Neptune Wellness Solutions Stock Market Value
| NEPTF Stock | 0.0001 0.00 0.00% |
| Symbol | Neptune |
Neptune Wellness '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 Neptune Wellness' 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 Neptune Wellness.
| 06/28/2025 |
| 12/25/2025 |
If you would invest 0.00 in Neptune Wellness on June 28, 2025 and sell it all today you would earn a total of 0.00 from holding Neptune Wellness Solutions or generate 0.0% return on investment in Neptune Wellness over 180 days.
Neptune Wellness 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 Neptune Wellness' 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 Neptune Wellness Solutions upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.039 | |||
| Maximum Drawdown | 399.0 |
Neptune Wellness Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Neptune Wellness' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Neptune Wellness' standard deviation. In reality, there are many statistical measures that can use Neptune Wellness historical prices to predict the future Neptune Wellness' volatility.| Risk Adjusted Performance | 0.0383 | |||
| Jensen Alpha | 2.03 | |||
| Total Risk Alpha | (1.74) | |||
| Treynor Ratio | (0.25) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Neptune Wellness' 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.
Neptune Wellness Sol Backtested Returns
Neptune Wellness is out of control given 3 months investment horizon. Neptune Wellness Sol has Sharpe Ratio of 0.0416, which conveys that the firm had a 0.0416 % return per unit of risk over the last 3 months. We were able to interpolate and analyze data for sixteen different technical indicators, which can help you to evaluate if expected returns of 1.74% are justified by taking the suggested risk. Use Neptune Wellness Sol Risk Adjusted Performance of 0.0383, standard deviation of 40.77, and Mean Deviation of 9.04 to evaluate company specific risk that cannot be diversified away. Neptune Wellness holds a performance score of 3 on a scale of zero to a hundred. The company secures a Beta (Market Risk) of -6.64, which conveys a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Neptune Wellness are expected to decrease by larger amounts. On the other hand, during market turmoil, Neptune Wellness is expected to outperform it. Use Neptune Wellness Sol treynor ratio and day median price , to analyze future returns on Neptune Wellness Sol.
Auto-correlation | -0.41 |
Modest reverse predictability
Neptune Wellness Solutions has modest reverse predictability. Overlapping area represents the amount of predictability between Neptune Wellness time series from 28th of June 2025 to 26th of September 2025 and 26th of September 2025 to 25th 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 Neptune Wellness Sol price movement. The serial correlation of -0.41 indicates that just about 41.0% of current Neptune Wellness price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.41 | |
| Spearman Rank Test | -0.54 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Neptune Wellness Sol lagged returns against current returns
Autocorrelation, which is Neptune Wellness 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 Neptune Wellness' pink sheet expected returns. We can calculate the autocorrelation of Neptune Wellness returns to help us make a trade decision. For example, suppose you find that Neptune Wellness 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 |
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Neptune Wellness 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 Neptune Wellness pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Neptune Wellness pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Neptune Wellness pink sheet over time.
Current vs Lagged Prices |
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Neptune Wellness Lagged Returns
When evaluating Neptune Wellness' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Neptune Wellness pink sheet have on its future price. Neptune Wellness 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, Neptune Wellness autocorrelation shows the relationship between Neptune Wellness pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Neptune Wellness Solutions.
Regressed Prices |
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