Santhera Pharmaceuticals Holding Stock Market Value
| SPHDF Stock | USD 9.42 0.00 0.00% |
| Symbol | Santhera |
Santhera Pharmaceuticals '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 Santhera Pharmaceuticals' 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 Santhera Pharmaceuticals.
| 12/24/2024 |
| 01/23/2025 |
If you would invest 0.00 in Santhera Pharmaceuticals on December 24, 2024 and sell it all today you would earn a total of 0.00 from holding Santhera Pharmaceuticals Holding or generate 0.0% return on investment in Santhera Pharmaceuticals over 30 days. Santhera Pharmaceuticals is related to or competes with Ideaya Biosciences, AnaptysBio, MeiraGTx Holdings, Keros Therapeutics, GH Research, Inventiva, and Genfit. Santhera Pharmaceuticals Holding AG, a specialty pharmaceutical company, together with its subsidiaries, develops and co... More
Santhera Pharmaceuticals 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 Santhera Pharmaceuticals' 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 Santhera Pharmaceuticals Holding upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.14) | |||
| Maximum Drawdown | 19.49 |
Santhera Pharmaceuticals Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Santhera Pharmaceuticals' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Santhera Pharmaceuticals' standard deviation. In reality, there are many statistical measures that can use Santhera Pharmaceuticals historical prices to predict the future Santhera Pharmaceuticals' volatility.| Risk Adjusted Performance | (0.10) | |||
| Jensen Alpha | (0.36) | |||
| Total Risk Alpha | (0.42) | |||
| Treynor Ratio | (0.36) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Santhera Pharmaceuticals' 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.
Santhera Pharmaceuticals Backtested Returns
Santhera Pharmaceuticals 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. Santhera Pharmaceuticals Holding exposes sixteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Santhera Pharmaceuticals' Coefficient Of Variation of (768.11), variance of 6.44, and Risk Adjusted Performance of (0.10) to confirm the risk estimate we provide. The entity has a beta of 0.93, which indicates possible diversification benefits within a given portfolio. Santhera Pharmaceuticals returns are very sensitive to returns on the market. As the market goes up or down, Santhera Pharmaceuticals is expected to follow. At this point, Santhera Pharmaceuticals has a negative expected return of -0.33%. Please make sure to validate Santhera Pharmaceuticals' treynor ratio, kurtosis, as well as the relationship between the Kurtosis and day typical price , to decide if Santhera Pharmaceuticals performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.00 |
No correlation between past and present
Santhera Pharmaceuticals Holding has no correlation between past and present. Overlapping area represents the amount of predictability between Santhera Pharmaceuticals time series from 24th of December 2024 to 8th of January 2025 and 8th of January 2025 to 23rd of January 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 Santhera Pharmaceuticals price movement. The serial correlation of 0.0 indicates that just 0.0% of current Santhera Pharmaceuticals 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 |
Santhera Pharmaceuticals lagged returns against current returns
Autocorrelation, which is Santhera Pharmaceuticals 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 Santhera Pharmaceuticals' pink sheet expected returns. We can calculate the autocorrelation of Santhera Pharmaceuticals returns to help us make a trade decision. For example, suppose you find that Santhera Pharmaceuticals 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 |
Santhera Pharmaceuticals 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 Santhera Pharmaceuticals pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Santhera Pharmaceuticals pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Santhera Pharmaceuticals pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Santhera Pharmaceuticals Lagged Returns
When evaluating Santhera Pharmaceuticals' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Santhera Pharmaceuticals pink sheet have on its future price. Santhera Pharmaceuticals 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, Santhera Pharmaceuticals autocorrelation shows the relationship between Santhera Pharmaceuticals pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Santhera Pharmaceuticals Holding.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Santhera Pink Sheet
Santhera Pharmaceuticals financial ratios help investors to determine whether Santhera 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 Santhera with respect to the benefits of owning Santhera Pharmaceuticals security.