Metastat Stock Market Value
| MTST Stock | USD 0.0007 0.0006 600.00% |
| Symbol | MetaStat |
MetaStat '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 MetaStat'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 MetaStat.
| 11/27/2025 |
| 12/27/2025 |
If you would invest 0.00 in MetaStat on November 27, 2025 and sell it all today you would earn a total of 0.00 from holding MetaStat or generate 0.0% return on investment in MetaStat over 30 days. MetaStat, Inc., a precision medicine company, focuses on discovering and developing therapeutic and diagnostic treatment... More
MetaStat 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 MetaStat'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 MetaStat upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1547 | |||
| Maximum Drawdown | 133.33 |
MetaStat Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for MetaStat's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as MetaStat's standard deviation. In reality, there are many statistical measures that can use MetaStat historical prices to predict the future MetaStat's volatility.| Risk Adjusted Performance | 0.1217 | |||
| Jensen Alpha | 2.83 | |||
| Total Risk Alpha | 1.03 | |||
| Treynor Ratio | (3.07) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of MetaStat'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.
MetaStat Backtested Returns
MetaStat is out of control given 3 months investment horizon. MetaStat has Sharpe Ratio of 0.16, which conveys that the firm had a 0.16 % return per unit of risk over the last 3 months. We are able to interpolate and collect twenty-one different technical indicators, which can help you to evaluate if expected returns of 2.82% are justified by taking the suggested risk. Use MetaStat Mean Deviation of 5.39, risk adjusted performance of 0.1217, and Standard Deviation of 17.44 to evaluate company specific risk that cannot be diversified away. MetaStat holds a performance score of 12 on a scale of zero to a hundred. The company secures a Beta (Market Risk) of -0.9, which conveys possible diversification benefits within a given portfolio. As the market becomes more bullish, returns on owning MetaStat are expected to decrease slowly. On the other hand, during market turmoil, MetaStat is expected to outperform it slightly. Use MetaStat total risk alpha and day median price , to analyze future returns on MetaStat.
Auto-correlation | 0.00 |
No correlation between past and present
MetaStat has no correlation between past and present. Overlapping area represents the amount of predictability between MetaStat time series from 27th of November 2025 to 12th of December 2025 and 12th of December 2025 to 27th 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 MetaStat price movement. The serial correlation of 0.0 indicates that just 0.0% of current MetaStat price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
MetaStat lagged returns against current returns
Autocorrelation, which is MetaStat 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 MetaStat's pink sheet expected returns. We can calculate the autocorrelation of MetaStat returns to help us make a trade decision. For example, suppose you find that MetaStat 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 |
MetaStat 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 MetaStat pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if MetaStat pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in MetaStat pink sheet over time.
Current vs Lagged Prices |
| Timeline |
MetaStat Lagged Returns
When evaluating MetaStat's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of MetaStat pink sheet have on its future price. MetaStat 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, MetaStat autocorrelation shows the relationship between MetaStat pink sheet current value and its past values and can show if there is a momentum factor associated with investing in MetaStat.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for MetaStat Pink Sheet Analysis
When running MetaStat's price analysis, check to measure MetaStat'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 MetaStat is operating at the current time. Most of MetaStat's value examination focuses on studying past and present price action to predict the probability of MetaStat's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move MetaStat's price. Additionally, you may evaluate how the addition of MetaStat to your portfolios can decrease your overall portfolio volatility.