Enlivex Therapeutics (Israel) Market Value
| ENLV Stock | ILA 438.10 9.60 2.24% |
| Symbol | Enlivex |
Enlivex Therapeutics '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 Enlivex Therapeutics' 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 Enlivex Therapeutics.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Enlivex Therapeutics on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Enlivex Therapeutics or generate 0.0% return on investment in Enlivex Therapeutics over 90 days. Enlivex Therapeutics is related to or competes with Victory Supermarket, Bezeq Israeli, Sure Tech, Harel Insurance, Feat Fund, and Global Knafaim. Enlivex Therapeutics Ltd. operates as a clinical stage immunotherapy company More
Enlivex Therapeutics 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 Enlivex Therapeutics' 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 Enlivex Therapeutics upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.06 | |||
| Information Ratio | 0.1018 | |||
| Maximum Drawdown | 15.01 | |||
| Value At Risk | (4.91) | |||
| Potential Upside | 5.83 |
Enlivex Therapeutics Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Enlivex Therapeutics' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Enlivex Therapeutics' standard deviation. In reality, there are many statistical measures that can use Enlivex Therapeutics historical prices to predict the future Enlivex Therapeutics' volatility.| Risk Adjusted Performance | 0.0698 | |||
| Jensen Alpha | 0.2734 | |||
| Total Risk Alpha | 0.6399 | |||
| Sortino Ratio | 0.1096 | |||
| Treynor Ratio | 0.5294 |
Enlivex Therapeutics Backtested Returns
At this point, Enlivex Therapeutics is very steady. Enlivex Therapeutics secures Sharpe Ratio (or Efficiency) of 0.0561, which denotes the company had a 0.0561 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Enlivex Therapeutics, which you can use to evaluate the volatility of the firm. Please confirm Enlivex Therapeutics' Mean Deviation of 2.55, coefficient of variation of 1393.9, and Downside Deviation of 3.06 to check if the risk estimate we provide is consistent with the expected return of 0.16%. Enlivex Therapeutics has a performance score of 4 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.43, which means possible diversification benefits within a given portfolio. As returns on the market increase, Enlivex Therapeutics' returns are expected to increase less than the market. However, during the bear market, the loss of holding Enlivex Therapeutics is expected to be smaller as well. Enlivex Therapeutics right now shows a risk of 2.89%. Please confirm Enlivex Therapeutics coefficient of variation, jensen alpha, sortino ratio, as well as the relationship between the standard deviation and total risk alpha , to decide if Enlivex Therapeutics will be following its price patterns.
Auto-correlation | -0.42 |
Modest reverse predictability
Enlivex Therapeutics has modest reverse predictability. Overlapping area represents the amount of predictability between Enlivex Therapeutics time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th 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 Enlivex Therapeutics price movement. The serial correlation of -0.42 indicates that just about 42.0% of current Enlivex Therapeutics price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.42 | |
| Spearman Rank Test | 0.07 | |
| Residual Average | 0.0 | |
| Price Variance | 484.01 |
Enlivex Therapeutics lagged returns against current returns
Autocorrelation, which is Enlivex Therapeutics 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 Enlivex Therapeutics' stock expected returns. We can calculate the autocorrelation of Enlivex Therapeutics returns to help us make a trade decision. For example, suppose you find that Enlivex Therapeutics has exhibited high autocorrelation historically, and you observe that the 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 |
Enlivex Therapeutics 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 Enlivex Therapeutics stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Enlivex Therapeutics stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Enlivex Therapeutics stock over time.
Current vs Lagged Prices |
| Timeline |
Enlivex Therapeutics Lagged Returns
When evaluating Enlivex Therapeutics' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Enlivex Therapeutics stock have on its future price. Enlivex Therapeutics 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, Enlivex Therapeutics autocorrelation shows the relationship between Enlivex Therapeutics stock current value and its past values and can show if there is a momentum factor associated with investing in Enlivex Therapeutics.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Information and Resources on Investing in Enlivex Stock
When determining whether Enlivex Therapeutics is a strong investment it is important to analyze Enlivex Therapeutics' competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Enlivex Therapeutics' future performance. For an informed investment choice regarding Enlivex Stock, refer to the following important reports:Check out Enlivex Therapeutics Correlation, Enlivex Therapeutics Volatility and Enlivex Therapeutics Alpha and Beta module to complement your research on Enlivex Therapeutics. For information on how to trade Enlivex Stock refer to our How to Trade Enlivex Stock guide.You can also try the Price Exposure Probability module to analyze equity upside and downside potential for a given time horizon across multiple markets.
Enlivex Therapeutics technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.