Pharma Bio Serv Stock Market Value
| PBSV Stock | USD 0.56 0.04 6.67% |
| Symbol | Pharma-Bio |
Pharma-Bio Serv '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 Pharma-Bio Serv'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 Pharma-Bio Serv.
| 01/02/2025 |
| 03/03/2025 |
If you would invest 0.00 in Pharma-Bio Serv on January 2, 2025 and sell it all today you would earn a total of 0.00 from holding Pharma Bio Serv or generate 0.0% return on investment in Pharma-Bio Serv over 60 days. Pharma-Bio Serv is related to or competes with CareCloud, Vitalhub Corp, EUDA Health, Aclarion, Healthcare Triangle, HealthStream, and Definitive Healthcare. Pharma-Bio Serv, Inc. operates as a compliance and technology transfer services consulting firm More
Pharma-Bio Serv 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 Pharma-Bio Serv'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 Pharma Bio Serv upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 10.17 | |||
| Information Ratio | 0.0675 | |||
| Maximum Drawdown | 47.9 | |||
| Value At Risk | (8.47) | |||
| Potential Upside | 9.43 |
Pharma-Bio Serv Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Pharma-Bio Serv's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Pharma-Bio Serv's standard deviation. In reality, there are many statistical measures that can use Pharma-Bio Serv historical prices to predict the future Pharma-Bio Serv's volatility.| Risk Adjusted Performance | 0.0571 | |||
| Jensen Alpha | 0.4354 | |||
| Total Risk Alpha | 0.631 | |||
| Sortino Ratio | 0.0439 | |||
| Treynor Ratio | 0.8683 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Pharma-Bio Serv'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.
Pharma Bio Serv Backtested Returns
Pharma-Bio Serv appears to be out of control, given 3 months investment horizon. Pharma Bio Serv maintains Sharpe Ratio (i.e., Efficiency) of 0.066, which implies the firm had a 0.066 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Pharma Bio Serv, which you can use to evaluate the volatility of the company. Please evaluate Pharma-Bio Serv's Coefficient Of Variation of 1526.6, semi deviation of 4.7, and Risk Adjusted Performance of 0.0571 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Pharma-Bio Serv holds a performance score of 5. The company holds a Beta of 0.49, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Pharma-Bio Serv's returns are expected to increase less than the market. However, during the bear market, the loss of holding Pharma-Bio Serv is expected to be smaller as well. Please check Pharma-Bio Serv's jensen alpha, as well as the relationship between the potential upside and daily balance of power , to make a quick decision on whether Pharma-Bio Serv's historical price patterns will revert.
Auto-correlation | -0.27 |
Weak reverse predictability
Pharma Bio Serv has weak reverse predictability. Overlapping area represents the amount of predictability between Pharma-Bio Serv time series from 2nd of January 2025 to 1st of February 2025 and 1st of February 2025 to 3rd 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 Pharma Bio Serv price movement. The serial correlation of -0.27 indicates that nearly 27.0% of current Pharma-Bio Serv price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.27 | |
| Spearman Rank Test | -0.12 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Pharma Bio Serv lagged returns against current returns
Autocorrelation, which is Pharma-Bio Serv 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 Pharma-Bio Serv's otc stock expected returns. We can calculate the autocorrelation of Pharma-Bio Serv returns to help us make a trade decision. For example, suppose you find that Pharma-Bio Serv 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 |
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Pharma-Bio Serv 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 Pharma-Bio Serv otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Pharma-Bio Serv otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Pharma-Bio Serv otc stock over time.
Current vs Lagged Prices |
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Pharma-Bio Serv Lagged Returns
When evaluating Pharma-Bio Serv's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Pharma-Bio Serv otc stock have on its future price. Pharma-Bio Serv 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, Pharma-Bio Serv autocorrelation shows the relationship between Pharma-Bio Serv otc stock current value and its past values and can show if there is a momentum factor associated with investing in Pharma Bio Serv.
Regressed Prices |
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Thematic Opportunities
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Additional Tools for Pharma-Bio OTC Stock Analysis
When running Pharma-Bio Serv's price analysis, check to measure Pharma-Bio Serv'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 Pharma-Bio Serv is operating at the current time. Most of Pharma-Bio Serv's value examination focuses on studying past and present price action to predict the probability of Pharma-Bio Serv's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Pharma-Bio Serv's price. Additionally, you may evaluate how the addition of Pharma-Bio Serv to your portfolios can decrease your overall portfolio volatility.