Somnomed Limited Stock Market Value
| SOMNF Stock | USD 0.51 0.05 10.87% |
| Symbol | SomnoMed |
SomnoMed '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 SomnoMed'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 SomnoMed.
| 12/10/2025 |
| 01/09/2026 |
If you would invest 0.00 in SomnoMed on December 10, 2025 and sell it all today you would earn a total of 0.00 from holding SomnoMed Limited or generate 0.0% return on investment in SomnoMed over 30 days. SomnoMed is related to or competes with Senzime AB, Lumos Diagnostics, Nuo Therapeutics, VITA 34, Orexo AB, Grown Rogue, and Shield Therapeutics. SomnoMed Limited, together with its subsidiaries, engages in the production and sale of devices for the oral treatment o... More
SomnoMed 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 SomnoMed'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 SomnoMed Limited upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0662 | |||
| Maximum Drawdown | 10.87 |
SomnoMed Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SomnoMed's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SomnoMed's standard deviation. In reality, there are many statistical measures that can use SomnoMed historical prices to predict the future SomnoMed's volatility.| Risk Adjusted Performance | 0.099 | |||
| Jensen Alpha | 0.205 | |||
| Total Risk Alpha | 0.0279 | |||
| Treynor Ratio | (0.31) |
SomnoMed Limited Backtested Returns
At this point, SomnoMed is dangerous. SomnoMed Limited owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.13, which indicates the firm had a 0.13 % return per unit of risk over the last 3 months. We have found twenty technical indicators for SomnoMed Limited, which you can use to evaluate the volatility of the company. Please validate SomnoMed's Coefficient Of Variation of 787.4, variance of 1.91, and Risk Adjusted Performance of 0.099 to confirm if the risk estimate we provide is consistent with the expected return of 0.18%. SomnoMed has a performance score of 10 on a scale of 0 to 100. The entity has a beta of -0.54, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning SomnoMed are expected to decrease at a much lower rate. During the bear market, SomnoMed is likely to outperform the market. SomnoMed Limited right now has a risk of 1.39%. Please validate SomnoMed information ratio, kurtosis, as well as the relationship between the Kurtosis and day typical price , to decide if SomnoMed will be following its existing price patterns.
Auto-correlation | 0.00 |
No correlation between past and present
SomnoMed Limited has no correlation between past and present. Overlapping area represents the amount of predictability between SomnoMed time series from 10th of December 2025 to 25th of December 2025 and 25th of December 2025 to 9th 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 SomnoMed Limited price movement. The serial correlation of 0.0 indicates that just 0.0% of current SomnoMed price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
SomnoMed Limited lagged returns against current returns
Autocorrelation, which is SomnoMed 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 SomnoMed's pink sheet expected returns. We can calculate the autocorrelation of SomnoMed returns to help us make a trade decision. For example, suppose you find that SomnoMed 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 |
SomnoMed 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 SomnoMed pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if SomnoMed pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in SomnoMed pink sheet over time.
Current vs Lagged Prices |
| Timeline |
SomnoMed Lagged Returns
When evaluating SomnoMed's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of SomnoMed pink sheet have on its future price. SomnoMed 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, SomnoMed autocorrelation shows the relationship between SomnoMed pink sheet current value and its past values and can show if there is a momentum factor associated with investing in SomnoMed Limited.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in SomnoMed Pink Sheet
SomnoMed financial ratios help investors to determine whether SomnoMed 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 SomnoMed with respect to the benefits of owning SomnoMed security.