Biogaia Ab Adr Stock Market Value
| BIOGY Stock | USD 11.00 0.65 6.28% |
| Symbol | Biogaia |
Biogaia AB '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 Biogaia AB'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 Biogaia AB.
| 11/29/2025 |
| 12/29/2025 |
If you would invest 0.00 in Biogaia AB on November 29, 2025 and sell it all today you would earn a total of 0.00 from holding Biogaia AB ADR or generate 0.0% return on investment in Biogaia AB over 30 days. BioGaia AB develops, markets, and sells probiotic products with documented health benefits worldwide More
Biogaia AB 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 Biogaia AB'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 Biogaia AB ADR upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 10.28 | |||
| Value At Risk | (0.51) |
Biogaia AB Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Biogaia AB's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Biogaia AB's standard deviation. In reality, there are many statistical measures that can use Biogaia AB historical prices to predict the future Biogaia AB's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.07) | |||
| Total Risk Alpha | (0.24) | |||
| Treynor Ratio | (0.52) |
Biogaia AB ADR Backtested Returns
Biogaia AB ADR secures Sharpe Ratio (or Efficiency) of -0.0124, which signifies that the company had a -0.0124 % return per unit of risk over the last 3 months. Biogaia AB ADR exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Biogaia AB's Risk Adjusted Performance of (0.01), mean deviation of 0.4926, and Standard Deviation of 1.68 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.11, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Biogaia AB's returns are expected to increase less than the market. However, during the bear market, the loss of holding Biogaia AB is expected to be smaller as well. At this point, Biogaia AB ADR has a negative expected return of -0.0211%. Please make sure to confirm Biogaia AB's variance, kurtosis, as well as the relationship between the Kurtosis and period momentum indicator , to decide if Biogaia AB ADR performance from the past will be repeated at some point in the near future.
Auto-correlation | Huge |
Perfect predictability
Biogaia AB ADR has perfect predictability. Overlapping area represents the amount of predictability between Biogaia AB time series from 29th of November 2025 to 14th of December 2025 and 14th of December 2025 to 29th 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 Biogaia AB ADR price movement. The serial correlation of 9.223372036854776E16 indicates that 9.223372036854776E16% of current Biogaia AB price fluctuation can be explain by its past prices.
| Correlation Coefficient | 92233.7 T | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.1 |
Biogaia AB ADR lagged returns against current returns
Autocorrelation, which is Biogaia AB 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 Biogaia AB's pink sheet expected returns. We can calculate the autocorrelation of Biogaia AB returns to help us make a trade decision. For example, suppose you find that Biogaia AB 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 |
Biogaia AB 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 Biogaia AB pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Biogaia AB pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Biogaia AB pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Biogaia AB Lagged Returns
When evaluating Biogaia AB's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Biogaia AB pink sheet have on its future price. Biogaia AB 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, Biogaia AB autocorrelation shows the relationship between Biogaia AB pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Biogaia AB ADR.
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 Biogaia Pink Sheet Analysis
When running Biogaia AB's price analysis, check to measure Biogaia AB'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 Biogaia AB is operating at the current time. Most of Biogaia AB's value examination focuses on studying past and present price action to predict the probability of Biogaia AB's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Biogaia AB's price. Additionally, you may evaluate how the addition of Biogaia AB to your portfolios can decrease your overall portfolio volatility.