Cosmos Health Stock Market Value
| COSM Stock | USD 0.75 0.01 1.35% |
| Symbol | Cosmos |
Cosmos Health Price To Book Ratio
Is Health Care Providers & Services space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Cosmos Health. If investors know Cosmos will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Cosmos Health listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Earnings Share (2.45) | Revenue Per Share 3.733 | Quarterly Revenue Growth 0.068 | Return On Assets (0.20) | Return On Equity (0.57) |
The market value of Cosmos Health is measured differently than its book value, which is the value of Cosmos that is recorded on the company's balance sheet. Investors also form their own opinion of Cosmos Health's value that differs from its market value or its book value, called intrinsic value, which is Cosmos Health's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Cosmos Health's market value can be influenced by many factors that don't directly affect Cosmos Health's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Cosmos Health's value and its price as these two are different measures arrived at by different means. Investors typically determine if Cosmos Health is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Cosmos Health's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Cosmos Health '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 Cosmos Health's 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 Cosmos Health.
| 10/27/2024 |
| 11/26/2024 |
If you would invest 0.00 in Cosmos Health on October 27, 2024 and sell it all today you would earn a total of 0.00 from holding Cosmos Health or generate 0.0% return on investment in Cosmos Health over 30 days. Cosmos Health is related to or competes with Lifecore Biomedical, Shionogi, Sunshine Biopharma, China SXT, Shuttle Pharmaceuticals, Petros Pharmaceuticals, and Ironwood Pharmaceuticals. Cosmos Holdings Inc. operates as a vertically integrated pharmaceutical company More
Cosmos Health 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 Cosmos Health's 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 Cosmos Health upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.18) | |||
| Maximum Drawdown | 27.64 | |||
| Value At Risk | (7.89) | |||
| Potential Upside | 6.85 |
Cosmos Health Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Cosmos Health's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Cosmos Health's standard deviation. In reality, there are many statistical measures that can use Cosmos Health historical prices to predict the future Cosmos Health's volatility.| Risk Adjusted Performance | (0.11) | |||
| Jensen Alpha | (0.77) | |||
| Total Risk Alpha | (1.48) | |||
| Treynor Ratio | (1.77) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Cosmos Health'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.
Cosmos Health Backtested Returns
Cosmos Health 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. Cosmos Health exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Cosmos Health's Standard Deviation of 4.82, risk adjusted performance of (0.11), and Mean Deviation of 3.67 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.41, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Cosmos Health's returns are expected to increase less than the market. However, during the bear market, the loss of holding Cosmos Health is expected to be smaller as well. At this point, Cosmos Health has a negative expected return of -0.57%. Please make sure to confirm Cosmos Health's treynor ratio, kurtosis, as well as the relationship between the Kurtosis and day typical price , to decide if Cosmos Health performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.4 |
Poor reverse predictability
Cosmos Health has poor reverse predictability. Overlapping area represents the amount of predictability between Cosmos Health time series from 27th of October 2024 to 11th of November 2024 and 11th of November 2024 to 26th 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 Cosmos Health price movement. The serial correlation of -0.4 indicates that just about 40.0% of current Cosmos Health price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.4 | |
| Spearman Rank Test | -0.47 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Cosmos Health lagged returns against current returns
Autocorrelation, which is Cosmos Health 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 Cosmos Health's stock expected returns. We can calculate the autocorrelation of Cosmos Health returns to help us make a trade decision. For example, suppose you find that Cosmos Health has exhibited high autocorrelation historically, and you observe that the 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 |
| Timeline |
Cosmos Health 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 Cosmos Health stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Cosmos Health stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Cosmos Health stock over time.
Current vs Lagged Prices |
| Timeline |
Cosmos Health Lagged Returns
When evaluating Cosmos Health's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Cosmos Health stock have on its future price. Cosmos Health 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, Cosmos Health autocorrelation shows the relationship between Cosmos Health stock current value and its past values and can show if there is a momentum factor associated with investing in Cosmos Health.
Regressed Prices |
| Timeline |
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Cosmos Health technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.