Evofem Biosciences Stock Market Value
| EVFM Stock | USD 0.01 0 10.00% |
| Symbol | Evofem |
Evofem Biosciences '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 Evofem Biosciences' 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 Evofem Biosciences.
| 07/01/2025 |
| 12/28/2025 |
If you would invest 0.00 in Evofem Biosciences on July 1, 2025 and sell it all today you would earn a total of 0.00 from holding Evofem Biosciences or generate 0.0% return on investment in Evofem Biosciences over 180 days. Evofem Biosciences is related to or competes with Chia Tai, Biora Therapeutics, and International Stem. Evofem Biosciences, Inc., a biopharmaceutical company, develops and commercializes various products to address unmet nee... More
Evofem Biosciences 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 Evofem Biosciences' 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 Evofem Biosciences upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 11.26 | |||
| Information Ratio | (0) | |||
| Maximum Drawdown | 50.0 | |||
| Value At Risk | (15.38) | |||
| Potential Upside | 20.0 |
Evofem Biosciences Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Evofem Biosciences' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Evofem Biosciences' standard deviation. In reality, there are many statistical measures that can use Evofem Biosciences historical prices to predict the future Evofem Biosciences' volatility.| Risk Adjusted Performance | 0.0123 | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | (1.06) | |||
| Sortino Ratio | (0) | |||
| Treynor Ratio | 0.0322 |
Evofem Biosciences Backtested Returns
As of now, Evofem Pink Sheet is out of control. Evofem Biosciences secures Sharpe Ratio (or Efficiency) of close to zero, which denotes the company had a close to zero % return per unit of risk over the last 3 months. We have found thirty technical indicators for Evofem Biosciences, which you can use to evaluate the volatility of the firm. Please confirm Evofem Biosciences' Downside Deviation of 11.26, mean deviation of 6.93, and Coefficient Of Variation of 23666.13 to check if the risk estimate we provide is consistent with the expected return of 0.0432%. The firm shows a Beta (market volatility) of 1.03, which means a somewhat significant risk relative to the market. Evofem Biosciences returns are very sensitive to returns on the market. As the market goes up or down, Evofem Biosciences is expected to follow. Evofem Biosciences right now shows a risk of 10.23%. Please confirm Evofem Biosciences treynor ratio and the relationship between the semi variance and price action indicator , to decide if Evofem Biosciences will be following its price patterns.
Auto-correlation | -0.03 |
Very weak reverse predictability
Evofem Biosciences has very weak reverse predictability. Overlapping area represents the amount of predictability between Evofem Biosciences time series from 1st of July 2025 to 29th of September 2025 and 29th of September 2025 to 28th 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 Evofem Biosciences price movement. The serial correlation of -0.03 indicates that only 3.0% of current Evofem Biosciences price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.03 | |
| Spearman Rank Test | -0.35 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Evofem Biosciences lagged returns against current returns
Autocorrelation, which is Evofem Biosciences 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 Evofem Biosciences' pink sheet expected returns. We can calculate the autocorrelation of Evofem Biosciences returns to help us make a trade decision. For example, suppose you find that Evofem Biosciences 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 |
Evofem Biosciences 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 Evofem Biosciences pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Evofem Biosciences pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Evofem Biosciences pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Evofem Biosciences Lagged Returns
When evaluating Evofem Biosciences' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Evofem Biosciences pink sheet have on its future price. Evofem Biosciences 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, Evofem Biosciences autocorrelation shows the relationship between Evofem Biosciences pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Evofem Biosciences.
Regressed Prices |
| Timeline |
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Evofem Biosciences financial ratios help investors to determine whether Evofem 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 Evofem with respect to the benefits of owning Evofem Biosciences security.