Cipher Pharmaceuticals Stock Market Value
| CPHRF Stock | USD 10.60 0.06 0.56% |
| Symbol | Cipher |
Cipher 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 Cipher Pharmaceuticals' 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 Cipher Pharmaceuticals.
| 12/09/2025 |
| 01/08/2026 |
If you would invest 0.00 in Cipher Pharmaceuticals on December 9, 2025 and sell it all today you would earn a total of 0.00 from holding Cipher Pharmaceuticals or generate 0.0% return on investment in Cipher Pharmaceuticals over 30 days. Cipher Pharmaceuticals is related to or competes with Benchmark Holdings, Mayne Pharma, Tristel PLC, Transgene, American Oncology, Hansa Biopharma, and Nika BioTechnology. Cipher Pharmaceuticals Inc. operates as a specialty pharmaceutical company in Canada More
Cipher 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 Cipher Pharmaceuticals' 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 Cipher Pharmaceuticals upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 14.31 | |||
| Value At Risk | (2.57) | |||
| Potential Upside | 3.95 |
Cipher Pharmaceuticals Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Cipher Pharmaceuticals' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Cipher Pharmaceuticals' standard deviation. In reality, there are many statistical measures that can use Cipher Pharmaceuticals historical prices to predict the future Cipher Pharmaceuticals' volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.11) | |||
| Total Risk Alpha | (0.26) | |||
| Treynor Ratio | (0.08) |
Cipher Pharmaceuticals Backtested Returns
At this point, Cipher Pharmaceuticals is not too volatile. Cipher Pharmaceuticals secures Sharpe Ratio (or Efficiency) of 0.0395, which signifies that the company had a 0.0395 % return per unit of risk over the last 3 months. We have found twenty-three technical indicators for Cipher Pharmaceuticals, which you can use to evaluate the volatility of the firm. Please confirm Cipher Pharmaceuticals' Standard Deviation of 2.3, mean deviation of 1.61, and Risk Adjusted Performance of (0.01) to double-check if the risk estimate we provide is consistent with the expected return of 0.0906%. Cipher Pharmaceuticals has a performance score of 3 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.77, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Cipher Pharmaceuticals' returns are expected to increase less than the market. However, during the bear market, the loss of holding Cipher Pharmaceuticals is expected to be smaller as well. Cipher Pharmaceuticals right now shows a risk of 2.29%. Please confirm Cipher Pharmaceuticals value at risk, as well as the relationship between the accumulation distribution and day typical price , to decide if Cipher Pharmaceuticals will be following its price patterns.
Auto-correlation | -0.34 |
Poor reverse predictability
Cipher Pharmaceuticals has poor reverse predictability. Overlapping area represents the amount of predictability between Cipher Pharmaceuticals time series from 9th of December 2025 to 24th of December 2025 and 24th of December 2025 to 8th 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 Cipher Pharmaceuticals price movement. The serial correlation of -0.34 indicates that nearly 34.0% of current Cipher Pharmaceuticals price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.34 | |
| Spearman Rank Test | 0.22 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
Cipher Pharmaceuticals lagged returns against current returns
Autocorrelation, which is Cipher Pharmaceuticals 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 Cipher Pharmaceuticals' otc stock expected returns. We can calculate the autocorrelation of Cipher Pharmaceuticals returns to help us make a trade decision. For example, suppose you find that Cipher Pharmaceuticals 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 |
| Timeline |
Cipher 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 Cipher Pharmaceuticals otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Cipher Pharmaceuticals otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Cipher Pharmaceuticals otc stock over time.
Current vs Lagged Prices |
| Timeline |
Cipher Pharmaceuticals Lagged Returns
When evaluating Cipher Pharmaceuticals' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Cipher Pharmaceuticals otc stock have on its future price. Cipher 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, Cipher Pharmaceuticals autocorrelation shows the relationship between Cipher Pharmaceuticals otc stock current value and its past values and can show if there is a momentum factor associated with investing in Cipher Pharmaceuticals.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Cipher OTC Stock
Cipher Pharmaceuticals financial ratios help investors to determine whether Cipher 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 Cipher with respect to the benefits of owning Cipher Pharmaceuticals security.