Psyence Group Stock Market Value
| PSYGF Stock | USD 0.13 0.00 0.00% |
| Symbol | Psyence |
Psyence '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 Psyence'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 Psyence.
| 12/19/2025 |
| 01/18/2026 |
If you would invest 0.00 in Psyence on December 19, 2025 and sell it all today you would earn a total of 0.00 from holding Psyence Group or generate 0.0% return on investment in Psyence over 30 days. Psyence is related to or competes with Ayala Pharmaceuticals. Psyence Group Inc., a life science biotechnology company, engages in the commercial psilocybin mushroom cultivation and ... More
Psyence 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 Psyence'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 Psyence Group upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0783 | |||
| Maximum Drawdown | 18.18 |
Psyence Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Psyence's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Psyence's standard deviation. In reality, there are many statistical measures that can use Psyence historical prices to predict the future Psyence's volatility.| Risk Adjusted Performance | 0.0922 | |||
| Jensen Alpha | 0.3151 | |||
| Total Risk Alpha | (0.03) | |||
| Treynor Ratio | (0.48) |
Psyence Group Backtested Returns
Psyence appears to be out of control, given 3 months investment horizon. Psyence Group maintains Sharpe Ratio (i.e., Efficiency) of 0.12, which implies the firm had a 0.12 % return per unit of risk over the last 3 months. We have found seventeen technical indicators for Psyence Group, which you can use to evaluate the volatility of the company. Please evaluate Psyence's Coefficient Of Variation of 812.4, variance of 5.01, and Risk Adjusted Performance of 0.0922 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Psyence holds a performance score of 9. The company holds a Beta of -0.55, which implies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Psyence are expected to decrease at a much lower rate. During the bear market, Psyence is likely to outperform the market. Please check Psyence's standard deviation, as well as the relationship between the maximum drawdown and day median price , to make a quick decision on whether Psyence's historical price patterns will revert.
Auto-correlation | 1.00 |
Perfect predictability
Psyence Group has perfect predictability. Overlapping area represents the amount of predictability between Psyence time series from 19th of December 2025 to 3rd of January 2026 and 3rd of January 2026 to 18th 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 Psyence Group price movement. The serial correlation of 1.0 indicates that 100.0% of current Psyence price fluctuation can be explain by its past prices.
| Correlation Coefficient | 1.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Psyence Group lagged returns against current returns
Autocorrelation, which is Psyence 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 Psyence's pink sheet expected returns. We can calculate the autocorrelation of Psyence returns to help us make a trade decision. For example, suppose you find that Psyence 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 |
Psyence 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 Psyence pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Psyence pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Psyence pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Psyence Lagged Returns
When evaluating Psyence's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Psyence pink sheet have on its future price. Psyence 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, Psyence autocorrelation shows the relationship between Psyence pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Psyence Group.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Psyence Pink Sheet
Psyence financial ratios help investors to determine whether Psyence 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 Psyence with respect to the benefits of owning Psyence security.