Ypsomed Holding Ag Stock Market Value
| YPHDF Stock | USD 392.02 0.00 0.00% |
| Symbol | Ypsomed |
Ypsomed Holding '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 Ypsomed Holding'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 Ypsomed Holding.
| 11/26/2025 |
| 12/26/2025 |
If you would invest 0.00 in Ypsomed Holding on November 26, 2025 and sell it all today you would earn a total of 0.00 from holding Ypsomed Holding AG or generate 0.0% return on investment in Ypsomed Holding over 30 days. Ypsomed Holding is related to or competes with Sysmex Corp, ConvaTec Group, ConvaTec Group, Sysmex, Sonic Healthcare, Matsumotokiyoshi, and SINOPHARM GROUP. Ypsomed Holding AG, together with its subsidiaries, develops, manufactures, and sells injection and infusion systems for... More
Ypsomed Holding 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 Ypsomed Holding'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 Ypsomed Holding AG upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.19) | |||
| Maximum Drawdown | 13.76 |
Ypsomed Holding Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ypsomed Holding's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ypsomed Holding's standard deviation. In reality, there are many statistical measures that can use Ypsomed Holding historical prices to predict the future Ypsomed Holding's volatility.| Risk Adjusted Performance | (0.1) | |||
| Jensen Alpha | (0.32) | |||
| Total Risk Alpha | (0.47) | |||
| Treynor Ratio | (0.53) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Ypsomed Holding'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.
Ypsomed Holding AG Backtested Returns
Ypsomed Holding AG shows Sharpe Ratio of -0.15, which attests that the company had a -0.15 % return per unit of risk over the last 3 months. Ypsomed Holding AG exposes sixteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Ypsomed Holding's Standard Deviation of 1.83, market risk adjusted performance of (0.52), and Mean Deviation of 0.5692 to validate the risk estimate we provide. The firm maintains a market beta of 0.54, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Ypsomed Holding's returns are expected to increase less than the market. However, during the bear market, the loss of holding Ypsomed Holding is expected to be smaller as well. At this point, Ypsomed Holding AG has a negative expected return of -0.29%. Please make sure to check out Ypsomed Holding's treynor ratio, and the relationship between the standard deviation and kurtosis , to decide if Ypsomed Holding AG performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.00 |
No correlation between past and present
Ypsomed Holding AG has no correlation between past and present. Overlapping area represents the amount of predictability between Ypsomed Holding time series from 26th of November 2025 to 11th of December 2025 and 11th of December 2025 to 26th 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 Ypsomed Holding AG price movement. The serial correlation of 0.0 indicates that just 0.0% of current Ypsomed Holding price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | -0.59 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Ypsomed Holding AG lagged returns against current returns
Autocorrelation, which is Ypsomed Holding 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 Ypsomed Holding's pink sheet expected returns. We can calculate the autocorrelation of Ypsomed Holding returns to help us make a trade decision. For example, suppose you find that Ypsomed Holding 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 |
Ypsomed Holding 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 Ypsomed Holding pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ypsomed Holding pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ypsomed Holding pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Ypsomed Holding Lagged Returns
When evaluating Ypsomed Holding's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ypsomed Holding pink sheet have on its future price. Ypsomed Holding 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, Ypsomed Holding autocorrelation shows the relationship between Ypsomed Holding pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Ypsomed Holding AG.
Regressed Prices |
| Timeline |
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Other Information on Investing in Ypsomed Pink Sheet
Ypsomed Holding financial ratios help investors to determine whether Ypsomed 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 Ypsomed with respect to the benefits of owning Ypsomed Holding security.