Asep Medical Holdings Stock Market Value
| SEPSF Stock | USD 0.01 0.00 0.00% |
| Symbol | Asep |
Asep Medical '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 Asep Medical'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 Asep Medical.
| 06/09/2024 |
| 12/31/2025 |
If you would invest 0.00 in Asep Medical on June 9, 2024 and sell it all today you would earn a total of 0.00 from holding Asep Medical Holdings or generate 0.0% return on investment in Asep Medical over 570 days. Asep Medical is related to or competes with Innate Pharma, Brii Biosciences, Scancell Holdings, JW (Cayman), NervGen Pharma, Ascend Wellness, and Santhera Pharmaceuticals. Asep Medical Holdings Inc., through its subsidiary, ASEP Medical Inc More
Asep Medical 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 Asep Medical'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 Asep Medical Holdings upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.13) | |||
| Maximum Drawdown | 97.21 |
Asep Medical Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Asep Medical's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Asep Medical's standard deviation. In reality, there are many statistical measures that can use Asep Medical historical prices to predict the future Asep Medical's volatility.| Risk Adjusted Performance | (0.08) | |||
| Jensen Alpha | (1.74) | |||
| Total Risk Alpha | (2.73) | |||
| Treynor Ratio | (0.43) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Asep Medical'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.
Asep Medical Holdings Backtested Returns
Asep Medical Holdings secures Sharpe Ratio (or Efficiency) of -0.13, which signifies that the company had a -0.13 % return per unit of standard deviation over the last 3 months. Asep Medical Holdings exposes sixteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Asep Medical's risk adjusted performance of (0.08), and Mean Deviation of 2.9 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 3.49, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Asep Medical will likely underperform. At this point, Asep Medical Holdings has a negative expected return of -1.54%. Please make sure to confirm Asep Medical's coefficient of variation, maximum drawdown, as well as the relationship between the Maximum Drawdown and day typical price , to decide if Asep Medical Holdings performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.02 |
Virtually no predictability
Asep Medical Holdings has virtually no predictability. Overlapping area represents the amount of predictability between Asep Medical time series from 9th of June 2024 to 21st of March 2025 and 21st of March 2025 to 31st 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 Asep Medical Holdings price movement. The serial correlation of 0.02 indicates that only 2.0% of current Asep Medical price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.02 | |
| Spearman Rank Test | -0.1 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Asep Medical Holdings lagged returns against current returns
Autocorrelation, which is Asep Medical 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 Asep Medical's pink sheet expected returns. We can calculate the autocorrelation of Asep Medical returns to help us make a trade decision. For example, suppose you find that Asep Medical 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 |
Asep Medical 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 Asep Medical pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Asep Medical pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Asep Medical pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Asep Medical Lagged Returns
When evaluating Asep Medical's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Asep Medical pink sheet have on its future price. Asep Medical 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, Asep Medical autocorrelation shows the relationship between Asep Medical pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Asep Medical Holdings.
Regressed Prices |
| Timeline |
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Other Information on Investing in Asep Pink Sheet
Asep Medical financial ratios help investors to determine whether Asep 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 Asep with respect to the benefits of owning Asep Medical security.