PHARMACOLOG's market value is the price at which a share of PHARMACOLOG trades on a public exchange. It measures the collective expectations of PHARMACOLOG I UPPSALA investors about its performance. PHARMACOLOG is trading at 0.51 as of the 20th of January 2025. This is a 5.56 percent decrease since the beginning of the trading day. The stock's lowest day price was 0.51. With this module, you can estimate the performance of a buy and hold strategy of PHARMACOLOG I UPPSALA and determine expected loss or profit from investing in PHARMACOLOG over a given investment horizon. Check out Your Equity Center to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in board of governors.
Symbol
PHARMACOLOG
PHARMACOLOG '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 PHARMACOLOG's 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 PHARMACOLOG.
0.00
12/21/2024
No Change 0.00
0.0
In 31 days
01/20/2025
0.00
If you would invest 0.00 in PHARMACOLOG on December 21, 2024 and sell it all today you would earn a total of 0.00 from holding PHARMACOLOG I UPPSALA or generate 0.0% return on investment in PHARMACOLOG over 30 days.
PHARMACOLOG 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 PHARMACOLOG's 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 PHARMACOLOG I UPPSALA upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for PHARMACOLOG's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as PHARMACOLOG's standard deviation. In reality, there are many statistical measures that can use PHARMACOLOG historical prices to predict the future PHARMACOLOG's volatility.
PHARMACOLOG appears to be out of control, given 3 months investment horizon. PHARMACOLOG I UPPSALA retains Efficiency (Sharpe Ratio) of 0.12, which implies the firm had a 0.12 % return per unit of risk over the last 3 months. By analyzing PHARMACOLOG's technical indicators, you can evaluate if the expected return of 0.96% is justified by implied risk. Please evaluate PHARMACOLOG's market risk adjusted performance of 0.3792, and Semi Deviation of 5.44 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, PHARMACOLOG holds a performance score of 9. The company owns a Beta (Systematic Risk) of 3.04, which implies 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, PHARMACOLOG will likely underperform. Please check PHARMACOLOG's mean deviation, downside deviation, information ratio, as well as the relationship between the semi deviation and coefficient of variation , to make a quick decision on whether PHARMACOLOG's current price history will revert.
Auto-correlation
-0.75
Almost perfect reverse predictability
PHARMACOLOG I UPPSALA has almost perfect reverse predictability. Overlapping area represents the amount of predictability between PHARMACOLOG time series from 21st of December 2024 to 5th of January 2025 and 5th of January 2025 to 20th of January 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 PHARMACOLOG I UPPSALA price movement. The serial correlation of -0.75 indicates that around 75.0% of current PHARMACOLOG price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.75
Spearman Rank Test
-0.37
Residual Average
0.0
Price Variance
0.0
PHARMACOLOG I UPPSALA lagged returns against current returns
Autocorrelation, which is PHARMACOLOG 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 PHARMACOLOG's stock expected returns. We can calculate the autocorrelation of PHARMACOLOG returns to help us make a trade decision. For example, suppose you find that PHARMACOLOG 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
PHARMACOLOG 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 PHARMACOLOG stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if PHARMACOLOG stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in PHARMACOLOG stock over time.
Current vs Lagged Prices
Timeline
PHARMACOLOG Lagged Returns
When evaluating PHARMACOLOG's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of PHARMACOLOG stock have on its future price. PHARMACOLOG 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, PHARMACOLOG autocorrelation shows the relationship between PHARMACOLOG stock current value and its past values and can show if there is a momentum factor associated with investing in PHARMACOLOG I UPPSALA.