Initiator Pharma (Sweden) Market Value
| INIT Stock | 2.98 0.05 1.65% |
| Symbol | Initiator |
Initiator Pharma '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 Initiator Pharma'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 Initiator Pharma.
| 10/17/2025 |
| 01/15/2026 |
If you would invest 0.00 in Initiator Pharma on October 17, 2025 and sell it all today you would earn a total of 0.00 from holding Initiator Pharma AS or generate 0.0% return on investment in Initiator Pharma over 90 days. Initiator Pharma is related to or competes with Bio Works, Lipum AB, IRLAB Therapeutics, Isofol Medical, Annexin Pharmaceuticals, Karolinska Development, and IZafe Group. More
Initiator Pharma 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 Initiator Pharma'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 Initiator Pharma AS upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.78 | |||
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 15.04 | |||
| Value At Risk | (5.70) | |||
| Potential Upside | 5.05 |
Initiator Pharma Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Initiator Pharma's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Initiator Pharma's standard deviation. In reality, there are many statistical measures that can use Initiator Pharma historical prices to predict the future Initiator Pharma's volatility.| Risk Adjusted Performance | 0.0098 | |||
| Jensen Alpha | (0.06) | |||
| Total Risk Alpha | (0.46) | |||
| Sortino Ratio | (0.04) | |||
| Treynor Ratio | (0) |
Initiator Pharma Backtested Returns
Currently, Initiator Pharma AS is unstable. Initiator Pharma holds Efficiency (Sharpe) Ratio of close to zero, which attests that the entity had a close to zero % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Initiator Pharma, which you can use to evaluate the volatility of the firm. Please check out Initiator Pharma's Risk Adjusted Performance of 0.0098, downside deviation of 2.78, and Market Risk Adjusted Performance of 0.0084 to validate if the risk estimate we provide is consistent with the expected return of 0.0207%. The company retains a Market Volatility (i.e., Beta) of 0.51, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Initiator Pharma's returns are expected to increase less than the market. However, during the bear market, the loss of holding Initiator Pharma is expected to be smaller as well. Initiator Pharma right now retains a risk of 2.99%. Please check out Initiator Pharma coefficient of variation, jensen alpha, sortino ratio, as well as the relationship between the information ratio and total risk alpha , to decide if Initiator Pharma will be following its current trending patterns.
Auto-correlation | -0.1 |
Very weak reverse predictability
Initiator Pharma AS has very weak reverse predictability. Overlapping area represents the amount of predictability between Initiator Pharma time series from 17th of October 2025 to 1st of December 2025 and 1st of December 2025 to 15th 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 Initiator Pharma price movement. The serial correlation of -0.1 indicates that less than 10.0% of current Initiator Pharma price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.1 | |
| Spearman Rank Test | -0.04 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Initiator Pharma lagged returns against current returns
Autocorrelation, which is Initiator Pharma 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 Initiator Pharma's stock expected returns. We can calculate the autocorrelation of Initiator Pharma returns to help us make a trade decision. For example, suppose you find that Initiator Pharma 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 |
| Timeline |
Initiator Pharma 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 Initiator Pharma stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Initiator Pharma stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Initiator Pharma stock over time.
Current vs Lagged Prices |
| Timeline |
Initiator Pharma Lagged Returns
When evaluating Initiator Pharma's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Initiator Pharma stock have on its future price. Initiator Pharma 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, Initiator Pharma autocorrelation shows the relationship between Initiator Pharma stock current value and its past values and can show if there is a momentum factor associated with investing in Initiator Pharma AS.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Initiator Stock Analysis
When running Initiator Pharma's price analysis, check to measure Initiator Pharma's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Initiator Pharma is operating at the current time. Most of Initiator Pharma's value examination focuses on studying past and present price action to predict the probability of Initiator Pharma's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Initiator Pharma's price. Additionally, you may evaluate how the addition of Initiator Pharma to your portfolios can decrease your overall portfolio volatility.