Pharmacielo Stock Market Value
| PCLO Stock | CAD 0.07 0.01 7.14% |
| Symbol | Pharmacielo |
Pharmacielo '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 Pharmacielo'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 Pharmacielo.
| 01/27/2025 |
| 02/26/2025 |
If you would invest 0.00 in Pharmacielo on January 27, 2025 and sell it all today you would earn a total of 0.00 from holding Pharmacielo or generate 0.0% return on investment in Pharmacielo over 30 days. Pharmacielo is related to or competes with Charlottes Web. PharmaCielo Ltd., through its subsidiary, PharmaCielo Colombia Holdings S.A.S., cultivates, processes, produces, and sup... More
Pharmacielo 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 Pharmacielo'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 Pharmacielo upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 9.38 | |||
| Information Ratio | 0.0055 | |||
| Maximum Drawdown | 41.26 | |||
| Value At Risk | (10.00) | |||
| Potential Upside | 10.0 |
Pharmacielo Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Pharmacielo's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Pharmacielo's standard deviation. In reality, there are many statistical measures that can use Pharmacielo historical prices to predict the future Pharmacielo's volatility.| Risk Adjusted Performance | 0.0134 | |||
| Jensen Alpha | 0.0327 | |||
| Total Risk Alpha | 0.0952 | |||
| Sortino Ratio | 0.0042 | |||
| Treynor Ratio | (1.22) |
Pharmacielo Backtested Returns
At this stage we consider Pharmacielo Stock to be out of control. Pharmacielo maintains Sharpe Ratio (i.e., Efficiency) of close to zero, which implies the firm had a close to zero % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Pharmacielo, which you can use to evaluate the volatility of the company. Please check Pharmacielo's Coefficient Of Variation of 16537.41, semi deviation of 6.04, and Risk Adjusted Performance of 0.0134 to confirm if the risk estimate we provide is consistent with the expected return of 0.0429%. The company holds a Beta of -0.027, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Pharmacielo are expected to decrease at a much lower rate. During the bear market, Pharmacielo is likely to outperform the market. Pharmacielo right now holds a risk of 7.09%. Please check Pharmacielo downside deviation, information ratio, and the relationship between the semi deviation and coefficient of variation , to decide if Pharmacielo will be following its historical price patterns.
Auto-correlation | 0.50 |
Modest predictability
Pharmacielo has modest predictability. Overlapping area represents the amount of predictability between Pharmacielo time series from 27th of January 2025 to 11th of February 2025 and 11th of February 2025 to 26th of February 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 Pharmacielo price movement. The serial correlation of 0.5 indicates that about 50.0% of current Pharmacielo price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.5 | |
| Spearman Rank Test | -0.4 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Pharmacielo lagged returns against current returns
Autocorrelation, which is Pharmacielo 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 Pharmacielo's stock expected returns. We can calculate the autocorrelation of Pharmacielo returns to help us make a trade decision. For example, suppose you find that Pharmacielo 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 |
Pharmacielo 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 Pharmacielo stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Pharmacielo stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Pharmacielo stock over time.
Current vs Lagged Prices |
| Timeline |
Pharmacielo Lagged Returns
When evaluating Pharmacielo's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Pharmacielo stock have on its future price. Pharmacielo 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, Pharmacielo autocorrelation shows the relationship between Pharmacielo stock current value and its past values and can show if there is a momentum factor associated with investing in Pharmacielo.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Pharmacielo Stock Analysis
When running Pharmacielo's price analysis, check to measure Pharmacielo'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 Pharmacielo is operating at the current time. Most of Pharmacielo's value examination focuses on studying past and present price action to predict the probability of Pharmacielo's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Pharmacielo's price. Additionally, you may evaluate how the addition of Pharmacielo to your portfolios can decrease your overall portfolio volatility.