Raphael Pharmaceutical Stock Market Value
| RAPH Stock | 0.26 0.00 0.00% |
| Symbol | Raphael |
Raphael Pharmaceutical '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 Raphael Pharmaceutical'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 Raphael Pharmaceutical.
| 12/14/2022 |
| 12/03/2024 |
If you would invest 0.00 in Raphael Pharmaceutical on December 14, 2022 and sell it all today you would earn a total of 0.00 from holding Raphael Pharmaceutical or generate 0.0% return on investment in Raphael Pharmaceutical over 720 days. Raphael Pharmaceutical is related to or competes with Apple, Microsoft, Amazon, Alphabet, and Meta Platforms. More
Raphael Pharmaceutical 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 Raphael Pharmaceutical'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 Raphael Pharmaceutical upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.14) | |||
| Maximum Drawdown | 84.24 |
Raphael Pharmaceutical Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Raphael Pharmaceutical's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Raphael Pharmaceutical's standard deviation. In reality, there are many statistical measures that can use Raphael Pharmaceutical historical prices to predict the future Raphael Pharmaceutical's volatility.| Risk Adjusted Performance | (0.08) | |||
| Jensen Alpha | (1.56) | |||
| Total Risk Alpha | (2.84) | |||
| Treynor Ratio | (0.54) |
Raphael Pharmaceutical Backtested Returns
Raphael Pharmaceutical 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. Raphael Pharmaceutical exposes sixteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Raphael Pharmaceutical's Coefficient Of Variation of (812.40), risk adjusted performance of (0.08), and Variance of 107.53 to confirm the risk estimate we provide. The company holds a Beta of 2.4, 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, Raphael Pharmaceutical will likely underperform. At this point, Raphael Pharmaceutical has a negative expected return of -1.32%. Please make sure to check Raphael Pharmaceutical's treynor ratio and rate of daily change , to decide if Raphael Pharmaceutical performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.16 |
Insignificant reverse predictability
Raphael Pharmaceutical has insignificant reverse predictability. Overlapping area represents the amount of predictability between Raphael Pharmaceutical time series from 14th of December 2022 to 9th of December 2023 and 9th of December 2023 to 3rd 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 Raphael Pharmaceutical price movement. The serial correlation of -0.16 indicates that over 16.0% of current Raphael Pharmaceutical price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.16 | |
| Spearman Rank Test | -0.36 | |
| Residual Average | 0.0 | |
| Price Variance | 0.17 |
Raphael Pharmaceutical lagged returns against current returns
Autocorrelation, which is Raphael Pharmaceutical 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 Raphael Pharmaceutical's otc stock expected returns. We can calculate the autocorrelation of Raphael Pharmaceutical returns to help us make a trade decision. For example, suppose you find that Raphael Pharmaceutical 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 |
Raphael Pharmaceutical 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 Raphael Pharmaceutical otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Raphael Pharmaceutical otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Raphael Pharmaceutical otc stock over time.
Current vs Lagged Prices |
| Timeline |
Raphael Pharmaceutical Lagged Returns
When evaluating Raphael Pharmaceutical's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Raphael Pharmaceutical otc stock have on its future price. Raphael Pharmaceutical 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, Raphael Pharmaceutical autocorrelation shows the relationship between Raphael Pharmaceutical otc stock current value and its past values and can show if there is a momentum factor associated with investing in Raphael Pharmaceutical.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Raphael OTC Stock
Raphael Pharmaceutical financial ratios help investors to determine whether Raphael 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 Raphael with respect to the benefits of owning Raphael Pharmaceutical security.