Viaderma Stock Market Value
| VDRM Stock | USD 0.01 0.0002 1.67% |
| Symbol | Viaderma |
Viaderma '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 Viaderma'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 Viaderma.
| 01/01/2025 |
| 01/31/2025 |
If you would invest 0.00 in Viaderma on January 1, 2025 and sell it all today you would earn a total of 0.00 from holding Viaderma or generate 0.0% return on investment in Viaderma over 30 days. ViaDerma, Inc. operates as a specialty pharmaceutical company in the United States More
Viaderma 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 Viaderma'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 Viaderma upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 11.81 | |||
| Information Ratio | 0.1333 | |||
| Maximum Drawdown | 72.22 | |||
| Value At Risk | (12.50) | |||
| Potential Upside | 25.0 |
Viaderma Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Viaderma's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Viaderma's standard deviation. In reality, there are many statistical measures that can use Viaderma historical prices to predict the future Viaderma's volatility.| Risk Adjusted Performance | 0.1275 | |||
| Jensen Alpha | 1.68 | |||
| Total Risk Alpha | 0.4025 | |||
| Sortino Ratio | 0.1373 | |||
| Treynor Ratio | 4.25 |
Viaderma Backtested Returns
Viaderma is out of control given 3 months investment horizon. Viaderma owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.12, which indicates the firm had a 0.12 % return per unit of risk over the last 3 months. We were able to interpolate data for twenty-eight different technical indicators, which can help you to evaluate if expected returns of 1.19% are justified by taking the suggested risk. Use Viaderma Semi Deviation of 6.62, coefficient of variation of 706.46, and Risk Adjusted Performance of 0.1275 to evaluate company specific risk that cannot be diversified away. Viaderma holds a performance score of 9 on a scale of zero to a hundred. The entity has a beta of 0.4, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Viaderma's returns are expected to increase less than the market. However, during the bear market, the loss of holding Viaderma is expected to be smaller as well. Use Viaderma jensen alpha and the relationship between the value at risk and day median price , to analyze future returns on Viaderma.
Auto-correlation | 0.42 |
Average predictability
Viaderma has average predictability. Overlapping area represents the amount of predictability between Viaderma time series from 1st of January 2025 to 16th of January 2025 and 16th of January 2025 to 31st 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 Viaderma price movement. The serial correlation of 0.42 indicates that just about 42.0% of current Viaderma price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.42 | |
| Spearman Rank Test | 0.68 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Viaderma lagged returns against current returns
Autocorrelation, which is Viaderma 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 Viaderma's pink sheet expected returns. We can calculate the autocorrelation of Viaderma returns to help us make a trade decision. For example, suppose you find that Viaderma 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 |
Viaderma 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 Viaderma pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Viaderma pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Viaderma pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Viaderma Lagged Returns
When evaluating Viaderma's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Viaderma pink sheet have on its future price. Viaderma 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, Viaderma autocorrelation shows the relationship between Viaderma pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Viaderma.
Regressed Prices |
| Timeline |
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Viaderma financial ratios help investors to determine whether Viaderma 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 Viaderma with respect to the benefits of owning Viaderma security.