Pharmacielo Stock Market Value
| PCLOF Stock | USD 0.06 0.01 9.37% |
| 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 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 Pharmacielo.
| 09/03/2024 |
| 01/31/2025 |
If you would invest 0.00 in Pharmacielo on September 3, 2024 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 150 days. PharmaCielo Ltd., together with its subsidiary, cultivates, processes, produces, and supplies medicinal-grade cannabis e... 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 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 Pharmacielo upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 11.26 | |||
| Information Ratio | 0.0082 | |||
| Maximum Drawdown | 53.33 | |||
| Value At Risk | (16.88) | |||
| Potential Upside | 18.49 |
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 | 0.0244 | |||
| Jensen Alpha | 0.3509 | |||
| Total Risk Alpha | (0.90) | |||
| Sortino Ratio | 0.0073 | |||
| Treynor Ratio | (0.09) |
Pharmacielo Backtested Returns
Pharmacielo appears to be out of control, given 3 months investment horizon. Pharmacielo maintains Sharpe Ratio (i.e., Efficiency) of 0.0319, which implies the firm had a 0.0319 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Pharmacielo, which you can use to evaluate the volatility of the company. Please evaluate Pharmacielo's Semi Deviation of 9.56, risk adjusted performance of 0.0244, and Coefficient Of Variation of 5491.52 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Pharmacielo holds a performance score of 2. The company holds a Beta of -1.99, which implies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Pharmacielo are expected to decrease by larger amounts. On the other hand, during market turmoil, Pharmacielo is expected to outperform it. Please check Pharmacielo's coefficient of variation, potential upside, day median price, as well as the relationship between the sortino ratio and skewness , to make a quick decision on whether Pharmacielo's historical price patterns will revert.
Auto-correlation | 0.15 |
Insignificant predictability
Pharmacielo has insignificant predictability. Overlapping area represents the amount of predictability between Pharmacielo time series from 3rd of September 2024 to 17th of November 2024 and 17th of November 2024 to 31st 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 Pharmacielo price movement. The serial correlation of 0.15 indicates that less than 15.0% of current Pharmacielo price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.15 | |
| Spearman Rank Test | -0.06 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Pharmacielo lagged returns against current returns
Autocorrelation, which is Pharmacielo 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 Pharmacielo's pink sheet 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 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 |
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 pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Pharmacielo pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Pharmacielo pink sheet 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 pink sheet 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 pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Pharmacielo.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Pharmacielo Pink Sheet
Pharmacielo financial ratios help investors to determine whether Pharmacielo 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 Pharmacielo with respect to the benefits of owning Pharmacielo security.