Amarantus Bioscience Holdings Stock Market Value
| AMBS Stock | USD 0.0001 0.00 0.00% |
| Symbol | Amarantus |
Amarantus Bioscience '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 Amarantus Bioscience'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 Amarantus Bioscience.
| 07/01/2024 |
| 12/28/2024 |
If you would invest 0.00 in Amarantus Bioscience on July 1, 2024 and sell it all today you would earn a total of 0.00 from holding Amarantus Bioscience Holdings or generate 0.0% return on investment in Amarantus Bioscience over 180 days. Amarantus Bioscience is related to or competes with Ascletis Pharma. Amarantus BioScience Holdings, Inc., a biopharmaceutical company, focuses on the development of diagnostic and therapeut... More
Amarantus Bioscience 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 Amarantus Bioscience'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 Amarantus Bioscience Holdings upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1662 | |||
| Maximum Drawdown | 990.0 | |||
| Value At Risk | (50.00) | |||
| Potential Upside | 100.0 |
Amarantus Bioscience Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Amarantus Bioscience's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Amarantus Bioscience's standard deviation. In reality, there are many statistical measures that can use Amarantus Bioscience historical prices to predict the future Amarantus Bioscience's volatility.| Risk Adjusted Performance | 0.1427 | |||
| Jensen Alpha | 21.19 | |||
| Total Risk Alpha | 17.72 | |||
| Treynor Ratio | 5.4 |
Amarantus Bioscience Backtested Returns
Amarantus Bioscience is out of control given 3 months investment horizon. Amarantus Bioscience secures Sharpe Ratio (or Efficiency) of 0.17, which signifies that the company had a 0.17% return per unit of standard deviation over the last 3 months. We have analyzed eighteen different technical indicators, which can help you to evaluate if expected returns of 21.62% are justified by taking the suggested risk. Use Amarantus Bioscience risk adjusted performance of 0.1427, and Mean Deviation of 48.93 to evaluate company specific risk that cannot be diversified away. Amarantus Bioscience holds a performance score of 13 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of 3.94, which signifies 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, Amarantus Bioscience will likely underperform. Use Amarantus Bioscience variance, as well as the relationship between the potential upside and day typical price , to analyze future returns on Amarantus Bioscience.
Auto-correlation | 0.00 |
No correlation between past and present
Amarantus Bioscience Holdings has no correlation between past and present. Overlapping area represents the amount of predictability between Amarantus Bioscience time series from 1st of July 2024 to 29th of September 2024 and 29th of September 2024 to 28th of December 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 Amarantus Bioscience price movement. The serial correlation of 0.0 indicates that just 0.0% of current Amarantus Bioscience price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 0.52 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Amarantus Bioscience lagged returns against current returns
Autocorrelation, which is Amarantus Bioscience 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 Amarantus Bioscience's pink sheet expected returns. We can calculate the autocorrelation of Amarantus Bioscience returns to help us make a trade decision. For example, suppose you find that Amarantus Bioscience 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 |
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Amarantus Bioscience 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 Amarantus Bioscience pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Amarantus Bioscience pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Amarantus Bioscience pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Amarantus Bioscience Lagged Returns
When evaluating Amarantus Bioscience's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Amarantus Bioscience pink sheet have on its future price. Amarantus Bioscience 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, Amarantus Bioscience autocorrelation shows the relationship between Amarantus Bioscience pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Amarantus Bioscience Holdings.
Regressed Prices |
| Timeline |
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Additional Tools for Amarantus Pink Sheet Analysis
When running Amarantus Bioscience's price analysis, check to measure Amarantus Bioscience'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 Amarantus Bioscience is operating at the current time. Most of Amarantus Bioscience's value examination focuses on studying past and present price action to predict the probability of Amarantus Bioscience's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Amarantus Bioscience's price. Additionally, you may evaluate how the addition of Amarantus Bioscience to your portfolios can decrease your overall portfolio volatility.