Replicel Life Sciences Stock Market Value
| REPCF Stock | USD 0 0 950.00% |
| Symbol | RepliCel |
RepliCel Life '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 RepliCel Life'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 RepliCel Life.
| 10/29/2024 |
| 11/28/2024 |
If you would invest 0.00 in RepliCel Life on October 29, 2024 and sell it all today you would earn a total of 0.00 from holding RepliCel Life Sciences or generate 0.0% return on investment in RepliCel Life over 30 days. RepliCel Life is related to or competes with PayPal Holdings, Nasdaq, Choice Hotels, Microsoft, Vertiv Holdings, Palladyne, and NVIDIA. RepliCel Life Sciences Inc., a regenerative medicine company, focuses on developing autologous cell therapies that treat... More
RepliCel Life 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 RepliCel Life'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 RepliCel Life Sciences upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1408 | |||
| Maximum Drawdown | 590.48 | |||
| Value At Risk | (52.38) |
RepliCel Life Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for RepliCel Life's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as RepliCel Life's standard deviation. In reality, there are many statistical measures that can use RepliCel Life historical prices to predict the future RepliCel Life's volatility.| Risk Adjusted Performance | 0.1185 | |||
| Jensen Alpha | 21.3 | |||
| Total Risk Alpha | (1.20) | |||
| Treynor Ratio | (0.94) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of RepliCel Life'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.
RepliCel Life Sciences Backtested Returns
RepliCel Life is out of control given 3 months investment horizon. RepliCel Life Sciences maintains Sharpe Ratio (i.e., Efficiency) of 0.15, which implies the firm had a 0.15% return per unit of risk over the last 3 months. We were able to break down twenty different technical indicators, which can help you to evaluate if expected returns of 19.88% are justified by taking the suggested risk. Use RepliCel Life Risk Adjusted Performance of 0.1185, coefficient of variation of 705.67, and Variance of 17929.04 to evaluate company specific risk that cannot be diversified away. RepliCel Life holds a performance score of 11 on a scale of zero to a hundred. The company holds a Beta of -20.26, which implies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning RepliCel Life are expected to decrease by larger amounts. On the other hand, during market turmoil, RepliCel Life is expected to outperform it. Use RepliCel Life skewness, as well as the relationship between the rate of daily change and price action indicator , to analyze future returns on RepliCel Life.
Auto-correlation | 0.00 |
No correlation between past and present
RepliCel Life Sciences has no correlation between past and present. Overlapping area represents the amount of predictability between RepliCel Life time series from 29th of October 2024 to 13th of November 2024 and 13th of November 2024 to 28th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of RepliCel Life Sciences price movement. The serial correlation of 0.0 indicates that just 0.0% of current RepliCel Life price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | -0.13 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
RepliCel Life Sciences lagged returns against current returns
Autocorrelation, which is RepliCel Life 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 RepliCel Life's pink sheet expected returns. We can calculate the autocorrelation of RepliCel Life returns to help us make a trade decision. For example, suppose you find that RepliCel Life 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 |
RepliCel Life 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 RepliCel Life pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if RepliCel Life pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in RepliCel Life pink sheet over time.
Current vs Lagged Prices |
| Timeline |
RepliCel Life Lagged Returns
When evaluating RepliCel Life's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of RepliCel Life pink sheet have on its future price. RepliCel Life 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, RepliCel Life autocorrelation shows the relationship between RepliCel Life pink sheet current value and its past values and can show if there is a momentum factor associated with investing in RepliCel Life Sciences.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in RepliCel Pink Sheet
RepliCel Life financial ratios help investors to determine whether RepliCel 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 RepliCel with respect to the benefits of owning RepliCel Life security.