Supurva Healthcare Group Stock Market Value
Supurva Healthcare's market value is the price at which a share of Supurva Healthcare trades on a public exchange. It measures the collective expectations of Supurva Healthcare Group investors about its performance. With this module, you can estimate the performance of a buy and hold strategy of Supurva Healthcare Group and determine expected loss or profit from investing in Supurva Healthcare over a given investment horizon. Check out Supurva Healthcare Correlation, Supurva Healthcare Volatility and Supurva Healthcare Alpha and Beta module to complement your research on Supurva Healthcare.
| Symbol | Supurva |
Supurva Healthcare '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 Supurva Healthcare'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 Supurva Healthcare.
| 12/30/2024 |
| 02/28/2025 |
If you would invest 0.00 in Supurva Healthcare on December 30, 2024 and sell it all today you would earn a total of 0.00 from holding Supurva Healthcare Group or generate 0.0% return on investment in Supurva Healthcare over 60 days. Web To Door, Inc. provides last mile delivery courier services More
Supurva Healthcare 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 Supurva Healthcare'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 Supurva Healthcare Group upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0172 | |||
| Maximum Drawdown | 100.0 | |||
| Value At Risk | (33.33) | |||
| Potential Upside | 50.0 |
Supurva Healthcare Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Supurva Healthcare's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Supurva Healthcare's standard deviation. In reality, there are many statistical measures that can use Supurva Healthcare historical prices to predict the future Supurva Healthcare's volatility.| Risk Adjusted Performance | 0.0216 | |||
| Jensen Alpha | 0.1897 | |||
| Total Risk Alpha | 0.7967 | |||
| Treynor Ratio | (0.08) |
Supurva Healthcare Backtested Returns
Supurva Healthcare appears to be out of control, given 3 months investment horizon. Supurva Healthcare owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0164, which indicates the firm had a 0.0164 % return per unit of risk over the last 3 months. We have found fifteen technical indicators for Supurva Healthcare Group, which you can use to evaluate the volatility of the company. Please review Supurva Healthcare's Coefficient Of Variation of 6099.96, variance of 287.12, and Risk Adjusted Performance of 0.0216 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Supurva Healthcare holds a performance score of 1. The entity has a beta of -3.4, which indicates a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Supurva Healthcare are expected to decrease by larger amounts. On the other hand, during market turmoil, Supurva Healthcare is expected to outperform it. Please check Supurva Healthcare's market risk adjusted performance and treynor ratio , to make a quick decision on whether Supurva Healthcare's existing price patterns will revert.
Auto-correlation | 0.51 |
Modest predictability
Supurva Healthcare Group has modest predictability. Overlapping area represents the amount of predictability between Supurva Healthcare time series from 30th of December 2024 to 29th of January 2025 and 29th of January 2025 to 28th 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 Supurva Healthcare price movement. The serial correlation of 0.51 indicates that about 51.0% of current Supurva Healthcare price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.51 | |
| Spearman Rank Test | 0.47 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Supurva Healthcare lagged returns against current returns
Autocorrelation, which is Supurva Healthcare 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 Supurva Healthcare's pink sheet expected returns. We can calculate the autocorrelation of Supurva Healthcare returns to help us make a trade decision. For example, suppose you find that Supurva Healthcare 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 |
Supurva Healthcare 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 Supurva Healthcare pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Supurva Healthcare pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Supurva Healthcare pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Supurva Healthcare Lagged Returns
When evaluating Supurva Healthcare's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Supurva Healthcare pink sheet have on its future price. Supurva Healthcare 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, Supurva Healthcare autocorrelation shows the relationship between Supurva Healthcare pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Supurva Healthcare Group.
Regressed Prices |
| Timeline |
Thematic Opportunities
Explore Investment Opportunities
Additional Tools for Supurva Pink Sheet Analysis
When running Supurva Healthcare's price analysis, check to measure Supurva Healthcare'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 Supurva Healthcare is operating at the current time. Most of Supurva Healthcare's value examination focuses on studying past and present price action to predict the probability of Supurva Healthcare's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Supurva Healthcare's price. Additionally, you may evaluate how the addition of Supurva Healthcare to your portfolios can decrease your overall portfolio volatility.