Institute Of Biomedical Stock Market Value
| MRES Stock | USD 0.01 0.0006 7.50% |
| Symbol | Institute |
Institute '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 Institute'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 Institute.
| 11/11/2024 |
| 12/11/2024 |
If you would invest 0.00 in Institute on November 11, 2024 and sell it all today you would earn a total of 0.00 from holding Institute of Biomedical or generate 0.0% return on investment in Institute over 30 days. Institute is related to or competes with Sino Biopharmaceutica, Defence Therapeutics, Aileron Therapeutics, and Enlivex Therapeutics. Institute of Biomedical Research Corp. provides biomedical research and analytical services in Montenegro and internatio... More
Institute 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 Institute'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 Institute of Biomedical upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 9.93 | |||
| Information Ratio | 0.0682 | |||
| Maximum Drawdown | 102.95 | |||
| Value At Risk | (16.95) | |||
| Potential Upside | 16.33 |
Institute Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Institute's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Institute's standard deviation. In reality, there are many statistical measures that can use Institute historical prices to predict the future Institute's volatility.| Risk Adjusted Performance | 0.0651 | |||
| Jensen Alpha | 1.13 | |||
| Total Risk Alpha | (1.17) | |||
| Sortino Ratio | 0.0974 | |||
| Treynor Ratio | (2.65) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Institute'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.
Institute of Biomedical Backtested Returns
Institute is out of control given 3 months investment horizon. Institute of Biomedical holds Efficiency (Sharpe) Ratio of 0.088, which attests that the entity had a 0.088% return per unit of risk over the last 3 months. We were able to analyze and collect data for twenty-nine different technical indicators, which can help you to evaluate if expected returns of 1.24% are justified by taking the suggested risk. Use Institute of Biomedical Risk Adjusted Performance of 0.0651, market risk adjusted performance of (2.64), and Downside Deviation of 9.93 to evaluate company specific risk that cannot be diversified away. Institute holds a performance score of 6 on a scale of zero to a hundred. The company retains a Market Volatility (i.e., Beta) of -0.41, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Institute are expected to decrease at a much lower rate. During the bear market, Institute is likely to outperform the market. Use Institute of Biomedical potential upside, as well as the relationship between the kurtosis and day typical price , to analyze future returns on Institute of Biomedical.
Auto-correlation | -0.65 |
Very good reverse predictability
Institute of Biomedical has very good reverse predictability. Overlapping area represents the amount of predictability between Institute time series from 11th of November 2024 to 26th of November 2024 and 26th of November 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 Institute of Biomedical price movement. The serial correlation of -0.65 indicates that roughly 65.0% of current Institute price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.65 | |
| Spearman Rank Test | -0.76 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Institute of Biomedical lagged returns against current returns
Autocorrelation, which is Institute 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 Institute's pink sheet expected returns. We can calculate the autocorrelation of Institute returns to help us make a trade decision. For example, suppose you find that Institute 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 |
Institute 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 Institute pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Institute pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Institute pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Institute Lagged Returns
When evaluating Institute's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Institute pink sheet have on its future price. Institute 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, Institute autocorrelation shows the relationship between Institute pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Institute of Biomedical.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Institute Pink Sheet Analysis
When running Institute's price analysis, check to measure Institute's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Institute is operating at the current time. Most of Institute's value examination focuses on studying past and present price action to predict the probability of Institute's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Institute's price. Additionally, you may evaluate how the addition of Institute to your portfolios can decrease your overall portfolio volatility.