Pila Pharma (Sweden) Market Value
| PILA Stock | 2.06 0.08 3.74% |
| Symbol | Pila |
Pila Pharma '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 Pila Pharma'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 Pila Pharma.
| 10/04/2025 |
| 01/02/2026 |
If you would invest 0.00 in Pila Pharma on October 4, 2025 and sell it all today you would earn a total of 0.00 from holding Pila Pharma AB or generate 0.0% return on investment in Pila Pharma over 90 days. Pila Pharma is related to or competes with NextCell Pharma, Biovica International, Sprint Bioscience, Nanologica, Spago Nanomedical, Alligator Bioscience, and Oncozenge. More
Pila Pharma 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 Pila Pharma'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 Pila Pharma AB upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 14.99 | |||
| Value At Risk | (4.53) | |||
| Potential Upside | 5.5 |
Pila Pharma Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Pila Pharma's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Pila Pharma's standard deviation. In reality, there are many statistical measures that can use Pila Pharma historical prices to predict the future Pila Pharma's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.13) | |||
| Total Risk Alpha | (0.31) | |||
| Treynor Ratio | (0.13) |
Pila Pharma AB Backtested Returns
Pila Pharma AB maintains Sharpe Ratio (i.e., Efficiency) of -0.0569, which implies the firm had a -0.0569 % return per unit of risk over the last 3 months. Pila Pharma AB exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Pila Pharma's Variance of 9.61, coefficient of variation of (3,570), and Risk Adjusted Performance of (0.01) to confirm the risk estimate we provide. The company holds a Beta of 0.74, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Pila Pharma's returns are expected to increase less than the market. However, during the bear market, the loss of holding Pila Pharma is expected to be smaller as well. At this point, Pila Pharma AB has a negative expected return of -0.17%. Please make sure to check Pila Pharma's value at risk, skewness, and the relationship between the maximum drawdown and potential upside , to decide if Pila Pharma AB performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.08 |
Virtually no predictability
Pila Pharma AB has virtually no predictability. Overlapping area represents the amount of predictability between Pila Pharma time series from 4th of October 2025 to 18th of November 2025 and 18th of November 2025 to 2nd 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 Pila Pharma AB price movement. The serial correlation of 0.08 indicates that barely 8.0% of current Pila Pharma price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.08 | |
| Spearman Rank Test | -0.25 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Pila Pharma AB lagged returns against current returns
Autocorrelation, which is Pila Pharma 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 Pila Pharma's stock expected returns. We can calculate the autocorrelation of Pila Pharma returns to help us make a trade decision. For example, suppose you find that Pila Pharma 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 |
Pila Pharma 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 Pila Pharma stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Pila Pharma stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Pila Pharma stock over time.
Current vs Lagged Prices |
| Timeline |
Pila Pharma Lagged Returns
When evaluating Pila Pharma's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Pila Pharma stock have on its future price. Pila Pharma 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, Pila Pharma autocorrelation shows the relationship between Pila Pharma stock current value and its past values and can show if there is a momentum factor associated with investing in Pila Pharma AB.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Pila Stock Analysis
When running Pila Pharma's price analysis, check to measure Pila Pharma'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 Pila Pharma is operating at the current time. Most of Pila Pharma's value examination focuses on studying past and present price action to predict the probability of Pila Pharma's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Pila Pharma's price. Additionally, you may evaluate how the addition of Pila Pharma to your portfolios can decrease your overall portfolio volatility.