Mosaic Immunoengineering Stock Market Value
| CPMV Stock | USD 0.90 0.10 10.00% |
| Symbol | Mosaic |
Mosaic Immunoengineerin '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 Mosaic Immunoengineerin'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 Mosaic Immunoengineerin.
| 12/17/2023 |
| 12/11/2024 |
If you would invest 0.00 in Mosaic Immunoengineerin on December 17, 2023 and sell it all today you would earn a total of 0.00 from holding Mosaic Immunoengineering or generate 0.0% return on investment in Mosaic Immunoengineerin over 360 days. Mosaic Immunoengineerin is related to or competes with Sino Biopharmaceutica, Defence Therapeutics, Aileron Therapeutics, and Enlivex Therapeutics. Mosaic ImmunoEngineering Inc., a development-stage biotechnology company, focuses on developing and commercializing immu... More
Mosaic Immunoengineerin 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 Mosaic Immunoengineerin'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 Mosaic Immunoengineering upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 17.86 | |||
| Information Ratio | 0.0426 | |||
| Maximum Drawdown | 81.86 | |||
| Value At Risk | (25.58) | |||
| Potential Upside | 25.71 |
Mosaic Immunoengineerin Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mosaic Immunoengineerin's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mosaic Immunoengineerin's standard deviation. In reality, there are many statistical measures that can use Mosaic Immunoengineerin historical prices to predict the future Mosaic Immunoengineerin's volatility.| Risk Adjusted Performance | 0.0466 | |||
| Jensen Alpha | 0.6461 | |||
| Total Risk Alpha | (1.53) | |||
| Sortino Ratio | 0.034 | |||
| Treynor Ratio | 1.1 |
Mosaic Immunoengineering Backtested Returns
Mosaic Immunoengineerin is out of control given 3 months investment horizon. Mosaic Immunoengineering has Sharpe Ratio of 0.0919, which conveys that the firm had a 0.0919% return per unit of risk over the last 3 months. We have collected data for twenty-nine different technical indicators, which can help you to evaluate if expected returns of 1.29% are justified by taking the suggested risk. Use Mosaic Immunoengineering Risk Adjusted Performance of 0.0466, downside deviation of 17.86, and Mean Deviation of 6.73 to evaluate company specific risk that cannot be diversified away. Mosaic Immunoengineerin holds a performance score of 7 on a scale of zero to a hundred. The company secures a Beta (Market Risk) of 0.66, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Mosaic Immunoengineerin's returns are expected to increase less than the market. However, during the bear market, the loss of holding Mosaic Immunoengineerin is expected to be smaller as well. Use Mosaic Immunoengineering potential upside, as well as the relationship between the accumulation distribution and price action indicator , to analyze future returns on Mosaic Immunoengineering.
Auto-correlation | -0.34 |
Poor reverse predictability
Mosaic Immunoengineering has poor reverse predictability. Overlapping area represents the amount of predictability between Mosaic Immunoengineerin time series from 17th of December 2023 to 14th of June 2024 and 14th of June 2024 to 11th 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 Mosaic Immunoengineering price movement. The serial correlation of -0.34 indicates that nearly 34.0% of current Mosaic Immunoengineerin price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.34 | |
| Spearman Rank Test | -0.42 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
Mosaic Immunoengineering lagged returns against current returns
Autocorrelation, which is Mosaic Immunoengineerin 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 Mosaic Immunoengineerin's otc stock expected returns. We can calculate the autocorrelation of Mosaic Immunoengineerin returns to help us make a trade decision. For example, suppose you find that Mosaic Immunoengineerin 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 |
Mosaic Immunoengineerin 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 Mosaic Immunoengineerin otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Mosaic Immunoengineerin otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Mosaic Immunoengineerin otc stock over time.
Current vs Lagged Prices |
| Timeline |
Mosaic Immunoengineerin Lagged Returns
When evaluating Mosaic Immunoengineerin's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Mosaic Immunoengineerin otc stock have on its future price. Mosaic Immunoengineerin 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, Mosaic Immunoengineerin autocorrelation shows the relationship between Mosaic Immunoengineerin otc stock current value and its past values and can show if there is a momentum factor associated with investing in Mosaic Immunoengineering.
Regressed Prices |
| Timeline |
Thematic Opportunities
Explore Investment Opportunities
Additional Tools for Mosaic OTC Stock Analysis
When running Mosaic Immunoengineerin's price analysis, check to measure Mosaic Immunoengineerin'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 Mosaic Immunoengineerin is operating at the current time. Most of Mosaic Immunoengineerin's value examination focuses on studying past and present price action to predict the probability of Mosaic Immunoengineerin's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Mosaic Immunoengineerin's price. Additionally, you may evaluate how the addition of Mosaic Immunoengineerin to your portfolios can decrease your overall portfolio volatility.