Santhera Pharmaceuticals (Switzerland) Market Value
| SANN Stock | CHF 9.25 0.33 3.44% |
| Symbol | Santhera |
Santhera Pharmaceuticals '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 Santhera Pharmaceuticals' 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 Santhera Pharmaceuticals.
| 06/16/2024 |
| 12/13/2024 |
If you would invest 0.00 in Santhera Pharmaceuticals on June 16, 2024 and sell it all today you would earn a total of 0.00 from holding Santhera Pharmaceuticals Holding or generate 0.0% return on investment in Santhera Pharmaceuticals over 180 days. Santhera Pharmaceuticals is related to or competes with Swiss Life, Swiss Re, Helvetia Holding, Partners Group, and Straumann Holding. Santhera Pharmaceuticals Holding AG, a specialty pharmaceutical company, together with its subsidiaries, develops and co... More
Santhera Pharmaceuticals 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 Santhera Pharmaceuticals' 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 Santhera Pharmaceuticals Holding upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.22 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 13.02 | |||
| Value At Risk | (3.44) | |||
| Potential Upside | 3.62 |
Santhera Pharmaceuticals Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Santhera Pharmaceuticals' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Santhera Pharmaceuticals' standard deviation. In reality, there are many statistical measures that can use Santhera Pharmaceuticals historical prices to predict the future Santhera Pharmaceuticals' volatility.| Risk Adjusted Performance | 0.0212 | |||
| Jensen Alpha | 0.0235 | |||
| Total Risk Alpha | (0.28) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.2243 |
Santhera Pharmaceuticals Backtested Returns
At this stage we consider Santhera Stock to be somewhat reliable. Santhera Pharmaceuticals owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0292, which indicates the firm had a 0.0292% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Santhera Pharmaceuticals Holding, which you can use to evaluate the volatility of the company. Please validate Santhera Pharmaceuticals' Semi Deviation of 2.14, risk adjusted performance of 0.0212, and Coefficient Of Variation of 5155.52 to confirm if the risk estimate we provide is consistent with the expected return of 0.0739%. Santhera Pharmaceuticals has a performance score of 2 on a scale of 0 to 100. The entity has a beta of 0.18, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Santhera Pharmaceuticals' returns are expected to increase less than the market. However, during the bear market, the loss of holding Santhera Pharmaceuticals is expected to be smaller as well. Santhera Pharmaceuticals right now has a risk of 2.53%. Please validate Santhera Pharmaceuticals treynor ratio, value at risk, and the relationship between the sortino ratio and maximum drawdown , to decide if Santhera Pharmaceuticals will be following its existing price patterns.
Auto-correlation | -0.01 |
Very weak reverse predictability
Santhera Pharmaceuticals Holding has very weak reverse predictability. Overlapping area represents the amount of predictability between Santhera Pharmaceuticals time series from 16th of June 2024 to 14th of September 2024 and 14th of September 2024 to 13th 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 Santhera Pharmaceuticals price movement. The serial correlation of -0.01 indicates that just 1.0% of current Santhera Pharmaceuticals price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.01 | |
| Spearman Rank Test | -0.5 | |
| Residual Average | 0.0 | |
| Price Variance | 0.21 |
Santhera Pharmaceuticals lagged returns against current returns
Autocorrelation, which is Santhera Pharmaceuticals 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 Santhera Pharmaceuticals' stock expected returns. We can calculate the autocorrelation of Santhera Pharmaceuticals returns to help us make a trade decision. For example, suppose you find that Santhera Pharmaceuticals 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 |
Santhera Pharmaceuticals 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 Santhera Pharmaceuticals stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Santhera Pharmaceuticals stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Santhera Pharmaceuticals stock over time.
Current vs Lagged Prices |
| Timeline |
Santhera Pharmaceuticals Lagged Returns
When evaluating Santhera Pharmaceuticals' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Santhera Pharmaceuticals stock have on its future price. Santhera Pharmaceuticals 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, Santhera Pharmaceuticals autocorrelation shows the relationship between Santhera Pharmaceuticals stock current value and its past values and can show if there is a momentum factor associated with investing in Santhera Pharmaceuticals Holding.
Regressed Prices |
| Timeline |
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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 Tools for Santhera Stock Analysis
When running Santhera Pharmaceuticals' price analysis, check to measure Santhera Pharmaceuticals' 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 Santhera Pharmaceuticals is operating at the current time. Most of Santhera Pharmaceuticals' value examination focuses on studying past and present price action to predict the probability of Santhera Pharmaceuticals' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Santhera Pharmaceuticals' price. Additionally, you may evaluate how the addition of Santhera Pharmaceuticals to your portfolios can decrease your overall portfolio volatility.