Clinuvel Pharmaceuticals Ltd Stock Market Value
| CLVLY Stock | USD 8.75 0.30 3.55% |
| Symbol | Clinuvel |
Clinuvel Pharmaceuticals '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 Clinuvel Pharmaceuticals' 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 Clinuvel Pharmaceuticals.
| 06/28/2025 |
| 12/25/2025 |
If you would invest 0.00 in Clinuvel Pharmaceuticals on June 28, 2025 and sell it all today you would earn a total of 0.00 from holding Clinuvel Pharmaceuticals Ltd or generate 0.0% return on investment in Clinuvel Pharmaceuticals over 180 days. Clinuvel Pharmaceuticals is related to or competes with Northwest Biotherapeutics, Frontage Holdings, PureTech Health, Immutep, Healios KK, Cytodyn, and Ion Beam. Clinuvel Pharmaceuticals Limited, a biopharmaceutical company, focuses on developing and commercializing treatments for ... More
Clinuvel Pharmaceuticals 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 Clinuvel Pharmaceuticals' 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 Clinuvel Pharmaceuticals Ltd upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.65 | |||
| Information Ratio | 0.095 | |||
| Maximum Drawdown | 9.85 | |||
| Value At Risk | (2.55) | |||
| Potential Upside | 4.05 |
Clinuvel Pharmaceuticals Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Clinuvel Pharmaceuticals' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Clinuvel Pharmaceuticals' standard deviation. In reality, there are many statistical measures that can use Clinuvel Pharmaceuticals historical prices to predict the future Clinuvel Pharmaceuticals' volatility.| Risk Adjusted Performance | 0.101 | |||
| Jensen Alpha | 0.2342 | |||
| Total Risk Alpha | 0.0603 | |||
| Sortino Ratio | 0.118 | |||
| Treynor Ratio | 0.6121 |
Clinuvel Pharmaceuticals Backtested Returns
Clinuvel Pharmaceuticals appears to be somewhat reliable, given 3 months investment horizon. Clinuvel Pharmaceuticals secures Sharpe Ratio (or Efficiency) of 0.12, which signifies that the company had a 0.12 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Clinuvel Pharmaceuticals Ltd, which you can use to evaluate the volatility of the firm. Please makes use of Clinuvel Pharmaceuticals' Mean Deviation of 1.56, downside deviation of 1.65, and Risk Adjusted Performance of 0.101 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Clinuvel Pharmaceuticals holds a performance score of 9. The firm shows a Beta (market volatility) of 0.43, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Clinuvel Pharmaceuticals' returns are expected to increase less than the market. However, during the bear market, the loss of holding Clinuvel Pharmaceuticals is expected to be smaller as well. Please check Clinuvel Pharmaceuticals' sortino ratio, as well as the relationship between the semi variance and rate of daily change , to make a quick decision on whether Clinuvel Pharmaceuticals' price patterns will revert.
Auto-correlation | -0.54 |
Good reverse predictability
Clinuvel Pharmaceuticals Ltd has good reverse predictability. Overlapping area represents the amount of predictability between Clinuvel Pharmaceuticals time series from 28th of June 2025 to 26th of September 2025 and 26th of September 2025 to 25th 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 Clinuvel Pharmaceuticals price movement. The serial correlation of -0.54 indicates that about 54.0% of current Clinuvel Pharmaceuticals price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.54 | |
| Spearman Rank Test | -0.22 | |
| Residual Average | 0.0 | |
| Price Variance | 0.25 |
Clinuvel Pharmaceuticals lagged returns against current returns
Autocorrelation, which is Clinuvel Pharmaceuticals 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 Clinuvel Pharmaceuticals' pink sheet expected returns. We can calculate the autocorrelation of Clinuvel Pharmaceuticals returns to help us make a trade decision. For example, suppose you find that Clinuvel Pharmaceuticals 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 |
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Clinuvel Pharmaceuticals 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 Clinuvel Pharmaceuticals pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Clinuvel Pharmaceuticals pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Clinuvel Pharmaceuticals pink sheet over time.
Current vs Lagged Prices |
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Clinuvel Pharmaceuticals Lagged Returns
When evaluating Clinuvel Pharmaceuticals' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Clinuvel Pharmaceuticals pink sheet have on its future price. Clinuvel Pharmaceuticals 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, Clinuvel Pharmaceuticals autocorrelation shows the relationship between Clinuvel Pharmaceuticals pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Clinuvel Pharmaceuticals Ltd.
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 Clinuvel Pink Sheet Analysis
When running Clinuvel Pharmaceuticals' price analysis, check to measure Clinuvel Pharmaceuticals' 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 Clinuvel Pharmaceuticals is operating at the current time. Most of Clinuvel Pharmaceuticals' value examination focuses on studying past and present price action to predict the probability of Clinuvel Pharmaceuticals' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Clinuvel Pharmaceuticals' price. Additionally, you may evaluate how the addition of Clinuvel Pharmaceuticals to your portfolios can decrease your overall portfolio volatility.