Biosergen (Sweden) Market Value
| BIOSGN Stock | 39.00 1.00 2.50% |
| Symbol | Biosergen |
Biosergen '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 Biosergen's 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 Biosergen.
| 12/12/2025 |
| 01/11/2026 |
If you would invest 0.00 in Biosergen on December 12, 2025 and sell it all today you would earn a total of 0.00 from holding Biosergen AS or generate 0.0% return on investment in Biosergen over 30 days. Biosergen is related to or competes with Nanologica, Biovica International, NextCell Pharma, Arcoma AB, Pila Pharma, Scandinavian ChemoTech, and Xbrane Biopharma. More
Biosergen 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 Biosergen's 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 Biosergen AS upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.10) | |||
| Maximum Drawdown | 21.68 | |||
| Value At Risk | (5.32) | |||
| Potential Upside | 6.44 |
Biosergen Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Biosergen's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Biosergen's standard deviation. In reality, there are many statistical measures that can use Biosergen historical prices to predict the future Biosergen's volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.30) | |||
| Total Risk Alpha | (0.74) | |||
| Treynor Ratio | 8.07 |
Biosergen AS Backtested Returns
Biosergen AS secures Sharpe Ratio (or Efficiency) of -0.0788, which signifies that the company had a -0.0788 % return per unit of risk over the last 3 months. Biosergen AS exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Biosergen's Standard Deviation of 3.82, mean deviation of 2.8, and Risk Adjusted Performance of (0.05) to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.0379, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Biosergen are expected to decrease at a much lower rate. During the bear market, Biosergen is likely to outperform the market. At this point, Biosergen AS has a negative expected return of -0.31%. Please make sure to confirm Biosergen's value at risk, as well as the relationship between the accumulation distribution and day typical price , to decide if Biosergen AS performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.52 |
Modest predictability
Biosergen AS has modest predictability. Overlapping area represents the amount of predictability between Biosergen 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 Biosergen AS price movement. The serial correlation of 0.52 indicates that about 52.0% of current Biosergen price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.52 | |
| Spearman Rank Test | 0.43 | |
| Residual Average | 0.0 | |
| Price Variance | 0.37 |
Biosergen AS lagged returns against current returns
Autocorrelation, which is Biosergen 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 Biosergen's stock expected returns. We can calculate the autocorrelation of Biosergen returns to help us make a trade decision. For example, suppose you find that Biosergen 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 |
Biosergen 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 Biosergen stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Biosergen stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Biosergen stock over time.
Current vs Lagged Prices |
| Timeline |
Biosergen Lagged Returns
When evaluating Biosergen's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Biosergen stock have on its future price. Biosergen 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, Biosergen autocorrelation shows the relationship between Biosergen stock current value and its past values and can show if there is a momentum factor associated with investing in Biosergen AS.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Other Information on Investing in Biosergen Stock
Biosergen financial ratios help investors to determine whether Biosergen Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Biosergen with respect to the benefits of owning Biosergen security.