Starpharma Holdings Stock Market Value
| SPHRY Stock | USD 2.30 0.05 2.13% |
| Symbol | Starpharma |
Starpharma Holdings '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 Starpharma Holdings' otc stock 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 Starpharma Holdings.
| 11/27/2025 |
| 12/27/2025 |
If you would invest 0.00 in Starpharma Holdings on November 27, 2025 and sell it all today you would earn a total of 0.00 from holding Starpharma Holdings or generate 0.0% return on investment in Starpharma Holdings over 30 days. Starpharma Holdings is related to or competes with Imugene, Satellos Bioscience, Paradigm Biopharmaceutica, Biostem Technologies, Kintor Pharmaceutical, and Biosyent. Starpharma Holdings Limited, a biopharmaceutical company, engages in the research, development, and commercialization of... More
Starpharma Holdings 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 Starpharma Holdings' otc stock 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 Starpharma Holdings upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.11 | |||
| Information Ratio | 0.1602 | |||
| Maximum Drawdown | 31.32 | |||
| Value At Risk | (6.25) | |||
| Potential Upside | 9.68 |
Starpharma Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Starpharma Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Starpharma Holdings' standard deviation. In reality, there are many statistical measures that can use Starpharma Holdings historical prices to predict the future Starpharma Holdings' volatility.| Risk Adjusted Performance | 0.1319 | |||
| Jensen Alpha | 0.8141 | |||
| Total Risk Alpha | 0.396 | |||
| Sortino Ratio | 0.1693 | |||
| Treynor Ratio | 0.5444 |
Starpharma Holdings Backtested Returns
Starpharma Holdings appears to be dangerous, given 3 months investment horizon. Starpharma Holdings owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.16, which indicates the firm had a 0.16 % return per unit of risk over the last 3 months. By inspecting Starpharma Holdings' technical indicators, you can evaluate if the expected return of 0.87% is justified by implied risk. Please review Starpharma Holdings' Semi Deviation of 2.55, risk adjusted performance of 0.1319, and Coefficient Of Variation of 571.16 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Starpharma Holdings holds a performance score of 12. The entity has a beta of 1.72, which indicates 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, Starpharma Holdings will likely underperform. Please check Starpharma Holdings' total risk alpha, as well as the relationship between the downside variance and rate of daily change , to make a quick decision on whether Starpharma Holdings' existing price patterns will revert.
Auto-correlation | 0.60 |
Good predictability
Starpharma Holdings has good predictability. Overlapping area represents the amount of predictability between Starpharma Holdings time series from 27th of November 2025 to 12th of December 2025 and 12th of December 2025 to 27th 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 Starpharma Holdings price movement. The serial correlation of 0.6 indicates that roughly 60.0% of current Starpharma Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.6 | |
| Spearman Rank Test | -0.72 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Starpharma Holdings lagged returns against current returns
Autocorrelation, which is Starpharma Holdings otc stock'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 Starpharma Holdings' otc stock expected returns. We can calculate the autocorrelation of Starpharma Holdings returns to help us make a trade decision. For example, suppose you find that Starpharma Holdings has exhibited high autocorrelation historically, and you observe that the otc stock 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 |
Starpharma Holdings 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 Starpharma Holdings otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Starpharma Holdings otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Starpharma Holdings otc stock over time.
Current vs Lagged Prices |
| Timeline |
Starpharma Holdings Lagged Returns
When evaluating Starpharma Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Starpharma Holdings otc stock have on its future price. Starpharma Holdings 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, Starpharma Holdings autocorrelation shows the relationship between Starpharma Holdings otc stock current value and its past values and can show if there is a momentum factor associated with investing in Starpharma Holdings.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for Starpharma OTC Stock Analysis
When running Starpharma Holdings' price analysis, check to measure Starpharma Holdings' market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Starpharma Holdings is operating at the current time. Most of Starpharma Holdings' value examination focuses on studying past and present price action to predict the probability of Starpharma Holdings' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Starpharma Holdings' price. Additionally, you may evaluate how the addition of Starpharma Holdings to your portfolios can decrease your overall portfolio volatility.