Burzynski Research Stock Market Value
| BZYR Stock | USD 0.04 0.01 28.57% |
| Symbol | Burzynski |
Burzynski Research '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 Burzynski Research'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 Burzynski Research.
| 10/31/2024 |
| 11/30/2024 |
If you would invest 0.00 in Burzynski Research on October 31, 2024 and sell it all today you would earn a total of 0.00 from holding Burzynski Research or generate 0.0% return on investment in Burzynski Research over 30 days. Burzynski Research is related to or competes with ProKidney Corp, Orchestra BioMed, Lixte Biotechnology, Scpharmaceuticals, DiaMedica Therapeutics, Monopar Therapeutics, and Pasithea Therapeutics. Burzynski Research Institute, Inc. engages in the research and development of antineoplaston drugs to treat cancer More
Burzynski Research 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 Burzynski Research'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 Burzynski Research upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 29.52 | |||
| Information Ratio | 0.0718 | |||
| Maximum Drawdown | 119.3 | |||
| Value At Risk | (25.45) | |||
| Potential Upside | 24.24 |
Burzynski Research Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Burzynski Research's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Burzynski Research's standard deviation. In reality, there are many statistical measures that can use Burzynski Research historical prices to predict the future Burzynski Research's volatility.| Risk Adjusted Performance | 0.0708 | |||
| Jensen Alpha | 0.8989 | |||
| Total Risk Alpha | (1.46) | |||
| Sortino Ratio | 0.0407 | |||
| Treynor Ratio | 0.3943 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Burzynski Research's 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.
Burzynski Research Backtested Returns
Burzynski Research is out of control given 3 months investment horizon. Burzynski Research secures Sharpe Ratio (or Efficiency) of 0.0599, which signifies that the company had a 0.0599% return per unit of risk over the last 3 months. We have analyzed and interpolated twenty-eight different technical indicators, which can help you to evaluate if expected returns of 1.0% are justified by taking the suggested risk. Use Burzynski Research Mean Deviation of 7.61, downside deviation of 29.52, and Risk Adjusted Performance of 0.0708 to evaluate company specific risk that cannot be diversified away. Burzynski Research holds a performance score of 4 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of 3.37, 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, Burzynski Research will likely underperform. Use Burzynski Research value at risk, as well as the relationship between the kurtosis and period momentum indicator , to analyze future returns on Burzynski Research.
Auto-correlation | -0.3 |
Weak reverse predictability
Burzynski Research has weak reverse predictability. Overlapping area represents the amount of predictability between Burzynski Research time series from 31st of October 2024 to 15th of November 2024 and 15th of November 2024 to 30th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Burzynski Research price movement. The serial correlation of -0.3 indicates that nearly 30.0% of current Burzynski Research price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.3 | |
| Spearman Rank Test | -0.45 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Burzynski Research lagged returns against current returns
Autocorrelation, which is Burzynski Research 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 Burzynski Research's pink sheet expected returns. We can calculate the autocorrelation of Burzynski Research returns to help us make a trade decision. For example, suppose you find that Burzynski Research 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 |
Burzynski Research 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 Burzynski Research pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Burzynski Research pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Burzynski Research pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Burzynski Research Lagged Returns
When evaluating Burzynski Research's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Burzynski Research pink sheet have on its future price. Burzynski Research 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, Burzynski Research autocorrelation shows the relationship between Burzynski Research pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Burzynski Research.
Regressed Prices |
| Timeline |
Pair Trading with Burzynski Research
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 Burzynski Research 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 Burzynski Research will appreciate offsetting losses from the drop in the long position's value.Moving against Burzynski Pink Sheet
| 0.5 | TLKMF | Telkom Indonesia Tbk | PairCorr |
| 0.36 | BAC | Bank of America Aggressive Push | PairCorr |
| 0.33 | SSNLF | Samsung Electronics | PairCorr |
| 0.33 | CSCO | Cisco Systems Sell-off Trend | PairCorr |
The ability to find closely correlated positions to Burzynski Research could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Burzynski Research 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 Burzynski Research - 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 Burzynski Research to buy it.
The correlation of Burzynski Research 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 Burzynski Research moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Burzynski Research 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 Burzynski Research 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.Additional Tools for Burzynski Pink Sheet Analysis
When running Burzynski Research's price analysis, check to measure Burzynski Research'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 Burzynski Research is operating at the current time. Most of Burzynski Research's value examination focuses on studying past and present price action to predict the probability of Burzynski Research's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Burzynski Research's price. Additionally, you may evaluate how the addition of Burzynski Research to your portfolios can decrease your overall portfolio volatility.