Ayala Pharmaceuticals Stock Market Value
| ADXS Stock | USD 0.21 0.01 5.00% |
| Symbol | Ayala |
Ayala 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 Ayala 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 Ayala Pharmaceuticals.
| 12/12/2025 |
| 01/11/2026 |
If you would invest 0.00 in Ayala Pharmaceuticals on December 12, 2025 and sell it all today you would earn a total of 0.00 from holding Ayala Pharmaceuticals or generate 0.0% return on investment in Ayala Pharmaceuticals over 30 days. Advaxis, Inc., a clinical-stage biotechnology company, focuses on the discovery, development, and commercialization of p... More
Ayala 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 Ayala 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 Ayala Pharmaceuticals upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 56.83 | |||
| Information Ratio | 0.213 | |||
| Maximum Drawdown | 734.55 | |||
| Value At Risk | (53.64) | |||
| Potential Upside | 122.19 |
Ayala Pharmaceuticals Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ayala Pharmaceuticals' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ayala Pharmaceuticals' standard deviation. In reality, there are many statistical measures that can use Ayala Pharmaceuticals historical prices to predict the future Ayala Pharmaceuticals' volatility.| Risk Adjusted Performance | 0.1691 | |||
| Jensen Alpha | 17.87 | |||
| Total Risk Alpha | 9.39 | |||
| Sortino Ratio | 0.3496 | |||
| Treynor Ratio | 0.8057 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Ayala 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.
Ayala Pharmaceuticals Backtested Returns
Ayala Pharmaceuticals is out of control given 3 months investment horizon. Ayala Pharmaceuticals secures Sharpe Ratio (or Efficiency) of 0.21, which signifies that the company had a 0.21 % return per unit of standard deviation over the last 3 months. We have analyzed and interpolated twenty-seven different technical indicators, which can help you to evaluate if expected returns of 19.65% are justified by taking the suggested risk. Use Ayala Pharmaceuticals mean deviation of 45.48, and Risk Adjusted Performance of 0.1691 to evaluate company specific risk that cannot be diversified away. Ayala Pharmaceuticals holds a performance score of 16 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of 24.76, which signifies 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, Ayala Pharmaceuticals will likely underperform. Use Ayala Pharmaceuticals information ratio and the relationship between the value at risk and period momentum indicator , to analyze future returns on Ayala Pharmaceuticals.
Auto-correlation | 0.20 |
Weak predictability
Ayala Pharmaceuticals has weak predictability. Overlapping area represents the amount of predictability between Ayala Pharmaceuticals time series from 12th of December 2025 to 27th of December 2025 and 27th of December 2025 to 11th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Ayala Pharmaceuticals price movement. The serial correlation of 0.2 indicates that over 20.0% of current Ayala Pharmaceuticals price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.2 | |
| Spearman Rank Test | 0.27 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Ayala Pharmaceuticals lagged returns against current returns
Autocorrelation, which is Ayala 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 Ayala Pharmaceuticals' otc stock expected returns. We can calculate the autocorrelation of Ayala Pharmaceuticals returns to help us make a trade decision. For example, suppose you find that Ayala 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 |
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Ayala 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 Ayala Pharmaceuticals otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ayala 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 Ayala Pharmaceuticals otc stock over time.
Current vs Lagged Prices |
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Ayala Pharmaceuticals Lagged Returns
When evaluating Ayala Pharmaceuticals' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ayala Pharmaceuticals otc stock have on its future price. Ayala 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, Ayala Pharmaceuticals autocorrelation shows the relationship between Ayala Pharmaceuticals otc stock current value and its past values and can show if there is a momentum factor associated with investing in Ayala Pharmaceuticals.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Ayala OTC Stock Analysis
When running Ayala Pharmaceuticals' price analysis, check to measure Ayala 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 Ayala Pharmaceuticals is operating at the current time. Most of Ayala Pharmaceuticals' value examination focuses on studying past and present price action to predict the probability of Ayala Pharmaceuticals' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Ayala Pharmaceuticals' price. Additionally, you may evaluate how the addition of Ayala Pharmaceuticals to your portfolios can decrease your overall portfolio volatility.