Biophytis Sa Stock Market Value
| BPTSY Stock | 0.01 0.01 1,000.00% |
| Symbol | Biophytis |
Biophytis '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 Biophytis' 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 Biophytis.
| 11/29/2025 |
| 12/29/2025 |
If you would invest 0.00 in Biophytis on November 29, 2025 and sell it all today you would earn a total of 0.00 from holding Biophytis SA or generate 0.0% return on investment in Biophytis over 30 days.
Biophytis 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 Biophytis' 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 Biophytis SA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0921 | |||
| Maximum Drawdown | 112.54 |
Biophytis Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Biophytis' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Biophytis' standard deviation. In reality, there are many statistical measures that can use Biophytis historical prices to predict the future Biophytis' volatility.| Risk Adjusted Performance | 0.075 | |||
| Jensen Alpha | 12.23 | |||
| Total Risk Alpha | (1.82) | |||
| Treynor Ratio | (1.31) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Biophytis' price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Biophytis SA Backtested Returns
Biophytis is out of control given 3 months investment horizon. Biophytis SA secures Sharpe Ratio (or Efficiency) of 0.0949, which signifies that the company had a 0.0949 % return per unit of risk over the last 3 months. We are able to interpolate and collect twenty different technical indicators, which can help you to evaluate if expected returns of 12.13% are justified by taking the suggested risk. Use Biophytis Standard Deviation of 124.84, risk adjusted performance of 0.075, and Mean Deviation of 30.02 to evaluate company specific risk that cannot be diversified away. Biophytis holds a performance score of 7 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of -8.85, which signifies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Biophytis are expected to decrease by larger amounts. On the other hand, during market turmoil, Biophytis is expected to outperform it. Use Biophytis variance, daily balance of power, as well as the relationship between the Daily Balance Of Power and relative strength index , to analyze future returns on Biophytis.
Auto-correlation | -0.09 |
Very weak reverse predictability
Biophytis SA has very weak reverse predictability. Overlapping area represents the amount of predictability between Biophytis 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 Biophytis SA price movement. The serial correlation of -0.09 indicates that less than 9.0% of current Biophytis price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.09 | |
| Spearman Rank Test | -0.21 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Biophytis SA lagged returns against current returns
Autocorrelation, which is Biophytis 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 Biophytis' pink sheet expected returns. We can calculate the autocorrelation of Biophytis returns to help us make a trade decision. For example, suppose you find that Biophytis 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 |
Biophytis 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 Biophytis pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Biophytis pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Biophytis pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Biophytis Lagged Returns
When evaluating Biophytis' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Biophytis pink sheet have on its future price. Biophytis 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, Biophytis autocorrelation shows the relationship between Biophytis pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Biophytis SA.
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 Biophytis Pink Sheet Analysis
When running Biophytis' price analysis, check to measure Biophytis' 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 Biophytis is operating at the current time. Most of Biophytis' value examination focuses on studying past and present price action to predict the probability of Biophytis' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Biophytis' price. Additionally, you may evaluate how the addition of Biophytis to your portfolios can decrease your overall portfolio volatility.