Almirall Sa Stock Market Value
| LBTSF Stock | USD 15.47 0.00 0.00% |
| Symbol | Almirall |
Almirall '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 Almirall'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 Almirall.
| 11/24/2025 |
| 12/24/2025 |
If you would invest 0.00 in Almirall on November 24, 2025 and sell it all today you would earn a total of 0.00 from holding Almirall SA or generate 0.0% return on investment in Almirall over 30 days. Almirall is related to or competes with Dermapharm Holding, Sihuan Pharmaceutical, Curaleaf Holdings, CanSino Biologics, Fagron NV, Green Thumb, and Vitrolife. Almirall, S.A., a biopharmaceutical company, engages in the research, development, manufacture, and sale of skin-health ... More
Almirall 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 Almirall'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 Almirall SA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0881 | |||
| Maximum Drawdown | 15.79 |
Almirall Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Almirall's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Almirall's standard deviation. In reality, there are many statistical measures that can use Almirall historical prices to predict the future Almirall's volatility.| Risk Adjusted Performance | 0.0927 | |||
| Jensen Alpha | 0.2337 | |||
| Total Risk Alpha | 0.0686 | |||
| Treynor Ratio | (3.02) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Almirall'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.
Almirall SA Backtested Returns
Almirall appears to be not too volatile, given 3 months investment horizon. Almirall SA secures Sharpe Ratio (or Efficiency) of 0.13, which signifies that the company had a 0.13 % return per unit of risk over the last 3 months. We have found sixteen technical indicators for Almirall SA, which you can use to evaluate the volatility of the firm. Please makes use of Almirall's Standard Deviation of 1.94, risk adjusted performance of 0.0927, and Mean Deviation of 0.4713 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Almirall holds a performance score of 10. The firm shows a Beta (market volatility) of -0.0759, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Almirall are expected to decrease at a much lower rate. During the bear market, Almirall is likely to outperform the market. Please check Almirall's variance and kurtosis , to make a quick decision on whether Almirall's price patterns will revert.
Auto-correlation | Huge |
Perfect predictability
Almirall SA has perfect predictability. Overlapping area represents the amount of predictability between Almirall time series from 24th of November 2025 to 9th of December 2025 and 9th of December 2025 to 24th 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 Almirall SA price movement. The serial correlation of 9.223372036854776E16 indicates that 9.223372036854776E16% of current Almirall price fluctuation can be explain by its past prices.
| Correlation Coefficient | 92233.7 T | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.88 |
Almirall SA lagged returns against current returns
Autocorrelation, which is Almirall 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 Almirall's pink sheet expected returns. We can calculate the autocorrelation of Almirall returns to help us make a trade decision. For example, suppose you find that Almirall 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 |
Almirall 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 Almirall pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Almirall pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Almirall pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Almirall Lagged Returns
When evaluating Almirall's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Almirall pink sheet have on its future price. Almirall 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, Almirall autocorrelation shows the relationship between Almirall pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Almirall SA.
Regressed Prices |
| Timeline |
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Other Information on Investing in Almirall Pink Sheet
Almirall financial ratios help investors to determine whether Almirall 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 Almirall with respect to the benefits of owning Almirall security.