Cosmo Pharmaceuticals Nv Stock Market Value
| CMOPF Stock | USD 136.00 3.55 2.68% |
| Symbol | Cosmo |
Cosmo 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 Cosmo 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 Cosmo Pharmaceuticals.
| 12/21/2025 |
| 01/20/2026 |
If you would invest 0.00 in Cosmo Pharmaceuticals on December 21, 2025 and sell it all today you would earn a total of 0.00 from holding Cosmo Pharmaceuticals NV or generate 0.0% return on investment in Cosmo Pharmaceuticals over 30 days. Cosmo Pharmaceuticals is related to or competes with Kissei Pharmaceutical, Trulieve Cannabis, Raffles Medical, Nippon Shinyaku, SSY Group, Evotec SE, and China Traditional. Cosmo Pharmaceuticals N.V., a specialty pharmaceutical company, focuses on the development and commercialization product... More
Cosmo 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 Cosmo 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 Cosmo Pharmaceuticals NV upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.43 | |||
| Information Ratio | 0.1908 | |||
| Maximum Drawdown | 25.93 | |||
| Value At Risk | (2.66) | |||
| Potential Upside | 4.55 |
Cosmo Pharmaceuticals Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Cosmo Pharmaceuticals' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Cosmo Pharmaceuticals' standard deviation. In reality, there are many statistical measures that can use Cosmo Pharmaceuticals historical prices to predict the future Cosmo Pharmaceuticals' volatility.| Risk Adjusted Performance | 0.159 | |||
| Jensen Alpha | 0.7875 | |||
| Total Risk Alpha | 0.3163 | |||
| Sortino Ratio | 0.293 | |||
| Treynor Ratio | 4.65 |
Cosmo Pharmaceuticals Backtested Returns
Cosmo Pharmaceuticals appears to be very steady, given 3 months investment horizon. Cosmo Pharmaceuticals secures Sharpe Ratio (or Efficiency) of 0.22, which signifies that the company had a 0.22 % return per unit of risk over the last 3 months. By analyzing Cosmo Pharmaceuticals' technical indicators, you can evaluate if the expected return of 0.87% is justified by implied risk. Please makes use of Cosmo Pharmaceuticals' Risk Adjusted Performance of 0.159, downside deviation of 2.43, and Mean Deviation of 1.93 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Cosmo Pharmaceuticals holds a performance score of 17. The firm shows a Beta (market volatility) of 0.17, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Cosmo Pharmaceuticals' returns are expected to increase less than the market. However, during the bear market, the loss of holding Cosmo Pharmaceuticals is expected to be smaller as well. Please check Cosmo Pharmaceuticals' semi variance, and the relationship between the maximum drawdown and accumulation distribution , to make a quick decision on whether Cosmo Pharmaceuticals' price patterns will revert.
Auto-correlation | -0.32 |
Poor reverse predictability
Cosmo Pharmaceuticals NV has poor reverse predictability. Overlapping area represents the amount of predictability between Cosmo Pharmaceuticals time series from 21st of December 2025 to 5th of January 2026 and 5th of January 2026 to 20th 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 Cosmo Pharmaceuticals price movement. The serial correlation of -0.32 indicates that nearly 32.0% of current Cosmo Pharmaceuticals price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.32 | |
| Spearman Rank Test | -0.37 | |
| Residual Average | 0.0 | |
| Price Variance | 6.11 |
Cosmo Pharmaceuticals lagged returns against current returns
Autocorrelation, which is Cosmo 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 Cosmo Pharmaceuticals' pink sheet expected returns. We can calculate the autocorrelation of Cosmo Pharmaceuticals returns to help us make a trade decision. For example, suppose you find that Cosmo 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 |
| Timeline |
Cosmo 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 Cosmo Pharmaceuticals pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Cosmo 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 Cosmo Pharmaceuticals pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Cosmo Pharmaceuticals Lagged Returns
When evaluating Cosmo Pharmaceuticals' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Cosmo Pharmaceuticals pink sheet have on its future price. Cosmo 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, Cosmo Pharmaceuticals autocorrelation shows the relationship between Cosmo Pharmaceuticals pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Cosmo Pharmaceuticals NV.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Cosmo Pink Sheet
Cosmo Pharmaceuticals financial ratios help investors to determine whether Cosmo 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 Cosmo with respect to the benefits of owning Cosmo Pharmaceuticals security.