Pharma Mar Sau Stock Market Value
| PHMMF Stock | USD 90.21 3.95 4.58% |
| Symbol | Pharma |
Pharma Mar '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 Pharma Mar'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 Pharma Mar.
| 01/28/2024 |
| 01/17/2026 |
If you would invest 0.00 in Pharma Mar on January 28, 2024 and sell it all today you would earn a total of 0.00 from holding Pharma Mar SAU or generate 0.0% return on investment in Pharma Mar over 720 days. Pharma Mar is related to or competes with Neuren Pharmaceuticals, Genus Plc, PeptiDream, Oxford Nanopore, Mesoblast, CStone Pharmaceuticals, and Green Thumb. Pharma Mar, S.A., a biopharmaceutical company, engages in the research, development, production, and commercialization o... More
Pharma Mar 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 Pharma Mar'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 Pharma Mar SAU upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.18) | |||
| Maximum Drawdown | 9.49 | |||
| Value At Risk | (0.12) |
Pharma Mar Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Pharma Mar's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Pharma Mar's standard deviation. In reality, there are many statistical measures that can use Pharma Mar historical prices to predict the future Pharma Mar's volatility.| Risk Adjusted Performance | (0.07) | |||
| Jensen Alpha | (0.23) | |||
| Total Risk Alpha | (0.40) | |||
| Treynor Ratio | (0.45) |
Pharma Mar SAU Backtested Returns
Pharma Mar SAU maintains Sharpe Ratio (i.e., Efficiency) of -0.0387, which implies the firm had a -0.0387 % return per unit of risk over the last 3 months. Pharma Mar SAU exposes twenty different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Pharma Mar's Variance of 2.51, risk adjusted performance of (0.07), and Coefficient Of Variation of (859.80) to confirm the risk estimate we provide. The company holds a Beta of 0.43, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Pharma Mar's returns are expected to increase less than the market. However, during the bear market, the loss of holding Pharma Mar is expected to be smaller as well. At this point, Pharma Mar SAU has a negative expected return of -0.0429%. Please make sure to check Pharma Mar's value at risk, and the relationship between the variance and rate of daily change , to decide if Pharma Mar SAU performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.27 |
Poor predictability
Pharma Mar SAU has poor predictability. Overlapping area represents the amount of predictability between Pharma Mar time series from 28th of January 2024 to 22nd of January 2025 and 22nd of January 2025 to 17th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Pharma Mar SAU price movement. The serial correlation of 0.27 indicates that nearly 27.0% of current Pharma Mar price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.27 | |
| Spearman Rank Test | 0.22 | |
| Residual Average | 0.0 | |
| Price Variance | 39.0 |
Pharma Mar SAU lagged returns against current returns
Autocorrelation, which is Pharma Mar 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 Pharma Mar's pink sheet expected returns. We can calculate the autocorrelation of Pharma Mar returns to help us make a trade decision. For example, suppose you find that Pharma Mar 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 |
Pharma Mar 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 Pharma Mar pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Pharma Mar pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Pharma Mar pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Pharma Mar Lagged Returns
When evaluating Pharma Mar's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Pharma Mar pink sheet have on its future price. Pharma Mar 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, Pharma Mar autocorrelation shows the relationship between Pharma Mar pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Pharma Mar SAU.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Pharma Pink Sheet
Pharma Mar financial ratios help investors to determine whether Pharma 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 Pharma with respect to the benefits of owning Pharma Mar security.