OSE Pharma (France) Market Value
| OSE Stock | EUR 6.35 0.10 1.55% |
| Symbol | OSE |
OSE Pharma '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 OSE Pharma's 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 OSE Pharma.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in OSE Pharma on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding OSE Pharma SA or generate 0.0% return on investment in OSE Pharma over 90 days. OSE Pharma is related to or competes with Innate Pharma, Valneva SE, Poxel SA, and Nanobiotix. OSE Immunotherapeutics SA, a biotechnology company, focuses on the development of immunotherapies for immune activation ... More
OSE Pharma 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 OSE Pharma's 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 OSE Pharma SA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 18.5 | |||
| Value At Risk | (4.37) | |||
| Potential Upside | 4.68 |
OSE Pharma Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for OSE Pharma's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as OSE Pharma's standard deviation. In reality, there are many statistical measures that can use OSE Pharma historical prices to predict the future OSE Pharma's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.21) | |||
| Total Risk Alpha | 0.2366 | |||
| Treynor Ratio | 0.5817 |
OSE Pharma SA Backtested Returns
OSE Pharma SA maintains Sharpe Ratio (i.e., Efficiency) of -0.0504, which implies the firm had a -0.0504 % return per unit of risk over the last 3 months. OSE Pharma SA exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check OSE Pharma's Coefficient Of Variation of (1,983), mean deviation of 2.16, and Risk Adjusted Performance of (0.04) to confirm the risk estimate we provide. The company holds a Beta of -0.3, which implies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning OSE Pharma are expected to decrease at a much lower rate. During the bear market, OSE Pharma is likely to outperform the market. At this point, OSE Pharma SA has a negative expected return of -0.17%. Please make sure to check OSE Pharma's kurtosis, market facilitation index, and the relationship between the value at risk and rate of daily change , to decide if OSE Pharma SA performance from the past will be repeated at future time.
Auto-correlation | 0.47 |
Average predictability
OSE Pharma SA has average predictability. Overlapping area represents the amount of predictability between OSE Pharma 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 OSE Pharma SA price movement. The serial correlation of 0.47 indicates that about 47.0% of current OSE Pharma price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.47 | |
| Spearman Rank Test | 0.34 | |
| Residual Average | 0.0 | |
| Price Variance | 0.12 |
OSE Pharma SA lagged returns against current returns
Autocorrelation, which is OSE Pharma 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 OSE Pharma's stock expected returns. We can calculate the autocorrelation of OSE Pharma returns to help us make a trade decision. For example, suppose you find that OSE Pharma 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 |
OSE Pharma 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 OSE Pharma stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if OSE Pharma stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in OSE Pharma stock over time.
Current vs Lagged Prices |
| Timeline |
OSE Pharma Lagged Returns
When evaluating OSE Pharma's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of OSE Pharma stock have on its future price. OSE Pharma 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, OSE Pharma autocorrelation shows the relationship between OSE Pharma stock current value and its past values and can show if there is a momentum factor associated with investing in OSE Pharma SA.
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.Other Information on Investing in OSE Stock
OSE Pharma financial ratios help investors to determine whether OSE Stock 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 OSE with respect to the benefits of owning OSE Pharma security.