Bio Path Holdings Market Value
| BPTHDelisted Stock | USD 0.19 0.01 5.00% |
| Symbol | Bio |
Bio Path '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 Bio Path's otc stock 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 Bio Path.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Bio Path on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Bio Path Holdings or generate 0.0% return on investment in Bio Path over 90 days. Bio Path is related to or competes with Capricor Therapeutics, NextCure, Pulmatrix, Crinetics Pharmaceuticals, Benitec Biopharma, Moleculin Biotech, and Achieve Life. Bio-Path Holdings, Inc. operates as a clinical and preclinical stage oncology focused RNAi nano particle drug developmen... More
Bio Path 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 Bio Path's otc stock 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 Bio Path Holdings upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 189.05 | |||
| Value At Risk | (15.44) | |||
| Potential Upside | 15.63 |
Bio Path Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bio Path's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bio Path's standard deviation. In reality, there are many statistical measures that can use Bio Path historical prices to predict the future Bio Path's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | 0.2415 | |||
| Total Risk Alpha | 2.89 | |||
| Treynor Ratio | (0.1) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Bio Path'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.
Bio Path Holdings Backtested Returns
Bio Path Holdings secures Sharpe Ratio (or Efficiency) of close to zero, which signifies that the company had a close to zero % return per unit of risk over the last 3 months. Bio Path Holdings exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Bio Path's Mean Deviation of 8.68, risk adjusted performance of (0.01), and Standard Deviation of 20.29 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 5.44, 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, Bio Path will likely underperform. At this point, Bio Path Holdings has a negative expected return of -0.18%. Please make sure to confirm Bio Path's potential upside, as well as the relationship between the rate of daily change and period momentum indicator , to decide if Bio Path Holdings performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.08 |
Virtually no predictability
Bio Path Holdings has virtually no predictability. Overlapping area represents the amount of predictability between Bio Path time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th 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 Bio Path Holdings price movement. The serial correlation of 0.08 indicates that barely 8.0% of current Bio Path price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.08 | |
| Spearman Rank Test | -0.1 | |
| Residual Average | 0.0 | |
| Price Variance | 0.07 |
Bio Path Holdings lagged returns against current returns
Autocorrelation, which is Bio Path otc stock'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 Bio Path's otc stock expected returns. We can calculate the autocorrelation of Bio Path returns to help us make a trade decision. For example, suppose you find that Bio Path has exhibited high autocorrelation historically, and you observe that the otc stock 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 |
Bio Path 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 Bio Path otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bio Path otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bio Path otc stock over time.
Current vs Lagged Prices |
| Timeline |
Bio Path Lagged Returns
When evaluating Bio Path's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bio Path otc stock have on its future price. Bio Path 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, Bio Path autocorrelation shows the relationship between Bio Path otc stock current value and its past values and can show if there is a momentum factor associated with investing in Bio Path Holdings.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Check out Bio Path Correlation, Bio Path Volatility and Bio Path Alpha and Beta module to complement your research on Bio Path. You can also try the Crypto Correlations module to use cryptocurrency correlation module to diversify your cryptocurrency portfolio across multiple coins.
Other Consideration for investing in Bio OTC Stock
If you are still planning to invest in Bio Path Holdings check if it may still be traded through OTC markets such as Pink Sheets or OTC Bulletin Board. You may also purchase it directly from the company, but this is not always possible and may require contacting the company directly. Please note that delisted stocks are often considered to be more risky investments, as they are no longer subject to the same regulatory and reporting requirements as listed stocks. Therefore, it is essential to carefully research the Bio Path's history and understand the potential risks before investing.
| Piotroski F Score Get Piotroski F Score based on the binary analysis strategy of nine different fundamentals | |
| Portfolio Optimization Compute new portfolio that will generate highest expected return given your specified tolerance for risk | |
| Portfolio Center All portfolio management and optimization tools to improve performance of your portfolios | |
| Portfolio Analyzer Portfolio analysis module that provides access to portfolio diagnostics and optimization engine | |
| Balance Of Power Check stock momentum by analyzing Balance Of Power indicator and other technical ratios | |
| Idea Optimizer Use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio | |
| Fundamentals Comparison Compare fundamentals across multiple equities to find investing opportunities | |
| Funds Screener Find actively-traded funds from around the world traded on over 30 global exchanges | |
| Efficient Frontier Plot and analyze your portfolio and positions against risk-return landscape of the market. |