Cytosorbents Crp Stock Market Value
| CTSO Stock | USD 1.14 0.14 14.00% |
| Symbol | Cytosorbents |
Is Health Care Equipment & Supplies 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 Cytosorbents Crp. If investors know Cytosorbents 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 Cytosorbents Crp listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of Cytosorbents Crp is measured differently than its book value, which is the value of Cytosorbents that is recorded on the company's balance sheet. Investors also form their own opinion of Cytosorbents Crp's value that differs from its market value or its book value, called intrinsic value, which is Cytosorbents Crp'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 Cytosorbents Crp's market value can be influenced by many factors that don't directly affect Cytosorbents Crp'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 Cytosorbents Crp's value and its price as these two are different measures arrived at by different means. Investors typically determine if Cytosorbents Crp is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Cytosorbents Crp'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.
Cytosorbents Crp '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 Cytosorbents Crp'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 Cytosorbents Crp.
| 02/04/2025 |
| 03/06/2025 |
If you would invest 0.00 in Cytosorbents Crp on February 4, 2025 and sell it all today you would earn a total of 0.00 from holding Cytosorbents Crp or generate 0.0% return on investment in Cytosorbents Crp over 30 days. Cytosorbents Crp is related to or competes with LivaNova PLC, Electromed, Orthopediatrics Corp, SurModics, Neuropace, Clearpoint Neuro, and Tela Bio. Cytosorbents Corporation engages in the research, development, and commercialization of medical devices with its blood p... More
Cytosorbents Crp 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 Cytosorbents Crp'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 Cytosorbents Crp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.75 | |||
| Information Ratio | 0.0936 | |||
| Maximum Drawdown | 24.47 | |||
| Value At Risk | (8.70) | |||
| Potential Upside | 11.5 |
Cytosorbents Crp Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Cytosorbents Crp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Cytosorbents Crp's standard deviation. In reality, there are many statistical measures that can use Cytosorbents Crp historical prices to predict the future Cytosorbents Crp's volatility.| Risk Adjusted Performance | 0.0734 | |||
| Jensen Alpha | 0.5842 | |||
| Total Risk Alpha | 0.8721 | |||
| Sortino Ratio | 0.1038 | |||
| Treynor Ratio | 0.1791 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Cytosorbents Crp'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.
Cytosorbents Crp Backtested Returns
Cytosorbents Crp appears to be extremely dangerous, given 3 months investment horizon. Cytosorbents Crp secures Sharpe Ratio (or Efficiency) of 0.0969, which signifies that the company had a 0.0969 % return per unit of risk over the last 3 months. By analyzing Cytosorbents Crp's technical indicators, you can evaluate if the expected return of 0.52% is justified by implied risk. Please makes use of Cytosorbents Crp's Mean Deviation of 3.81, downside deviation of 4.75, and Risk Adjusted Performance of 0.0734 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Cytosorbents Crp holds a performance score of 7. The firm shows a Beta (market volatility) of 2.38, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Cytosorbents Crp will likely underperform. Please check Cytosorbents Crp's value at risk, as well as the relationship between the skewness and day median price , to make a quick decision on whether Cytosorbents Crp's price patterns will revert.
Auto-correlation | -0.6 |
Good reverse predictability
Cytosorbents Crp has good reverse predictability. Overlapping area represents the amount of predictability between Cytosorbents Crp time series from 4th of February 2025 to 19th of February 2025 and 19th of February 2025 to 6th of March 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 Cytosorbents Crp price movement. The serial correlation of -0.6 indicates that roughly 60.0% of current Cytosorbents Crp price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.6 | |
| Spearman Rank Test | -0.42 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Cytosorbents Crp lagged returns against current returns
Autocorrelation, which is Cytosorbents Crp 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 Cytosorbents Crp's stock expected returns. We can calculate the autocorrelation of Cytosorbents Crp returns to help us make a trade decision. For example, suppose you find that Cytosorbents Crp 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 |
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Cytosorbents Crp 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 Cytosorbents Crp stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Cytosorbents Crp stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Cytosorbents Crp stock over time.
Current vs Lagged Prices |
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Cytosorbents Crp Lagged Returns
When evaluating Cytosorbents Crp's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Cytosorbents Crp stock have on its future price. Cytosorbents Crp 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, Cytosorbents Crp autocorrelation shows the relationship between Cytosorbents Crp stock current value and its past values and can show if there is a momentum factor associated with investing in Cytosorbents Crp.
Regressed Prices |
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When determining whether Cytosorbents Crp offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Cytosorbents Crp's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Cytosorbents Crp Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Cytosorbents Crp Stock:
Check out Cytosorbents Crp Correlation, Cytosorbents Crp Volatility and Cytosorbents Crp Alpha and Beta module to complement your research on Cytosorbents Crp. To learn how to invest in Cytosorbents Stock, please use our How to Invest in Cytosorbents Crp guide.You can also try the Positions Ratings module to determine portfolio positions ratings based on digital equity recommendations. Macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance.
Cytosorbents Crp 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.