Immunocellular Therapeutics Stock Market Value
| IMUC Stock | USD 0.19 0.01 5.00% |
| Symbol | ImmunoCellular |
ImmunoCellular Therapeutics '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 ImmunoCellular Therapeutics' 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 ImmunoCellular Therapeutics.
| 12/10/2025 |
| 01/09/2026 |
If you would invest 0.00 in ImmunoCellular Therapeutics on December 10, 2025 and sell it all today you would earn a total of 0.00 from holding ImmunoCellular Therapeutics or generate 0.0% return on investment in ImmunoCellular Therapeutics over 30 days. ImmunoCellular Therapeutics is related to or competes with Hookipa Pharma, and Propanc Biopharma. Immunocellular Therapeutics, Ltd., a clinical-stage pharmaceutical company, focuses on the development of therapeutics a... More
ImmunoCellular Therapeutics 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 ImmunoCellular Therapeutics' 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 ImmunoCellular Therapeutics upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 36.01 | |||
| Information Ratio | 0.193 | |||
| Maximum Drawdown | 191.76 | |||
| Value At Risk | (35.45) | |||
| Potential Upside | 97.53 |
ImmunoCellular Therapeutics Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for ImmunoCellular Therapeutics' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ImmunoCellular Therapeutics' standard deviation. In reality, there are many statistical measures that can use ImmunoCellular Therapeutics historical prices to predict the future ImmunoCellular Therapeutics' volatility.| Risk Adjusted Performance | 0.1548 | |||
| Jensen Alpha | 7.31 | |||
| Total Risk Alpha | 3.79 | |||
| Sortino Ratio | 0.2131 | |||
| Treynor Ratio | 1.31 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of ImmunoCellular Therapeutics' 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.
ImmunoCellular Therapeutics Backtested Returns
ImmunoCellular Therapeutics is out of control given 3 months investment horizon. ImmunoCellular Therapeutics holds Efficiency (Sharpe) Ratio of 0.17, which attests that the entity had a 0.17 % return per unit of risk over the last 3 months. We are able to break down and analyze data for twenty-nine different technical indicators, which can help you to evaluate if expected returns of 7.09% are justified by taking the suggested risk. Use ImmunoCellular Therapeutics Risk Adjusted Performance of 0.1548, market risk adjusted performance of 1.32, and Downside Deviation of 36.01 to evaluate company specific risk that cannot be diversified away. ImmunoCellular Therapeutics holds a performance score of 13 on a scale of zero to a hundred. The company retains a Market Volatility (i.e., Beta) of 5.91, which attests to 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, ImmunoCellular Therapeutics will likely underperform. Use ImmunoCellular Therapeutics sortino ratio, skewness, period momentum indicator, as well as the relationship between the potential upside and rate of daily change , to analyze future returns on ImmunoCellular Therapeutics.
Auto-correlation | -0.4 |
Poor reverse predictability
ImmunoCellular Therapeutics has poor reverse predictability. Overlapping area represents the amount of predictability between ImmunoCellular Therapeutics time series from 10th of December 2025 to 25th of December 2025 and 25th of December 2025 to 9th 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 ImmunoCellular Therapeutics price movement. The serial correlation of -0.4 indicates that just about 40.0% of current ImmunoCellular Therapeutics price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.4 | |
| Spearman Rank Test | -0.83 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
ImmunoCellular Therapeutics lagged returns against current returns
Autocorrelation, which is ImmunoCellular Therapeutics 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 ImmunoCellular Therapeutics' pink sheet expected returns. We can calculate the autocorrelation of ImmunoCellular Therapeutics returns to help us make a trade decision. For example, suppose you find that ImmunoCellular Therapeutics 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 |
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ImmunoCellular Therapeutics 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 ImmunoCellular Therapeutics pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if ImmunoCellular Therapeutics pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in ImmunoCellular Therapeutics pink sheet over time.
Current vs Lagged Prices |
| Timeline |
ImmunoCellular Therapeutics Lagged Returns
When evaluating ImmunoCellular Therapeutics' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of ImmunoCellular Therapeutics pink sheet have on its future price. ImmunoCellular Therapeutics 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, ImmunoCellular Therapeutics autocorrelation shows the relationship between ImmunoCellular Therapeutics pink sheet current value and its past values and can show if there is a momentum factor associated with investing in ImmunoCellular Therapeutics.
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 ImmunoCellular Pink Sheet
ImmunoCellular Therapeutics financial ratios help investors to determine whether ImmunoCellular 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 ImmunoCellular with respect to the benefits of owning ImmunoCellular Therapeutics security.