Valeo Pharma Stock Market Value
| VPHIF Stock | USD 0.05 0.00 0.00% |
| Symbol | Valeo |
Valeo 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 Valeo Pharma'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 Valeo Pharma.
| 10/25/2024 |
| 11/24/2024 |
If you would invest 0.00 in Valeo Pharma on October 25, 2024 and sell it all today you would earn a total of 0.00 from holding Valeo Pharma or generate 0.0% return on investment in Valeo Pharma over 30 days. Valeo Pharma Inc., a specialty pharmaceutical company, engages in the acquisition, in-licensing brands, and sale of phar... More
Valeo 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 Valeo Pharma'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 Valeo Pharma upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.14) | |||
| Maximum Drawdown | 50.11 |
Valeo Pharma Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Valeo Pharma's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Valeo Pharma's standard deviation. In reality, there are many statistical measures that can use Valeo Pharma historical prices to predict the future Valeo Pharma's volatility.| Risk Adjusted Performance | (0.09) | |||
| Jensen Alpha | (0.70) | |||
| Total Risk Alpha | (1.74) | |||
| Treynor Ratio | 1.27 |
Valeo Pharma Backtested Returns
Valeo Pharma 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. Valeo Pharma exposes sixteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Valeo Pharma's Risk Adjusted Performance of (0.09), coefficient of variation of (812.40), and Variance of 38.04 to confirm the risk estimate we provide. The entity has a beta of -0.61, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Valeo Pharma are expected to decrease at a much lower rate. During the bear market, Valeo Pharma is likely to outperform the market. At this point, Valeo Pharma has a negative expected return of -0.77%. Please make sure to validate Valeo Pharma's information ratio and kurtosis , to decide if Valeo Pharma performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.00 |
No correlation between past and present
Valeo Pharma has no correlation between past and present. Overlapping area represents the amount of predictability between Valeo Pharma time series from 25th of October 2024 to 9th of November 2024 and 9th of November 2024 to 24th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Valeo Pharma price movement. The serial correlation of 0.0 indicates that just 0.0% of current Valeo Pharma price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Valeo Pharma lagged returns against current returns
Autocorrelation, which is Valeo Pharma 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 Valeo Pharma's pink sheet expected returns. We can calculate the autocorrelation of Valeo Pharma returns to help us make a trade decision. For example, suppose you find that Valeo Pharma 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 |
Valeo 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 Valeo Pharma pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Valeo Pharma pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Valeo Pharma pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Valeo Pharma Lagged Returns
When evaluating Valeo Pharma's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Valeo Pharma pink sheet have on its future price. Valeo 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, Valeo Pharma autocorrelation shows the relationship between Valeo Pharma pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Valeo Pharma.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Valeo Pink Sheet
Valeo Pharma financial ratios help investors to determine whether Valeo 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 Valeo with respect to the benefits of owning Valeo Pharma security.