Nanosphere Health Sciences Stock Market Value
| NSHSF Stock | USD 0.01 0 10.00% |
| Symbol | Nanosphere |
Nanosphere Health '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 Nanosphere Health'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 Nanosphere Health.
| 07/01/2025 |
| 12/28/2025 |
If you would invest 0.00 in Nanosphere Health on July 1, 2025 and sell it all today you would earn a total of 0.00 from holding Nanosphere Health Sciences or generate 0.0% return on investment in Nanosphere Health over 180 days. Nanosphere Health is related to or competes with Mosaic Immunoengineerin, and Biovaxys Technology. NanoSphere Health Sciences Inc., a nano-biotechnology company, focuses on providing biologically active compounds in the... More
Nanosphere Health 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 Nanosphere Health'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 Nanosphere Health Sciences upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.069 | |||
| Maximum Drawdown | 192.68 |
Nanosphere Health Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Nanosphere Health's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Nanosphere Health's standard deviation. In reality, there are many statistical measures that can use Nanosphere Health historical prices to predict the future Nanosphere Health's volatility.| Risk Adjusted Performance | 0.0605 | |||
| Jensen Alpha | 1.81 | |||
| Total Risk Alpha | (0.91) | |||
| Treynor Ratio | 3.13 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Nanosphere Health'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.
Nanosphere Health Backtested Returns
Nanosphere Health is out of control given 3 months investment horizon. Nanosphere Health has Sharpe Ratio of 0.0723, which conveys that the firm had a 0.0723 % return per unit of risk over the last 3 months. We are able to interpolate and collect twenty different technical indicators, which can help you to evaluate if expected returns of 1.87% are justified by taking the suggested risk. Use Nanosphere Health Risk Adjusted Performance of 0.0605, mean deviation of 6.03, and Standard Deviation of 25.82 to evaluate company specific risk that cannot be diversified away. Nanosphere Health holds a performance score of 5 on a scale of zero to a hundred. The company secures a Beta (Market Risk) of 0.59, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Nanosphere Health's returns are expected to increase less than the market. However, during the bear market, the loss of holding Nanosphere Health is expected to be smaller as well. Use Nanosphere Health information ratio, kurtosis, as well as the relationship between the Kurtosis and day typical price , to analyze future returns on Nanosphere Health.
Auto-correlation | 0.00 |
No correlation between past and present
Nanosphere Health Sciences has no correlation between past and present. Overlapping area represents the amount of predictability between Nanosphere Health time series from 1st of July 2025 to 29th of September 2025 and 29th of September 2025 to 28th 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 Nanosphere Health price movement. The serial correlation of 0.0 indicates that just 0.0% of current Nanosphere Health price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 0.51 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Nanosphere Health lagged returns against current returns
Autocorrelation, which is Nanosphere Health 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 Nanosphere Health's pink sheet expected returns. We can calculate the autocorrelation of Nanosphere Health returns to help us make a trade decision. For example, suppose you find that Nanosphere Health 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 |
Nanosphere Health 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 Nanosphere Health pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Nanosphere Health pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Nanosphere Health pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Nanosphere Health Lagged Returns
When evaluating Nanosphere Health's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Nanosphere Health pink sheet have on its future price. Nanosphere Health 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, Nanosphere Health autocorrelation shows the relationship between Nanosphere Health pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Nanosphere Health Sciences.
Regressed Prices |
| Timeline |
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Other Information on Investing in Nanosphere Pink Sheet
Nanosphere Health financial ratios help investors to determine whether Nanosphere 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 Nanosphere with respect to the benefits of owning Nanosphere Health security.