Lotus Pharmaceuticals Stock Market Value
| LTUS Stock | USD 0.0008 0 75.76% |
| Symbol | Lotus |
Lotus Pharmaceuticals '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 Lotus Pharmaceuticals' 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 Lotus Pharmaceuticals.
| 12/06/2022 |
| 11/25/2024 |
If you would invest 0.00 in Lotus Pharmaceuticals on December 6, 2022 and sell it all today you would earn a total of 0.00 from holding Lotus Pharmaceuticals or generate 0.0% return on investment in Lotus Pharmaceuticals over 720 days. Lotus Pharmaceuticals is related to or competes with Rezolute, Tempest Therapeutics, Forte Biosciences, Dyadic International, DiaMedica Therapeutics, Silo Pharma, and Molecular Partners. Lotus Pharmaceuticals, Inc. does not have significant operations More
Lotus Pharmaceuticals 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 Lotus Pharmaceuticals' 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 Lotus Pharmaceuticals upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 39.75 | |||
| Information Ratio | 0.0539 | |||
| Maximum Drawdown | 358.33 | |||
| Value At Risk | (23.68) | |||
| Potential Upside | 8.82 |
Lotus Pharmaceuticals Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lotus Pharmaceuticals' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lotus Pharmaceuticals' standard deviation. In reality, there are many statistical measures that can use Lotus Pharmaceuticals historical prices to predict the future Lotus Pharmaceuticals' volatility.| Risk Adjusted Performance | 0.0534 | |||
| Jensen Alpha | 2.08 | |||
| Total Risk Alpha | (4.63) | |||
| Sortino Ratio | 0.0622 | |||
| Treynor Ratio | 0.6102 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Lotus Pharmaceuticals' 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.
Lotus Pharmaceuticals Backtested Returns
Lotus Pharmaceuticals is out of control given 3 months investment horizon. Lotus Pharmaceuticals has Sharpe Ratio of 0.0621, which conveys that the firm had a 0.0621% return per unit of risk over the last 3 months. We are able to break down and analyze data for thirty different technical indicators, which can help you to evaluate if expected returns of 2.89% are justified by taking the suggested risk. Use Lotus Pharmaceuticals Mean Deviation of 12.54, downside deviation of 39.75, and Risk Adjusted Performance of 0.0534 to evaluate company specific risk that cannot be diversified away. Lotus Pharmaceuticals holds a performance score of 4 on a scale of zero to a hundred. The company secures a Beta (Market Risk) of 4.25, which conveys 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, Lotus Pharmaceuticals will likely underperform. Use Lotus Pharmaceuticals downside variance, as well as the relationship between the daily balance of power and period momentum indicator , to analyze future returns on Lotus Pharmaceuticals.
Auto-correlation | 0.68 |
Good predictability
Lotus Pharmaceuticals has good predictability. Overlapping area represents the amount of predictability between Lotus Pharmaceuticals time series from 6th of December 2022 to 1st of December 2023 and 1st of December 2023 to 25th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Lotus Pharmaceuticals price movement. The serial correlation of 0.68 indicates that around 68.0% of current Lotus Pharmaceuticals price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.68 | |
| Spearman Rank Test | 0.35 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Lotus Pharmaceuticals lagged returns against current returns
Autocorrelation, which is Lotus Pharmaceuticals 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 Lotus Pharmaceuticals' pink sheet expected returns. We can calculate the autocorrelation of Lotus Pharmaceuticals returns to help us make a trade decision. For example, suppose you find that Lotus Pharmaceuticals 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 |
Lotus Pharmaceuticals 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 Lotus Pharmaceuticals pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lotus Pharmaceuticals pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lotus Pharmaceuticals pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Lotus Pharmaceuticals Lagged Returns
When evaluating Lotus Pharmaceuticals' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lotus Pharmaceuticals pink sheet have on its future price. Lotus Pharmaceuticals 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, Lotus Pharmaceuticals autocorrelation shows the relationship between Lotus Pharmaceuticals pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Lotus Pharmaceuticals.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Lotus Pink Sheet Analysis
When running Lotus Pharmaceuticals' price analysis, check to measure Lotus Pharmaceuticals' 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 Lotus Pharmaceuticals is operating at the current time. Most of Lotus Pharmaceuticals' value examination focuses on studying past and present price action to predict the probability of Lotus Pharmaceuticals' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Lotus Pharmaceuticals' price. Additionally, you may evaluate how the addition of Lotus Pharmaceuticals to your portfolios can decrease your overall portfolio volatility.