Regen Biopharma Stock Market Value
| RGBP Stock | USD 0.08 0.01 8.95% |
| Symbol | Regen |
Regen BioPharma '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 Regen BioPharma's pink sheet 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 Regen BioPharma.
| 12/18/2023 |
| 12/12/2024 |
If you would invest 0.00 in Regen BioPharma on December 18, 2023 and sell it all today you would earn a total of 0.00 from holding Regen BioPharma or generate 0.0% return on investment in Regen BioPharma over 360 days. Regen BioPharma is related to or competes with Sino Biopharmaceutica, Defence Therapeutics, Aileron Therapeutics, and Enlivex Therapeutics. Regen BioPharma, Inc. focuses on the development of regenerative medical applications in the United States More
Regen BioPharma 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 Regen BioPharma's pink sheet 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 Regen BioPharma upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 29.13 | |||
| Information Ratio | 0.1553 | |||
| Maximum Drawdown | 196.39 | |||
| Value At Risk | (47.83) | |||
| Potential Upside | 100.0 |
Regen BioPharma Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Regen BioPharma's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Regen BioPharma's standard deviation. In reality, there are many statistical measures that can use Regen BioPharma historical prices to predict the future Regen BioPharma's volatility.| Risk Adjusted Performance | 0.1243 | |||
| Jensen Alpha | 6.12 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | 0.208 | |||
| Treynor Ratio | 13.83 |
Regen BioPharma Backtested Returns
Regen BioPharma is out of control given 3 months investment horizon. Regen BioPharma maintains Sharpe Ratio (i.e., Efficiency) of 0.15, which implies the firm had a 0.15% return per unit of risk over the last 3 months. We have analyzed thirty different technical indicators, which can help you to evaluate if expected returns of 6.02% are justified by taking the suggested risk. Use Regen BioPharma Coefficient Of Variation of 630.86, semi deviation of 22.46, and Risk Adjusted Performance of 0.1243 to evaluate company specific risk that cannot be diversified away. Regen BioPharma holds a performance score of 12 on a scale of zero to a hundred. The company holds a Beta of 0.45, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Regen BioPharma's returns are expected to increase less than the market. However, during the bear market, the loss of holding Regen BioPharma is expected to be smaller as well. Use Regen BioPharma sortino ratio and the relationship between the downside variance and market facilitation index , to analyze future returns on Regen BioPharma.
Auto-correlation | -0.01 |
Very weak reverse predictability
Regen BioPharma has very weak reverse predictability. Overlapping area represents the amount of predictability between Regen BioPharma time series from 18th of December 2023 to 15th of June 2024 and 15th of June 2024 to 12th 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 Regen BioPharma price movement. The serial correlation of -0.01 indicates that just 1.0% of current Regen BioPharma price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.01 | |
| Spearman Rank Test | 0.02 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Regen BioPharma lagged returns against current returns
Autocorrelation, which is Regen BioPharma pink sheet'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 Regen BioPharma's pink sheet expected returns. We can calculate the autocorrelation of Regen BioPharma returns to help us make a trade decision. For example, suppose you find that Regen BioPharma has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Regen BioPharma 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 Regen BioPharma pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Regen BioPharma pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Regen BioPharma pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Regen BioPharma Lagged Returns
When evaluating Regen BioPharma's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Regen BioPharma pink sheet have on its future price. Regen BioPharma 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, Regen BioPharma autocorrelation shows the relationship between Regen BioPharma pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Regen BioPharma.
Regressed Prices |
| Timeline |
Pair Trading with Regen BioPharma
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Regen BioPharma position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Regen BioPharma will appreciate offsetting losses from the drop in the long position's value.Moving against Regen Pink Sheet
| 0.52 | SLF | Sun Life Financial | PairCorr |
| 0.44 | BAC | Bank of America Fiscal Year End 10th of January 2025 | PairCorr |
| 0.43 | SIGL | Signal Advance | PairCorr |
| 0.33 | AVTE | Aerovate Therapeutics | PairCorr |
The ability to find closely correlated positions to Regen BioPharma could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Regen BioPharma when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Regen BioPharma - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Regen BioPharma to buy it.
The correlation of Regen BioPharma is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Regen BioPharma moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Regen BioPharma moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Regen BioPharma can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Additional Tools for Regen Pink Sheet Analysis
When running Regen BioPharma's price analysis, check to measure Regen BioPharma'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 Regen BioPharma is operating at the current time. Most of Regen BioPharma's value examination focuses on studying past and present price action to predict the probability of Regen BioPharma's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Regen BioPharma's price. Additionally, you may evaluate how the addition of Regen BioPharma to your portfolios can decrease your overall portfolio volatility.