Briacell Therapeutics Corp Stock Market Value
| BCT Stock | 15.22 4.58 43.05% |
| Symbol | Briacell |
Briacell Therapeutics Price To Book Ratio
Briacell Therapeutics '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 Briacell Therapeutics' 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 Briacell Therapeutics.
| 10/15/2025 |
| 01/13/2026 |
If you would invest 0.00 in Briacell Therapeutics on October 15, 2025 and sell it all today you would earn a total of 0.00 from holding Briacell Therapeutics Corp or generate 0.0% return on investment in Briacell Therapeutics over 90 days. Briacell Therapeutics is related to or competes with Perimeter Medical, and Microbix Biosystems. Briacell Therapeutics is entity of Canada More
Briacell Therapeutics 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 Briacell Therapeutics' 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 Briacell Therapeutics Corp upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 46.69 | |||
| Value At Risk | (9.00) | |||
| Potential Upside | 10.75 |
Briacell Therapeutics Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Briacell Therapeutics' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Briacell Therapeutics' standard deviation. In reality, there are many statistical measures that can use Briacell Therapeutics historical prices to predict the future Briacell Therapeutics' volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.70) | |||
| Total Risk Alpha | (1.37) | |||
| Treynor Ratio | (0.25) |
Briacell Therapeutics Backtested Returns
Briacell Therapeutics appears to be moderately volatile, given 3 months investment horizon. Briacell Therapeutics secures Sharpe Ratio (or Efficiency) of 0.0277, which signifies that the company had a 0.0277 % return per unit of risk over the last 3 months. We have found twenty-three technical indicators for Briacell Therapeutics Corp, which you can use to evaluate the volatility of the firm. Please makes use of Briacell Therapeutics' Standard Deviation of 7.31, risk adjusted performance of (0.04), and Mean Deviation of 5.37 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Briacell Therapeutics holds a performance score of 2. The firm shows a Beta (market volatility) of 2.08, 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, Briacell Therapeutics will likely underperform. Please check Briacell Therapeutics' skewness, and the relationship between the treynor ratio and rate of daily change , to make a quick decision on whether Briacell Therapeutics' price patterns will revert.
Auto-correlation | 0.67 |
Good predictability
Briacell Therapeutics Corp has good predictability. Overlapping area represents the amount of predictability between Briacell Therapeutics time series from 15th of October 2025 to 29th of November 2025 and 29th of November 2025 to 13th 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 Briacell Therapeutics price movement. The serial correlation of 0.67 indicates that around 67.0% of current Briacell Therapeutics price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.67 | |
| Spearman Rank Test | 0.66 | |
| Residual Average | 0.0 | |
| Price Variance | 6.54 |
Briacell Therapeutics lagged returns against current returns
Autocorrelation, which is Briacell Therapeutics 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 Briacell Therapeutics' stock expected returns. We can calculate the autocorrelation of Briacell Therapeutics returns to help us make a trade decision. For example, suppose you find that Briacell Therapeutics has exhibited high autocorrelation historically, and you observe that the 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 |
Briacell Therapeutics 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 Briacell Therapeutics stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Briacell Therapeutics stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Briacell Therapeutics stock over time.
Current vs Lagged Prices |
| Timeline |
Briacell Therapeutics Lagged Returns
When evaluating Briacell Therapeutics' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Briacell Therapeutics stock have on its future price. Briacell Therapeutics 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, Briacell Therapeutics autocorrelation shows the relationship between Briacell Therapeutics stock current value and its past values and can show if there is a momentum factor associated with investing in Briacell Therapeutics Corp.
Regressed Prices |
| Timeline |
Pair Trading with Briacell Therapeutics
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 Briacell Therapeutics 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 Briacell Therapeutics will appreciate offsetting losses from the drop in the long position's value.Moving against Briacell Stock
| 0.68 | FFH-PI | Fairfax Financial | PairCorr |
| 0.68 | AX-UN | Artis Real Estate | PairCorr |
| 0.57 | FFH | Fairfax Financial | PairCorr |
| 0.55 | KTO | K2 Gold | PairCorr |
| 0.54 | VM | Voyageur Pharmaceuticals | PairCorr |
The ability to find closely correlated positions to Briacell Therapeutics could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Briacell Therapeutics 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 Briacell Therapeutics - 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 Briacell Therapeutics Corp to buy it.
The correlation of Briacell Therapeutics 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 Briacell Therapeutics moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Briacell Therapeutics 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 Briacell Therapeutics 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.Check out Briacell Therapeutics Correlation, Briacell Therapeutics Volatility and Briacell Therapeutics Alpha and Beta module to complement your research on Briacell Therapeutics. You can also try the Bond Analysis module to evaluate and analyze corporate bonds as a potential investment for your portfolios..
Briacell Therapeutics technical stock 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, stock market cycles, or different charting patterns.