Peptidream Stock Market Value
| PPTDF Stock | USD 11.98 0.82 6.41% |
| Symbol | PeptiDream |
PeptiDream '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 PeptiDream'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 PeptiDream.
| 11/29/2025 |
| 12/29/2025 |
If you would invest 0.00 in PeptiDream on November 29, 2025 and sell it all today you would earn a total of 0.00 from holding PeptiDream or generate 0.0% return on investment in PeptiDream over 30 days. PeptiDream is related to or competes with Mesoblast, Oxford Nanopore, Pharma Mar, Neuren Pharmaceuticals, CStone Pharmaceuticals, Genus Plc, and SanBio Company. PeptiDream Inc., a biopharmaceutical company, engages in the discovery and development of constrained peptides, small mo... More
PeptiDream 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 PeptiDream'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 PeptiDream upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 20.35 | |||
| Value At Risk | (6.01) |
PeptiDream Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for PeptiDream's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as PeptiDream's standard deviation. In reality, there are many statistical measures that can use PeptiDream historical prices to predict the future PeptiDream's volatility.| Risk Adjusted Performance | 0.0222 | |||
| Jensen Alpha | 0.0659 | |||
| Total Risk Alpha | (0.25) | |||
| Treynor Ratio | (0.22) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of PeptiDream's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
PeptiDream Backtested Returns
At this point, PeptiDream is somewhat reliable. PeptiDream 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. We have found twenty-one technical indicators for PeptiDream, which you can use to evaluate the volatility of the company. Please check PeptiDream's Risk Adjusted Performance of 0.0222, coefficient of variation of 4756.85, and Variance of 7.85 to confirm if the risk estimate we provide is consistent with the expected return of 0.16%. PeptiDream has a performance score of 4 on a scale of 0 to 100. 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 PeptiDream are expected to decrease at a much lower rate. During the bear market, PeptiDream is likely to outperform the market. PeptiDream right now holds a risk of 2.76%. Please check PeptiDream jensen alpha, kurtosis, as well as the relationship between the Kurtosis and day typical price , to decide if PeptiDream will be following its historical price patterns.
Auto-correlation | -0.42 |
Modest reverse predictability
PeptiDream has modest reverse predictability. Overlapping area represents the amount of predictability between PeptiDream time series from 29th of November 2025 to 14th of December 2025 and 14th of December 2025 to 29th of December 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 PeptiDream price movement. The serial correlation of -0.42 indicates that just about 42.0% of current PeptiDream price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.42 | |
| Spearman Rank Test | -0.45 | |
| Residual Average | 0.0 | |
| Price Variance | 0.12 |
PeptiDream lagged returns against current returns
Autocorrelation, which is PeptiDream 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 PeptiDream's pink sheet expected returns. We can calculate the autocorrelation of PeptiDream returns to help us make a trade decision. For example, suppose you find that PeptiDream 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 |
PeptiDream 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 PeptiDream pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if PeptiDream pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in PeptiDream pink sheet over time.
Current vs Lagged Prices |
| Timeline |
PeptiDream Lagged Returns
When evaluating PeptiDream's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of PeptiDream pink sheet have on its future price. PeptiDream 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, PeptiDream autocorrelation shows the relationship between PeptiDream pink sheet current value and its past values and can show if there is a momentum factor associated with investing in PeptiDream.
Regressed Prices |
| Timeline |
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Other Information on Investing in PeptiDream Pink Sheet
PeptiDream financial ratios help investors to determine whether PeptiDream 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 PeptiDream with respect to the benefits of owning PeptiDream security.