Emmaus Life Sciences Stock Market Value
| EMMA Stock | USD 0.01 0 20.37% |
| Symbol | Emmaus |
Emmaus Life '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 Emmaus Life's 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 Emmaus Life.
| 12/01/2025 |
| 12/31/2025 |
If you would invest 0.00 in Emmaus Life on December 1, 2025 and sell it all today you would earn a total of 0.00 from holding Emmaus Life Sciences or generate 0.0% return on investment in Emmaus Life over 30 days. Emmaus Life is related to or competes with Orgenesis, and Helix BioMedix. Emmaus Life Sciences, Inc., a commercial-stage biopharmaceutical company, discovers, develops, markets, and sells treatm... More
Emmaus Life 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 Emmaus Life's 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 Emmaus Life Sciences upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 10.9 | |||
| Information Ratio | 0.0684 | |||
| Maximum Drawdown | 64.24 | |||
| Value At Risk | (15.45) | |||
| Potential Upside | 27.59 |
Emmaus Life Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Emmaus Life's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Emmaus Life's standard deviation. In reality, there are many statistical measures that can use Emmaus Life historical prices to predict the future Emmaus Life's volatility.| Risk Adjusted Performance | 0.0616 | |||
| Jensen Alpha | 0.9354 | |||
| Total Risk Alpha | (0.14) | |||
| Sortino Ratio | 0.0713 | |||
| Treynor Ratio | (0.51) |
Emmaus Life Sciences Backtested Returns
Emmaus Life appears to be out of control, given 3 months investment horizon. Emmaus Life Sciences secures Sharpe Ratio (or Efficiency) of 0.0719, which denotes the company had a 0.0719 % return per unit of risk over the last 3 months. By reviewing Emmaus Life's technical indicators, you can evaluate if the expected return of 0.83% is justified by implied risk. Please utilize Emmaus Life's Downside Deviation of 10.9, coefficient of variation of 1340.76, and Mean Deviation of 6.84 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Emmaus Life holds a performance score of 5. The firm shows a Beta (market volatility) of -1.63, which means a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Emmaus Life are expected to decrease by larger amounts. On the other hand, during market turmoil, Emmaus Life is expected to outperform it. Please check Emmaus Life's total risk alpha, downside variance, daily balance of power, as well as the relationship between the maximum drawdown and skewness , to make a quick decision on whether Emmaus Life's price patterns will revert.
Auto-correlation | -0.3 |
Weak reverse predictability
Emmaus Life Sciences has weak reverse predictability. Overlapping area represents the amount of predictability between Emmaus Life time series from 1st of December 2025 to 16th of December 2025 and 16th of December 2025 to 31st 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 Emmaus Life Sciences price movement. The serial correlation of -0.3 indicates that nearly 30.0% of current Emmaus Life price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.3 | |
| Spearman Rank Test | -0.22 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Emmaus Life Sciences lagged returns against current returns
Autocorrelation, which is Emmaus Life 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 Emmaus Life's otc stock expected returns. We can calculate the autocorrelation of Emmaus Life returns to help us make a trade decision. For example, suppose you find that Emmaus Life 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 |
Emmaus Life 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 Emmaus Life otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Emmaus Life otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Emmaus Life otc stock over time.
Current vs Lagged Prices |
| Timeline |
Emmaus Life Lagged Returns
When evaluating Emmaus Life's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Emmaus Life otc stock have on its future price. Emmaus Life 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, Emmaus Life autocorrelation shows the relationship between Emmaus Life otc stock current value and its past values and can show if there is a momentum factor associated with investing in Emmaus Life Sciences.
Regressed Prices |
| Timeline |
Also Currently Popular
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.Other Information on Investing in Emmaus OTC Stock
Emmaus Life financial ratios help investors to determine whether Emmaus 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 Emmaus with respect to the benefits of owning Emmaus Life security.