Pharmather Holdings Stock Market Value
| PHRRF Stock | USD 0.13 0.01 7.14% |
| Symbol | Pharmather |
Pharmather Holdings '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 Pharmather Holdings' otc 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 Pharmather Holdings.
| 02/07/2025 |
| 03/09/2025 |
If you would invest 0.00 in Pharmather Holdings on February 7, 2025 and sell it all today you would earn a total of 0.00 from holding Pharmather Holdings or generate 0.0% return on investment in Pharmather Holdings over 30 days. Pharmather Holdings is related to or competes with Adial Pharmaceuticals, Transcode Therapeutics, Reviva Pharmaceuticals, Avenue Therapeutics, XOMA, Fortress Biotech, and Checkpoint Therapeutics. PharmaTher Holdings Ltd., a clinical-stage psychedelics biotech company, focuses on the research, development, and comme... More
Pharmather Holdings 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 Pharmather Holdings' otc 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 Pharmather Holdings upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 26.79 | |||
| Value At Risk | (10.53) | |||
| Potential Upside | 7.14 |
Pharmather Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Pharmather Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Pharmather Holdings' standard deviation. In reality, there are many statistical measures that can use Pharmather Holdings historical prices to predict the future Pharmather Holdings' volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.28) | |||
| Total Risk Alpha | 0.2794 | |||
| Treynor Ratio | 1.13 |
Pharmather Holdings Backtested Returns
Pharmather Holdings maintains Sharpe Ratio (i.e., Efficiency) of -0.0524, which implies the firm had a -0.0524 % return per unit of risk over the last 3 months. Pharmather Holdings exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Pharmather Holdings' Variance of 31.81, coefficient of variation of (2,275), and Risk Adjusted Performance of (0.03) to confirm the risk estimate we provide. The company holds a Beta of -0.23, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Pharmather Holdings are expected to decrease at a much lower rate. During the bear market, Pharmather Holdings is likely to outperform the market. At this point, Pharmather Holdings has a negative expected return of -0.29%. Please make sure to check Pharmather Holdings' total risk alpha, as well as the relationship between the skewness and day median price , to decide if Pharmather Holdings performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.04 |
Virtually no predictability
Pharmather Holdings has virtually no predictability. Overlapping area represents the amount of predictability between Pharmather Holdings time series from 7th of February 2025 to 22nd of February 2025 and 22nd of February 2025 to 9th of March 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 Pharmather Holdings price movement. The serial correlation of 0.04 indicates that only as little as 4.0% of current Pharmather Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.04 | |
| Spearman Rank Test | -0.27 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Pharmather Holdings lagged returns against current returns
Autocorrelation, which is Pharmather Holdings otc 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 Pharmather Holdings' otc stock expected returns. We can calculate the autocorrelation of Pharmather Holdings returns to help us make a trade decision. For example, suppose you find that Pharmather Holdings has exhibited high autocorrelation historically, and you observe that the otc 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 |
Pharmather Holdings 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 Pharmather Holdings otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Pharmather Holdings otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Pharmather Holdings otc stock over time.
Current vs Lagged Prices |
| Timeline |
Pharmather Holdings Lagged Returns
When evaluating Pharmather Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Pharmather Holdings otc stock have on its future price. Pharmather Holdings 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, Pharmather Holdings autocorrelation shows the relationship between Pharmather Holdings otc stock current value and its past values and can show if there is a momentum factor associated with investing in Pharmather Holdings.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Pharmather OTC Stock
Pharmather Holdings financial ratios help investors to determine whether Pharmather OTC Stock 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 Pharmather with respect to the benefits of owning Pharmather Holdings security.