Aspen Pharmacare Holdings Stock Market Value
| APNHY Stock | USD 7.61 0.43 5.99% |
| Symbol | Aspen |
Aspen Pharmacare '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 Aspen Pharmacare'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 Aspen Pharmacare.
| 12/16/2025 |
| 01/15/2026 |
If you would invest 0.00 in Aspen Pharmacare on December 16, 2025 and sell it all today you would earn a total of 0.00 from holding Aspen Pharmacare Holdings or generate 0.0% return on investment in Aspen Pharmacare over 30 days. Aspen Pharmacare is related to or competes with HUTCHMED, Sihuan Pharmaceutical, Curaleaf Holdings, Dermapharm Holding, Hypera SA, Haw Par, and CanSino Biologics. Aspen Pharmacare Holdings Limited, together with its subsidiaries, manufactures and supplies specialty and branded pharm... More
Aspen Pharmacare 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 Aspen Pharmacare'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 Aspen Pharmacare Holdings upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.17 | |||
| Information Ratio | 0.0792 | |||
| Maximum Drawdown | 28.51 | |||
| Value At Risk | (3.07) | |||
| Potential Upside | 3.8 |
Aspen Pharmacare Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Aspen Pharmacare's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Aspen Pharmacare's standard deviation. In reality, there are many statistical measures that can use Aspen Pharmacare historical prices to predict the future Aspen Pharmacare's volatility.| Risk Adjusted Performance | 0.0844 | |||
| Jensen Alpha | 0.4795 | |||
| Total Risk Alpha | (0.13) | |||
| Sortino Ratio | 0.1289 | |||
| Treynor Ratio | (0.38) |
Aspen Pharmacare Holdings Backtested Returns
Aspen Pharmacare appears to be somewhat reliable, given 3 months investment horizon. Aspen Pharmacare Holdings secures Sharpe Ratio (or Efficiency) of 0.14, which signifies that the company had a 0.14 % return per unit of risk over the last 3 months. By analyzing Aspen Pharmacare's technical indicators, you can evaluate if the expected return of 0.5% is justified by implied risk. Please makes use of Aspen Pharmacare's Risk Adjusted Performance of 0.0844, mean deviation of 1.64, and Downside Deviation of 2.17 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Aspen Pharmacare holds a performance score of 10. The firm shows a Beta (market volatility) of -1.01, which signifies a somewhat significant risk relative to the market. As the market becomes more bullish, returns on owning Aspen Pharmacare are expected to decrease slowly. On the other hand, during market turmoil, Aspen Pharmacare is expected to outperform it slightly. Please check Aspen Pharmacare's maximum drawdown, as well as the relationship between the skewness and day typical price , to make a quick decision on whether Aspen Pharmacare's price patterns will revert.
Auto-correlation | 0.70 |
Good predictability
Aspen Pharmacare Holdings has good predictability. Overlapping area represents the amount of predictability between Aspen Pharmacare time series from 16th of December 2025 to 31st of December 2025 and 31st of December 2025 to 15th 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 Aspen Pharmacare Holdings price movement. The serial correlation of 0.7 indicates that around 70.0% of current Aspen Pharmacare price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.7 | |
| Spearman Rank Test | 0.7 | |
| Residual Average | 0.0 | |
| Price Variance | 0.09 |
Aspen Pharmacare Holdings lagged returns against current returns
Autocorrelation, which is Aspen Pharmacare 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 Aspen Pharmacare's pink sheet expected returns. We can calculate the autocorrelation of Aspen Pharmacare returns to help us make a trade decision. For example, suppose you find that Aspen Pharmacare 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 |
Aspen Pharmacare 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 Aspen Pharmacare pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Aspen Pharmacare pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Aspen Pharmacare pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Aspen Pharmacare Lagged Returns
When evaluating Aspen Pharmacare's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Aspen Pharmacare pink sheet have on its future price. Aspen Pharmacare 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, Aspen Pharmacare autocorrelation shows the relationship between Aspen Pharmacare pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Aspen Pharmacare Holdings.
Regressed Prices |
| Timeline |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for Aspen Pink Sheet Analysis
When running Aspen Pharmacare's price analysis, check to measure Aspen Pharmacare'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 Aspen Pharmacare is operating at the current time. Most of Aspen Pharmacare's value examination focuses on studying past and present price action to predict the probability of Aspen Pharmacare's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Aspen Pharmacare's price. Additionally, you may evaluate how the addition of Aspen Pharmacare to your portfolios can decrease your overall portfolio volatility.