SynAct Pharma (Sweden) Market Value
| SYNACT Stock | 22.20 0.40 1.83% |
| Symbol | SynAct |
SynAct Pharma '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 SynAct Pharma's 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 SynAct Pharma.
| 12/13/2025 |
| 01/12/2026 |
If you would invest 0.00 in SynAct Pharma on December 13, 2025 and sell it all today you would earn a total of 0.00 from holding SynAct Pharma AB or generate 0.0% return on investment in SynAct Pharma over 30 days. SynAct Pharma is related to or competes with Oncopeptides, XSpray Pharma, I Tech, Infant Bacterial, Diamyd Medical, Genovis AB, and Orexo AB. More
SynAct Pharma 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 SynAct Pharma's 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 SynAct Pharma AB upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 12.89 | |||
| Value At Risk | (3.72) | |||
| Potential Upside | 4.99 |
SynAct Pharma Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SynAct Pharma's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SynAct Pharma's standard deviation. In reality, there are many statistical measures that can use SynAct Pharma historical prices to predict the future SynAct Pharma's volatility.| Risk Adjusted Performance | 1.0E-4 | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | (0.38) | |||
| Treynor Ratio | 0.0866 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of SynAct Pharma'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.
SynAct Pharma AB Backtested Returns
SynAct Pharma AB owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0298, which indicates the firm had a -0.0298 % return per unit of risk over the last 3 months. SynAct Pharma AB exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate SynAct Pharma's Risk Adjusted Performance of 1.0E-4, coefficient of variation of (10,008), and Variance of 8.98 to confirm the risk estimate we provide. The entity has a beta of -0.46, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning SynAct Pharma are expected to decrease at a much lower rate. During the bear market, SynAct Pharma is likely to outperform the market. At this point, SynAct Pharma AB has a negative expected return of -0.0889%. Please make sure to validate SynAct Pharma's accumulation distribution, and the relationship between the potential upside and day median price , to decide if SynAct Pharma AB performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.12 |
Insignificant reverse predictability
SynAct Pharma AB has insignificant reverse predictability. Overlapping area represents the amount of predictability between SynAct Pharma time series from 13th of December 2025 to 28th of December 2025 and 28th of December 2025 to 12th 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 SynAct Pharma AB price movement. The serial correlation of -0.12 indicates that less than 12.0% of current SynAct Pharma price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.12 | |
| Spearman Rank Test | -0.79 | |
| Residual Average | 0.0 | |
| Price Variance | 0.27 |
SynAct Pharma AB lagged returns against current returns
Autocorrelation, which is SynAct Pharma 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 SynAct Pharma's stock expected returns. We can calculate the autocorrelation of SynAct Pharma returns to help us make a trade decision. For example, suppose you find that SynAct Pharma has exhibited high autocorrelation historically, and you observe that the 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 |
SynAct Pharma 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 SynAct Pharma stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if SynAct Pharma stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in SynAct Pharma stock over time.
Current vs Lagged Prices |
| Timeline |
SynAct Pharma Lagged Returns
When evaluating SynAct Pharma's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of SynAct Pharma stock have on its future price. SynAct Pharma 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, SynAct Pharma autocorrelation shows the relationship between SynAct Pharma stock current value and its past values and can show if there is a momentum factor associated with investing in SynAct Pharma AB.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Other Information on Investing in SynAct Stock
SynAct Pharma financial ratios help investors to determine whether SynAct Stock 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 SynAct with respect to the benefits of owning SynAct Pharma security.