Futura Medical Plc Stock Market Value
| FAMDF Stock | USD 0.01 0 9.09% |
| Symbol | Futura |
Futura Medical '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 Futura Medical's 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 Futura Medical.
| 11/27/2025 |
| 12/27/2025 |
If you would invest 0.00 in Futura Medical on November 27, 2025 and sell it all today you would earn a total of 0.00 from holding Futura Medical plc or generate 0.0% return on investment in Futura Medical over 30 days. Futura Medical is related to or competes with Biovaxys Technology, and Ensysce Biosciences. Futura Medical plc, a pharmaceutical company, develops pharmaceutical and healthcare products for the consumer healthcar... More
Futura Medical 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 Futura Medical's 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 Futura Medical plc upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 47.79 | |||
| Information Ratio | 0.1628 | |||
| Maximum Drawdown | 480.0 | |||
| Value At Risk | (50.00) | |||
| Potential Upside | 150.0 |
Futura Medical Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Futura Medical's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Futura Medical's standard deviation. In reality, there are many statistical measures that can use Futura Medical historical prices to predict the future Futura Medical's volatility.| Risk Adjusted Performance | 0.1253 | |||
| Jensen Alpha | 9.6 | |||
| Total Risk Alpha | 4.53 | |||
| Sortino Ratio | 0.241 | |||
| Treynor Ratio | 0.409 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Futura Medical'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.
Futura Medical plc Backtested Returns
Futura Medical is out of control given 3 months investment horizon. Futura Medical plc secures Sharpe Ratio (or Efficiency) of 0.16, which denotes the company had a 0.16 % return per unit of risk over the last 3 months. We were able to break down twenty-seven different technical indicators, which can help you to evaluate if expected returns of 10.93% are justified by taking the suggested risk. Use Futura Medical Downside Deviation of 47.79, coefficient of variation of 609.95, and Mean Deviation of 42.14 to evaluate company specific risk that cannot be diversified away. Futura Medical holds a performance score of 12 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of 28.33, which means 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, Futura Medical will likely underperform. Use Futura Medical treynor ratio, expected short fall, day typical price, as well as the relationship between the potential upside and daily balance of power , to analyze future returns on Futura Medical.
Auto-correlation | -0.29 |
Weak reverse predictability
Futura Medical plc has weak reverse predictability. Overlapping area represents the amount of predictability between Futura Medical time series from 27th of November 2025 to 12th of December 2025 and 12th of December 2025 to 27th 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 Futura Medical plc price movement. The serial correlation of -0.29 indicates that nearly 29.0% of current Futura Medical price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.29 | |
| Spearman Rank Test | -0.01 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Futura Medical plc lagged returns against current returns
Autocorrelation, which is Futura Medical 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 Futura Medical's pink sheet expected returns. We can calculate the autocorrelation of Futura Medical returns to help us make a trade decision. For example, suppose you find that Futura Medical 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 |
Futura Medical 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 Futura Medical pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Futura Medical pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Futura Medical pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Futura Medical Lagged Returns
When evaluating Futura Medical's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Futura Medical pink sheet have on its future price. Futura Medical 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, Futura Medical autocorrelation shows the relationship between Futura Medical pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Futura Medical plc.
Regressed Prices |
| Timeline |
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Other Information on Investing in Futura Pink Sheet
Futura Medical financial ratios help investors to determine whether Futura 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 Futura with respect to the benefits of owning Futura Medical security.