Acura Pharmaceuticals Stock Market Value
| ACUR Stock | USD 0.0005 0.00 0.00% |
| Symbol | Acura |
Acura Pharmaceuticals '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 Acura Pharmaceuticals' 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 Acura Pharmaceuticals.
| 11/24/2025 |
| 12/24/2025 |
If you would invest 0.00 in Acura Pharmaceuticals on November 24, 2025 and sell it all today you would earn a total of 0.00 from holding Acura Pharmaceuticals or generate 0.0% return on investment in Acura Pharmaceuticals over 30 days. Acura Pharmaceuticals, Inc., an innovative drug delivery company, engages in the research, development, and commercializ... More
Acura Pharmaceuticals 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 Acura Pharmaceuticals' 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 Acura Pharmaceuticals upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 44.57 | |||
| Information Ratio | 0.1562 | |||
| Maximum Drawdown | 200.0 | |||
| Value At Risk | (37.50) | |||
| Potential Upside | 100.0 |
Acura Pharmaceuticals Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Acura Pharmaceuticals' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Acura Pharmaceuticals' standard deviation. In reality, there are many statistical measures that can use Acura Pharmaceuticals historical prices to predict the future Acura Pharmaceuticals' volatility.| Risk Adjusted Performance | 0.1207 | |||
| Jensen Alpha | 5.51 | |||
| Total Risk Alpha | 2.6 | |||
| Sortino Ratio | 0.1211 | |||
| Treynor Ratio | (5.71) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Acura Pharmaceuticals' 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.
Acura Pharmaceuticals Backtested Returns
Acura Pharmaceuticals is out of control given 3 months investment horizon. Acura Pharmaceuticals secures Sharpe Ratio (or Efficiency) of 0.16, which signifies that the company had a 0.16 % return per unit of risk over the last 3 months. We are able to break down and analyze data for twenty-four different technical indicators, which can help you to evaluate if expected returns of 5.64% are justified by taking the suggested risk. Use Acura Pharmaceuticals Downside Deviation of 44.57, mean deviation of 16.99, and Risk Adjusted Performance of 0.1207 to evaluate company specific risk that cannot be diversified away. Acura Pharmaceuticals holds a performance score of 12 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of -0.95, which signifies possible diversification benefits within a given portfolio. As the market becomes more bullish, returns on owning Acura Pharmaceuticals are expected to decrease slowly. On the other hand, during market turmoil, Acura Pharmaceuticals is expected to outperform it slightly. Use Acura Pharmaceuticals jensen alpha, value at risk, as well as the relationship between the Value At Risk and skewness , to analyze future returns on Acura Pharmaceuticals.
Auto-correlation | -0.36 |
Poor reverse predictability
Acura Pharmaceuticals has poor reverse predictability. Overlapping area represents the amount of predictability between Acura Pharmaceuticals time series from 24th of November 2025 to 9th of December 2025 and 9th of December 2025 to 24th of December 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Acura Pharmaceuticals price movement. The serial correlation of -0.36 indicates that just about 36.0% of current Acura Pharmaceuticals price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.36 | |
| Spearman Rank Test | 0.43 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Acura Pharmaceuticals lagged returns against current returns
Autocorrelation, which is Acura Pharmaceuticals 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 Acura Pharmaceuticals' otc stock expected returns. We can calculate the autocorrelation of Acura Pharmaceuticals returns to help us make a trade decision. For example, suppose you find that Acura Pharmaceuticals 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 |
Acura Pharmaceuticals 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 Acura Pharmaceuticals otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Acura Pharmaceuticals otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Acura Pharmaceuticals otc stock over time.
Current vs Lagged Prices |
| Timeline |
Acura Pharmaceuticals Lagged Returns
When evaluating Acura Pharmaceuticals' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Acura Pharmaceuticals otc stock have on its future price. Acura Pharmaceuticals 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, Acura Pharmaceuticals autocorrelation shows the relationship between Acura Pharmaceuticals otc stock current value and its past values and can show if there is a momentum factor associated with investing in Acura Pharmaceuticals.
Regressed Prices |
| Timeline |
Pair Trading with Acura Pharmaceuticals
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 Acura Pharmaceuticals 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 Acura Pharmaceuticals will appreciate offsetting losses from the drop in the long position's value.Moving against Acura OTC Stock
| 0.42 | VZ | Verizon Communications Sell-off Trend | PairCorr |
| 0.35 | WF | Woori Financial Group | PairCorr |
| 0.33 | T | ATT Inc | PairCorr |
| 0.31 | PPERF | Bank Mandiri Persero | PairCorr |
The ability to find closely correlated positions to Acura Pharmaceuticals could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Acura Pharmaceuticals 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 Acura Pharmaceuticals - 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 Acura Pharmaceuticals to buy it.
The correlation of Acura Pharmaceuticals 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 Acura Pharmaceuticals moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Acura Pharmaceuticals 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 Acura Pharmaceuticals 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.Additional Tools for Acura OTC Stock Analysis
When running Acura Pharmaceuticals' price analysis, check to measure Acura Pharmaceuticals' 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 Acura Pharmaceuticals is operating at the current time. Most of Acura Pharmaceuticals' value examination focuses on studying past and present price action to predict the probability of Acura Pharmaceuticals' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Acura Pharmaceuticals' price. Additionally, you may evaluate how the addition of Acura Pharmaceuticals to your portfolios can decrease your overall portfolio volatility.