Pharmadrug Stock Market Value
| LMLLF Stock | USD 0.01 0 39.73% |
| Symbol | Pharmadrug |
Pharmadrug '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 Pharmadrug's pink sheet 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 Pharmadrug.
| 12/17/2023 |
| 12/11/2024 |
If you would invest 0.00 in Pharmadrug on December 17, 2023 and sell it all today you would earn a total of 0.00 from holding Pharmadrug or generate 0.0% return on investment in Pharmadrug over 360 days. Pharmadrug Inc. operates as a specialty pharmaceutical company More
Pharmadrug 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 Pharmadrug's pink sheet 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 Pharmadrug upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 19.45 | |||
| Information Ratio | 0.0598 | |||
| Maximum Drawdown | 91.1 | |||
| Value At Risk | (27.72) | |||
| Potential Upside | 30.25 |
Pharmadrug Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Pharmadrug's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Pharmadrug's standard deviation. In reality, there are many statistical measures that can use Pharmadrug historical prices to predict the future Pharmadrug's volatility.| Risk Adjusted Performance | 0.0578 | |||
| Jensen Alpha | 1.09 | |||
| Total Risk Alpha | (1.66) | |||
| Sortino Ratio | 0.0553 | |||
| Treynor Ratio | 1.38 |
Pharmadrug Backtested Returns
Pharmadrug appears to be out of control, given 3 months investment horizon. Pharmadrug maintains Sharpe Ratio (i.e., Efficiency) of 0.0522, which implies the firm had a 0.0522% return per unit of risk over the last 3 months. By analyzing Pharmadrug's technical indicators, you can evaluate if the expected return of 0.94% is justified by implied risk. Please evaluate Pharmadrug's Risk Adjusted Performance of 0.0578, semi deviation of 14.03, and Coefficient Of Variation of 1499.39 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Pharmadrug holds a performance score of 4. The company holds a Beta of 0.86, which implies possible diversification benefits within a given portfolio. Pharmadrug returns are very sensitive to returns on the market. As the market goes up or down, Pharmadrug is expected to follow. Please check Pharmadrug's coefficient of variation, potential upside, day median price, as well as the relationship between the sortino ratio and skewness , to make a quick decision on whether Pharmadrug's historical price patterns will revert.
Auto-correlation | 0.21 |
Weak predictability
Pharmadrug has weak predictability. Overlapping area represents the amount of predictability between Pharmadrug time series from 17th of December 2023 to 14th of June 2024 and 14th of June 2024 to 11th 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 Pharmadrug price movement. The serial correlation of 0.21 indicates that over 21.0% of current Pharmadrug price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.21 | |
| Spearman Rank Test | 0.09 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Pharmadrug lagged returns against current returns
Autocorrelation, which is Pharmadrug pink sheet'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 Pharmadrug's pink sheet expected returns. We can calculate the autocorrelation of Pharmadrug returns to help us make a trade decision. For example, suppose you find that Pharmadrug has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Pharmadrug 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 Pharmadrug pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Pharmadrug pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Pharmadrug pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Pharmadrug Lagged Returns
When evaluating Pharmadrug's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Pharmadrug pink sheet have on its future price. Pharmadrug 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, Pharmadrug autocorrelation shows the relationship between Pharmadrug pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Pharmadrug.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Pharmadrug Pink Sheet
Pharmadrug financial ratios help investors to determine whether Pharmadrug Pink Sheet 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 Pharmadrug with respect to the benefits of owning Pharmadrug security.