Camurus Ab Stock Market Value
| CAMRF Stock | USD 71.00 3.90 5.81% |
| Symbol | Camurus |
Camurus 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 Camurus AB's otc 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 Camurus AB.
| 12/19/2025 |
| 01/18/2026 |
If you would invest 0.00 in Camurus AB on December 19, 2025 and sell it all today you would earn a total of 0.00 from holding Camurus AB or generate 0.0% return on investment in Camurus AB over 30 days. Camurus AB is related to or competes with Laboratorios Farmaceuticos, Genscript Biotech, ALK Abell, Ambu AS, InnoCare Pharma, Shanghai Junshi, and Telix Pharmaceuticals. Camurus AB , a pharmaceutical company, develops and commercializes medicines for severe and chronic conditions in Europe... More
Camurus 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 Camurus AB's otc 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 Camurus AB upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0) | |||
| Maximum Drawdown | 18.53 | |||
| Value At Risk | (0.04) |
Camurus AB Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Camurus AB's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Camurus AB's standard deviation. In reality, there are many statistical measures that can use Camurus AB historical prices to predict the future Camurus AB's volatility.| Risk Adjusted Performance | 0.0289 | |||
| Jensen Alpha | 0.0636 | |||
| Total Risk Alpha | (0.32) | |||
| Treynor Ratio | 0.3659 |
Camurus AB Backtested Returns
At this point, Camurus AB is very steady. Camurus AB secures Sharpe Ratio (or Efficiency) of 0.031, which signifies that the company had a 0.031 % return per unit of risk over the last 3 months. We have found twenty technical indicators for Camurus AB, which you can use to evaluate the volatility of the firm. Please confirm Camurus AB's Mean Deviation of 0.876, risk adjusted performance of 0.0289, and Standard Deviation of 3.09 to double-check if the risk estimate we provide is consistent with the expected return of 0.0974%. Camurus AB has a performance score of 2 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.23, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Camurus AB's returns are expected to increase less than the market. However, during the bear market, the loss of holding Camurus AB is expected to be smaller as well. Camurus AB right now shows a risk of 3.14%. Please confirm Camurus AB total risk alpha, as well as the relationship between the daily balance of power and price action indicator , to decide if Camurus AB will be following its price patterns.
Auto-correlation | 0.61 |
Good predictability
Camurus AB has good predictability. Overlapping area represents the amount of predictability between Camurus AB time series from 19th of December 2025 to 3rd of January 2026 and 3rd of January 2026 to 18th 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 Camurus AB price movement. The serial correlation of 0.61 indicates that roughly 61.0% of current Camurus AB price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.61 | |
| Spearman Rank Test | 0.3 | |
| Residual Average | 0.0 | |
| Price Variance | 3.62 |
Camurus AB lagged returns against current returns
Autocorrelation, which is Camurus AB otc 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 Camurus AB's otc stock expected returns. We can calculate the autocorrelation of Camurus AB returns to help us make a trade decision. For example, suppose you find that Camurus AB has exhibited high autocorrelation historically, and you observe that the otc 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 |
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Camurus 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 Camurus AB otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Camurus AB otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Camurus AB otc stock over time.
Current vs Lagged Prices |
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Camurus AB Lagged Returns
When evaluating Camurus AB's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Camurus AB otc stock have on its future price. Camurus 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, Camurus AB autocorrelation shows the relationship between Camurus AB otc stock current value and its past values and can show if there is a momentum factor associated with investing in Camurus AB.
Regressed Prices |
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Currently Active Assets on Macroaxis
Other Information on Investing in Camurus OTC Stock
Camurus AB financial ratios help investors to determine whether Camurus OTC 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 Camurus with respect to the benefits of owning Camurus AB security.