corporation, a clinical stage biotechnology company, focuses on the development of therapeutic a... More
International Stem 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 International Stem'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 International Stem Cell upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 28.74 | |||
| Information Ratio | 0.1255 | |||
| Maximum Drawdown | 166.07 | |||
| Value At Risk | (33.33) | |||
| Potential Upside | 42.86 |
International Stem Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for International Stem's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as International Stem's standard deviation. In reality, there are many statistical measures that can use International Stem historical prices to predict the future International Stem's volatility.| Risk Adjusted Performance | 0.111 | |||
| Jensen Alpha | 3.26 | |||
| Total Risk Alpha | 1.92 | |||
| Sortino Ratio | 0.1151 | |||
| Treynor Ratio | 1.61 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of International Stem's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
International Stem Cell Backtested Returns
International Stem is out of control given 3 months investment horizon. International Stem Cell holds Efficiency (Sharpe) Ratio of 0.14, which attests that the entity had a 0.14% return per unit of risk over the last 3 months. We were able to break down twenty-seven different technical indicators, which can help you to evaluate if expected returns of 3.6% are justified by taking the suggested risk. Use International Stem Cell Market Risk Adjusted Performance of 1.62, downside deviation of 28.74, and Risk Adjusted Performance of 0.111 to evaluate company specific risk that cannot be diversified away. International Stem holds a performance score of 10 on a scale of zero to a hundred. The company retains a Market Volatility (i.e., Beta) of 2.09, which attests to a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, International Stem will likely underperform. Use International Stem Cell potential upside, as well as the relationship between the kurtosis and price action indicator , to analyze future returns on International Stem Cell.
Auto-correlation | 0.24 |
Weak predictability
International Stem Cell has weak predictability. Overlapping area represents the amount of predictability between International Stem time series from 7th of January 2023 to 2nd of January 2024 and 2nd of January 2024 to 27th 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 International Stem Cell price movement. The serial correlation of 0.24 indicates that over 24.0% of current International Stem price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.24 | |
| Spearman Rank Test | 0.12 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
International Stem Cell lagged returns against current returns
Autocorrelation, which is International Stem 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 International Stem's otc stock expected returns. We can calculate the autocorrelation of International Stem returns to help us make a trade decision. For example, suppose you find that International Stem 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 |
International Stem 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 International Stem otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if International Stem otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in International Stem otc stock over time.
Current vs Lagged Prices |
| Timeline |
International Stem Lagged Returns
When evaluating International Stem's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of International Stem otc stock have on its future price. International Stem 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, International Stem autocorrelation shows the relationship between International Stem otc stock current value and its past values and can show if there is a momentum factor associated with investing in International Stem Cell.
Regressed Prices |
| Timeline |
Pair Trading with International Stem
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if International Stem position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in International Stem will appreciate offsetting losses from the drop in the long position's value.Moving against International OTC Stock
| 0.48 | PBCRY | Bank Central Asia | PairCorr |
| 0.46 | BKRKY | Bank Rakyat Normal Trading | PairCorr |
| 0.45 | PPERY | Bank Mandiri Persero | PairCorr |
| 0.44 | PPERF | Bank Mandiri Persero | PairCorr |
| 0.43 | PBCRF | PT Bank Central | PairCorr |
The ability to find closely correlated positions to International Stem could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace International Stem when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back International Stem - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling International Stem Cell to buy it.
The correlation of International Stem is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as International Stem moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if International Stem Cell moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for International Stem can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Other Information on Investing in International OTC Stock
International Stem financial ratios help investors to determine whether International 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 International with respect to the benefits of owning International Stem security.