Phylogica (Germany) Market Value
| PH7 Stock | EUR 0.62 0.00 0.00% |
| Symbol | Phylogica |
Phylogica '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 Phylogica's 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 Phylogica.
| 06/17/2024 |
| 12/14/2024 |
If you would invest 0.00 in Phylogica on June 17, 2024 and sell it all today you would earn a total of 0.00 from holding Phylogica Limited or generate 0.0% return on investment in Phylogica over 180 days. Phylogica is related to or competes with Moderna, BioNTech, Superior Plus, SIVERS SEMICONDUCTORS, NorAm Drilling, Norsk Hydro, and Reliance Steel. More
Phylogica 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 Phylogica's 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 Phylogica Limited upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1222 | |||
| Maximum Drawdown | 904.86 |
Phylogica Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Phylogica's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Phylogica's standard deviation. In reality, there are many statistical measures that can use Phylogica historical prices to predict the future Phylogica's volatility.| Risk Adjusted Performance | 0.0992 | |||
| Jensen Alpha | 5.42 | |||
| Total Risk Alpha | (0.14) | |||
| Treynor Ratio | 0.149 |
Phylogica Limited Backtested Returns
Phylogica is out of control given 3 months investment horizon. Phylogica Limited maintains Sharpe Ratio (i.e., Efficiency) of 0.12, which implies the firm had a 0.12% return per unit of risk over the last 3 months. We were able to analyze sixteen different technical indicators, which can help you to evaluate if expected returns of 13.92% are justified by taking the suggested risk. Use Phylogica Coefficient Of Variation of 812.4, risk adjusted performance of 0.0992, and Variance of 12405.69 to evaluate company specific risk that cannot be diversified away. Phylogica holds a performance score of 9 on a scale of zero to a hundred. The company holds a Beta of 91.93, which implies 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, Phylogica will likely underperform. Use Phylogica information ratio, kurtosis, and the relationship between the standard deviation and maximum drawdown , to analyze future returns on Phylogica.
Auto-correlation | 0.00 |
No correlation between past and present
Phylogica Limited has no correlation between past and present. Overlapping area represents the amount of predictability between Phylogica time series from 17th of June 2024 to 15th of September 2024 and 15th of September 2024 to 14th 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 Phylogica Limited price movement. The serial correlation of 0.0 indicates that just 0.0% of current Phylogica price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.08 |
Phylogica Limited lagged returns against current returns
Autocorrelation, which is Phylogica 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 Phylogica's stock expected returns. We can calculate the autocorrelation of Phylogica returns to help us make a trade decision. For example, suppose you find that Phylogica has exhibited high autocorrelation historically, and you observe that the 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 |
Phylogica 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 Phylogica stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Phylogica stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Phylogica stock over time.
Current vs Lagged Prices |
| Timeline |
Phylogica Lagged Returns
When evaluating Phylogica's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Phylogica stock have on its future price. Phylogica 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, Phylogica autocorrelation shows the relationship between Phylogica stock current value and its past values and can show if there is a momentum factor associated with investing in Phylogica Limited.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Phylogica Stock Analysis
When running Phylogica's price analysis, check to measure Phylogica'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 Phylogica is operating at the current time. Most of Phylogica's value examination focuses on studying past and present price action to predict the probability of Phylogica's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Phylogica's price. Additionally, you may evaluate how the addition of Phylogica to your portfolios can decrease your overall portfolio volatility.