Polynovo Limited Stock Market Value
| CALZF Stock | USD 0.77 0.05 6.10% |
| Symbol | PolyNovo |
PolyNovo '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 PolyNovo'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 PolyNovo.
| 12/22/2025 |
| 01/21/2026 |
If you would invest 0.00 in PolyNovo on December 22, 2025 and sell it all today you would earn a total of 0.00 from holding PolyNovo Limited or generate 0.0% return on investment in PolyNovo over 30 days. PolyNovo is related to or competes with 4DMedical, Xvivo Perfusion, CellaVision, Swedencare, Beijing Tong, and Sosei. PolyNovo Limited develops medical devices in the United States, Australia, New Zealand, the United Kingdom, Ireland, Sin... More
PolyNovo 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 PolyNovo'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 PolyNovo Limited upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 22.71 | |||
| Value At Risk | (6.25) | |||
| Potential Upside | 6.67 |
PolyNovo Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for PolyNovo's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as PolyNovo's standard deviation. In reality, there are many statistical measures that can use PolyNovo historical prices to predict the future PolyNovo's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.23) | |||
| Total Risk Alpha | (0.52) | |||
| Treynor Ratio | (0.36) |
PolyNovo Limited Backtested Returns
PolyNovo Limited maintains Sharpe Ratio (i.e., Efficiency) of -0.051, which implies the firm had a -0.051 % return per unit of risk over the last 3 months. PolyNovo Limited exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check PolyNovo's Coefficient Of Variation of (1,993), risk adjusted performance of (0.03), and Variance of 13.51 to confirm the risk estimate we provide. The company holds a Beta of 0.54, which implies possible diversification benefits within a given portfolio. As returns on the market increase, PolyNovo's returns are expected to increase less than the market. However, during the bear market, the loss of holding PolyNovo is expected to be smaller as well. At this point, PolyNovo Limited has a negative expected return of -0.19%. Please make sure to check PolyNovo's maximum drawdown, as well as the relationship between the daily balance of power and period momentum indicator , to decide if PolyNovo Limited performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.17 |
Very weak predictability
PolyNovo Limited has very weak predictability. Overlapping area represents the amount of predictability between PolyNovo time series from 22nd of December 2025 to 6th of January 2026 and 6th of January 2026 to 21st 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 PolyNovo Limited price movement. The serial correlation of 0.17 indicates that over 17.0% of current PolyNovo price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.17 | |
| Spearman Rank Test | 0.33 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
PolyNovo Limited lagged returns against current returns
Autocorrelation, which is PolyNovo 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 PolyNovo's pink sheet expected returns. We can calculate the autocorrelation of PolyNovo returns to help us make a trade decision. For example, suppose you find that PolyNovo 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 |
PolyNovo 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 PolyNovo pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if PolyNovo pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in PolyNovo pink sheet over time.
Current vs Lagged Prices |
| Timeline |
PolyNovo Lagged Returns
When evaluating PolyNovo's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of PolyNovo pink sheet have on its future price. PolyNovo 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, PolyNovo autocorrelation shows the relationship between PolyNovo pink sheet current value and its past values and can show if there is a momentum factor associated with investing in PolyNovo Limited.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in PolyNovo Pink Sheet
PolyNovo financial ratios help investors to determine whether PolyNovo Pink Sheet 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 PolyNovo with respect to the benefits of owning PolyNovo security.