Modus Therapeutics (Sweden) Market Value
| MODTX Stock | 0.30 0.01 3.45% |
| Symbol | Modus |
Modus 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 Modus Therapeutics' 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 Modus Therapeutics.
| 12/03/2025 |
| 01/02/2026 |
If you would invest 0.00 in Modus Therapeutics on December 3, 2025 and sell it all today you would earn a total of 0.00 from holding Modus Therapeutics Holding or generate 0.0% return on investment in Modus Therapeutics over 30 days. Modus Therapeutics is related to or competes with ExpreS2ion Biotech, 2cureX AB, Aino Health, Guard Therapeutics, Stayble Therapeutics, Fluicell, and Qlife Holding. More
Modus 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 Modus Therapeutics' 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 Modus Therapeutics Holding upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 26.97 | |||
| Value At Risk | (7.41) | |||
| Potential Upside | 8.11 |
Modus Therapeutics Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Modus Therapeutics' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Modus Therapeutics' standard deviation. In reality, there are many statistical measures that can use Modus Therapeutics historical prices to predict the future Modus Therapeutics' volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.43) | |||
| Total Risk Alpha | (0.81) | |||
| Treynor Ratio | 0.5161 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Modus 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.
Modus Therapeutics Backtested Returns
Modus Therapeutics has Sharpe Ratio of -0.14, which conveys that the firm had a -0.14 % return per unit of risk over the last 3 months. Modus Therapeutics exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Modus Therapeutics' Standard Deviation of 4.79, risk adjusted performance of (0.06), and Mean Deviation of 3.71 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of -0.92, which conveys possible diversification benefits within a given portfolio. As the market becomes more bullish, returns on owning Modus Therapeutics are expected to decrease slowly. On the other hand, during market turmoil, Modus Therapeutics is expected to outperform it slightly. At this point, Modus Therapeutics has a negative expected return of -0.61%. Please make sure to verify Modus Therapeutics' maximum drawdown, as well as the relationship between the daily balance of power and period momentum indicator , to decide if Modus Therapeutics performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.83 |
Very good predictability
Modus Therapeutics Holding has very good predictability. Overlapping area represents the amount of predictability between Modus Therapeutics time series from 3rd of December 2025 to 18th of December 2025 and 18th of December 2025 to 2nd 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 Modus Therapeutics price movement. The serial correlation of 0.83 indicates that around 83.0% of current Modus Therapeutics price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.83 | |
| Spearman Rank Test | 0.39 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Modus Therapeutics lagged returns against current returns
Autocorrelation, which is Modus Therapeutics 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 Modus Therapeutics' stock expected returns. We can calculate the autocorrelation of Modus Therapeutics returns to help us make a trade decision. For example, suppose you find that Modus Therapeutics 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 |
Modus 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 Modus Therapeutics stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Modus Therapeutics stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Modus Therapeutics stock over time.
Current vs Lagged Prices |
| Timeline |
Modus Therapeutics Lagged Returns
When evaluating Modus Therapeutics' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Modus Therapeutics stock have on its future price. Modus 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, Modus Therapeutics autocorrelation shows the relationship between Modus Therapeutics stock current value and its past values and can show if there is a momentum factor associated with investing in Modus Therapeutics Holding.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Modus Stock Analysis
When running Modus Therapeutics' price analysis, check to measure Modus Therapeutics' 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 Modus Therapeutics is operating at the current time. Most of Modus Therapeutics' value examination focuses on studying past and present price action to predict the probability of Modus Therapeutics' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Modus Therapeutics' price. Additionally, you may evaluate how the addition of Modus Therapeutics to your portfolios can decrease your overall portfolio volatility.