Vaccinex Stock Market Value
| VCNX Stock | USD 1.35 0.11 8.87% |
| Symbol | Vaccinex |
Vaccinex '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 Vaccinex'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 Vaccinex.
| 02/28/2024 |
| 01/18/2026 |
If you would invest 0.00 in Vaccinex on February 28, 2024 and sell it all today you would earn a total of 0.00 from holding Vaccinex or generate 0.0% return on investment in Vaccinex over 690 days. Vaccinex is related to or competes with Medigene, Chia Tai, and Biomind Labs. Vaccinex, Inc., a clinical-stage biotechnology company, focuses on treating cancer and neurodegenerative disease through... More
Vaccinex 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 Vaccinex'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 Vaccinex upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 17.27 | |||
| Information Ratio | 0.1515 | |||
| Maximum Drawdown | 147.8 | |||
| Value At Risk | (25.37) | |||
| Potential Upside | 45.83 |
Vaccinex Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vaccinex's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vaccinex's standard deviation. In reality, there are many statistical measures that can use Vaccinex historical prices to predict the future Vaccinex's volatility.| Risk Adjusted Performance | 0.118 | |||
| Jensen Alpha | 2.95 | |||
| Total Risk Alpha | 0.5212 | |||
| Sortino Ratio | 0.1789 | |||
| Treynor Ratio | 1.23 |
Vaccinex Backtested Returns
Vaccinex is out of control given 3 months investment horizon. Vaccinex owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.11, which indicates the firm had a 0.11 % return per unit of risk over the last 3 months. We were able to interpolate twenty-nine different technical indicators, which can help you to evaluate if expected returns of 1.84% are justified by taking the suggested risk. Use Vaccinex Coefficient Of Variation of 639.45, risk adjusted performance of 0.118, and Semi Deviation of 11.4 to evaluate company specific risk that cannot be diversified away. Vaccinex holds a performance score of 8 on a scale of zero to a hundred. The entity has a beta of 2.58, 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, Vaccinex will likely underperform. Use Vaccinex sortino ratio, as well as the relationship between the semi variance and rate of daily change , to analyze future returns on Vaccinex.
Auto-correlation | 0.19 |
Very weak predictability
Vaccinex has very weak predictability. Overlapping area represents the amount of predictability between Vaccinex time series from 28th of February 2024 to 7th of February 2025 and 7th of February 2025 to 18th 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 Vaccinex price movement. The serial correlation of 0.19 indicates that over 19.0% of current Vaccinex price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.19 | |
| Spearman Rank Test | 0.19 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
Vaccinex lagged returns against current returns
Autocorrelation, which is Vaccinex 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 Vaccinex's pink sheet expected returns. We can calculate the autocorrelation of Vaccinex returns to help us make a trade decision. For example, suppose you find that Vaccinex 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 |
Vaccinex 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 Vaccinex pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vaccinex pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vaccinex pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Vaccinex Lagged Returns
When evaluating Vaccinex's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vaccinex pink sheet have on its future price. Vaccinex 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, Vaccinex autocorrelation shows the relationship between Vaccinex pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Vaccinex.
Regressed Prices |
| Timeline |
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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 Vaccinex Pink Sheet Analysis
When running Vaccinex's price analysis, check to measure Vaccinex's 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 Vaccinex is operating at the current time. Most of Vaccinex's value examination focuses on studying past and present price action to predict the probability of Vaccinex's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Vaccinex's price. Additionally, you may evaluate how the addition of Vaccinex to your portfolios can decrease your overall portfolio volatility.