Abivax Socit Anonyme Stock Market Value
| AAVXF Stock | USD 6.91 0.00 0.00% |
| Symbol | ABIVAX |
ABIVAX Socit '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 ABIVAX Socit'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 ABIVAX Socit.
| 12/25/2024 |
| 03/25/2025 |
If you would invest 0.00 in ABIVAX Socit on December 25, 2024 and sell it all today you would earn a total of 0.00 from holding ABIVAX Socit Anonyme or generate 0.0% return on investment in ABIVAX Socit over 90 days. ABIVAX Socit is related to or competes with Northwest Biotherapeutics, and Geron. ABIVAX Socit Anonyme discovers and optimizes drugs for the treatment of inflammatory diseases, infectious diseases, and ... More
ABIVAX Socit 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 ABIVAX Socit'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 ABIVAX Socit Anonyme upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.10) | |||
| Maximum Drawdown | 33.3 |
ABIVAX Socit Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for ABIVAX Socit's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ABIVAX Socit's standard deviation. In reality, there are many statistical measures that can use ABIVAX Socit historical prices to predict the future ABIVAX Socit's volatility.| Risk Adjusted Performance | (0.09) | |||
| Jensen Alpha | (0.58) | |||
| Total Risk Alpha | (0.35) | |||
| Treynor Ratio | 1.03 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of ABIVAX Socit'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.
ABIVAX Socit Anonyme Backtested Returns
ABIVAX Socit Anonyme secures Sharpe Ratio (or Efficiency) of -0.0154, which signifies that the company had a -0.0154 % return per unit of return volatility over the last 3 months. ABIVAX Socit Anonyme exposes seventeen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm ABIVAX Socit's Mean Deviation of 1.58, variance of 26.81, and Standard Deviation of 5.18 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.54, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning ABIVAX Socit are expected to decrease at a much lower rate. During the bear market, ABIVAX Socit is likely to outperform the market. At this point, ABIVAX Socit Anonyme has a negative expected return of -0.0513%. Please make sure to confirm ABIVAX Socit's coefficient of variation, maximum drawdown, as well as the relationship between the Maximum Drawdown and day typical price , to decide if ABIVAX Socit Anonyme performance from the past will be repeated at some future date.
Auto-correlation | -0.79 |
Almost perfect reverse predictability
ABIVAX Socit Anonyme has almost perfect reverse predictability. Overlapping area represents the amount of predictability between ABIVAX Socit time series from 25th of December 2024 to 8th of February 2025 and 8th of February 2025 to 25th of March 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 ABIVAX Socit Anonyme price movement. The serial correlation of -0.79 indicates that around 79.0% of current ABIVAX Socit price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.79 | |
| Spearman Rank Test | -0.19 | |
| Residual Average | 0.0 | |
| Price Variance | 0.24 |
ABIVAX Socit Anonyme lagged returns against current returns
Autocorrelation, which is ABIVAX Socit 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 ABIVAX Socit's pink sheet expected returns. We can calculate the autocorrelation of ABIVAX Socit returns to help us make a trade decision. For example, suppose you find that ABIVAX Socit 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 |
ABIVAX Socit 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 ABIVAX Socit pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if ABIVAX Socit pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in ABIVAX Socit pink sheet over time.
Current vs Lagged Prices |
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ABIVAX Socit Lagged Returns
When evaluating ABIVAX Socit's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of ABIVAX Socit pink sheet have on its future price. ABIVAX Socit 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, ABIVAX Socit autocorrelation shows the relationship between ABIVAX Socit pink sheet current value and its past values and can show if there is a momentum factor associated with investing in ABIVAX Socit Anonyme.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in ABIVAX Pink Sheet
ABIVAX Socit financial ratios help investors to determine whether ABIVAX 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 ABIVAX with respect to the benefits of owning ABIVAX Socit security.