Sino Biopharmaceutical Limited Stock Market Value
| SBMFF Stock | USD 0.37 0.00 0.00% |
| Symbol | Sino |
Sino Biopharmaceutica '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 Sino Biopharmaceutica'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 Sino Biopharmaceutica.
| 02/28/2023 |
| 02/17/2025 |
If you would invest 0.00 in Sino Biopharmaceutica on February 28, 2023 and sell it all today you would earn a total of 0.00 from holding Sino Biopharmaceutical Limited or generate 0.0% return on investment in Sino Biopharmaceutica over 720 days. Sino Biopharmaceutica is related to or competes with Silo Pharma, Inventiva, Biocardia, UroGen Pharma, Dominari Holdings, GT Biopharma, and Fortress Biotech. Sino Biopharmaceutical Limited, an investment holding company, operates as a research and development pharmaceutical con... More
Sino Biopharmaceutica 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 Sino Biopharmaceutica'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 Sino Biopharmaceutical Limited upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 6.21 | |||
| Information Ratio | 0.0883 | |||
| Maximum Drawdown | 27.3 | |||
| Value At Risk | (6.06) | |||
| Potential Upside | 12.12 |
Sino Biopharmaceutica Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sino Biopharmaceutica's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sino Biopharmaceutica's standard deviation. In reality, there are many statistical measures that can use Sino Biopharmaceutica historical prices to predict the future Sino Biopharmaceutica's volatility.| Risk Adjusted Performance | 0.0727 | |||
| Jensen Alpha | 0.4092 | |||
| Total Risk Alpha | 0.4018 | |||
| Sortino Ratio | 0.0657 | |||
| Treynor Ratio | (2.10) |
Sino Biopharmaceutical Backtested Returns
Sino Biopharmaceutical owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.12, which indicates the firm had a -0.12 % return per unit of risk over the last 3 months. Sino Biopharmaceutical Limited exposes twenty-five different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Sino Biopharmaceutica's Semi Deviation of 2.57, coefficient of variation of 1102.05, and Risk Adjusted Performance of 0.0727 to confirm the risk estimate we provide. The entity has a beta of -0.19, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Sino Biopharmaceutica are expected to decrease at a much lower rate. During the bear market, Sino Biopharmaceutica is likely to outperform the market. At this point, Sino Biopharmaceutical has a negative expected return of -0.24%. Please make sure to validate Sino Biopharmaceutica's treynor ratio, expected short fall, relative strength index, as well as the relationship between the potential upside and rate of daily change , to decide if Sino Biopharmaceutical performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.56 |
Good reverse predictability
Sino Biopharmaceutical Limited has good reverse predictability. Overlapping area represents the amount of predictability between Sino Biopharmaceutica time series from 28th of February 2023 to 23rd of February 2024 and 23rd of February 2024 to 17th of February 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 Sino Biopharmaceutical price movement. The serial correlation of -0.56 indicates that roughly 56.0% of current Sino Biopharmaceutica price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.56 | |
| Spearman Rank Test | -0.48 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Sino Biopharmaceutical lagged returns against current returns
Autocorrelation, which is Sino Biopharmaceutica 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 Sino Biopharmaceutica's pink sheet expected returns. We can calculate the autocorrelation of Sino Biopharmaceutica returns to help us make a trade decision. For example, suppose you find that Sino Biopharmaceutica 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 |
Sino Biopharmaceutica 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 Sino Biopharmaceutica pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sino Biopharmaceutica pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sino Biopharmaceutica pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Sino Biopharmaceutica Lagged Returns
When evaluating Sino Biopharmaceutica's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sino Biopharmaceutica pink sheet have on its future price. Sino Biopharmaceutica 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, Sino Biopharmaceutica autocorrelation shows the relationship between Sino Biopharmaceutica pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Sino Biopharmaceutical Limited.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Sino Pink Sheet
Sino Biopharmaceutica financial ratios help investors to determine whether Sino Pink Sheet 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 Sino with respect to the benefits of owning Sino Biopharmaceutica security.