Ascentage Pharma Group Stock Market Value
| ASPHF Stock | USD 8.48 0.00 0.00% |
| Symbol | Ascentage |
Ascentage Pharma '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 Ascentage Pharma'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 Ascentage Pharma.
| 06/28/2025 |
| 12/25/2025 |
If you would invest 0.00 in Ascentage Pharma on June 28, 2025 and sell it all today you would earn a total of 0.00 from holding Ascentage Pharma Group or generate 0.0% return on investment in Ascentage Pharma over 180 days. Ascentage Pharma is related to or competes with Galenica, and Sugi Holdings. More
Ascentage Pharma 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 Ascentage Pharma'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 Ascentage Pharma Group upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 16.95 |
Ascentage Pharma Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ascentage Pharma's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ascentage Pharma's standard deviation. In reality, there are many statistical measures that can use Ascentage Pharma historical prices to predict the future Ascentage Pharma's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.11) | |||
| Total Risk Alpha | (0.37) | |||
| Treynor Ratio | 0.4446 |
Ascentage Pharma Backtested Returns
Ascentage Pharma secures Sharpe Ratio (or Efficiency) of -0.0472, which signifies that the company had a -0.0472 % return per unit of standard deviation over the last 3 months. Ascentage Pharma Group exposes sixteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Ascentage Pharma's mean deviation of 0.5262, and Risk Adjusted Performance of (0.03) to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.28, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Ascentage Pharma are expected to decrease at a much lower rate. During the bear market, Ascentage Pharma is likely to outperform the market. At this point, Ascentage Pharma has a negative expected return of -0.12%. Please make sure to confirm Ascentage Pharma's standard deviation, as well as the relationship between the maximum drawdown and day median price , to decide if Ascentage Pharma performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.75 |
Almost perfect reverse predictability
Ascentage Pharma Group has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Ascentage Pharma time series from 28th of June 2025 to 26th of September 2025 and 26th of September 2025 to 25th 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 Ascentage Pharma price movement. The serial correlation of -0.75 indicates that around 75.0% of current Ascentage Pharma price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.75 | |
| Spearman Rank Test | -0.51 | |
| Residual Average | 0.0 | |
| Price Variance | 0.2 |
Ascentage Pharma lagged returns against current returns
Autocorrelation, which is Ascentage Pharma 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 Ascentage Pharma's pink sheet expected returns. We can calculate the autocorrelation of Ascentage Pharma returns to help us make a trade decision. For example, suppose you find that Ascentage Pharma 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 |
Ascentage Pharma 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 Ascentage Pharma pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ascentage Pharma pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ascentage Pharma pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Ascentage Pharma Lagged Returns
When evaluating Ascentage Pharma's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ascentage Pharma pink sheet have on its future price. Ascentage Pharma 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, Ascentage Pharma autocorrelation shows the relationship between Ascentage Pharma pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Ascentage Pharma Group.
Regressed Prices |
| Timeline |
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Additional Information and Resources on Investing in Ascentage Pink Sheet
When determining whether Ascentage Pharma is a strong investment it is important to analyze Ascentage Pharma's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Ascentage Pharma's future performance. For an informed investment choice regarding Ascentage Pink Sheet, refer to the following important reports:Check out Ascentage Pharma Correlation, Ascentage Pharma Volatility and Ascentage Pharma Alpha and Beta module to complement your research on Ascentage Pharma. You can also try the Idea Analyzer module to analyze all characteristics, volatility and risk-adjusted return of Macroaxis ideas.
Ascentage Pharma technical pink sheet analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, pink sheet market cycles, or different charting patterns.