Santhera Pharmaceuticals Holding Stock Market Value
| SPHDF Stock | USD 13.35 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.
| 11/30/2025 |
| 12/30/2025 |
If you would invest 0.00 in Santhera Pharmaceuticals on November 30, 2025 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 Genfit SA, JW (Cayman), Silence Therapeutics, Molecular Partners, Brii Biosciences, Innate Pharma, and NDT Pharmaceuticals. 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 | (0.13) | |||
| Maximum Drawdown | 27.61 |
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 | (0.07) | |||
| Jensen Alpha | (0.41) | |||
| Total Risk Alpha | (0.80) | |||
| Treynor Ratio | 4.08 |
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
At this point, Santhera Pharmaceuticals is not too volatile. Santhera Pharmaceuticals owns Efficiency Ratio (i.e., Sharpe Ratio) of close to zero, which indicates the firm had a close to zero % return per unit of risk over the last 3 months. We have found seventeen technical indicators for Santhera Pharmaceuticals Holding, which you can use to evaluate the volatility of the company. Please validate Santhera Pharmaceuticals' Variance of 13.67, coefficient of variation of (913.71), and Risk Adjusted Performance of (0.07) to confirm if the risk estimate we provide is consistent with the expected return of 0.0146%. The entity has a beta of -0.1, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Santhera Pharmaceuticals are expected to decrease at a much lower rate. During the bear market, Santhera Pharmaceuticals is likely to outperform the market. Santhera Pharmaceuticals right now has a risk of 1.5%. Please validate Santhera Pharmaceuticals jensen alpha, kurtosis, as well as the relationship between the Kurtosis and day typical price , to decide if Santhera Pharmaceuticals will be following its existing price patterns.
Auto-correlation | 1.00 |
Perfect predictability
Santhera Pharmaceuticals Holding has perfect predictability. Overlapping area represents the amount of predictability between Santhera Pharmaceuticals time series from 30th of November 2025 to 15th of December 2025 and 15th of December 2025 to 30th 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 Santhera Pharmaceuticals price movement. The serial correlation of 1.0 indicates that 100.0% of current Santhera Pharmaceuticals 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 |
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 |
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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.