BioPharma Credit (UK) Market Value
| BPCR Stock | 0.90 0.01 1.10% |
| Symbol | BioPharma |
BioPharma Credit '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 BioPharma Credit's 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 BioPharma Credit.
| 09/17/2025 |
| 12/16/2025 |
If you would invest 0.00 in BioPharma Credit on September 17, 2025 and sell it all today you would earn a total of 0.00 from holding BioPharma Credit PLC or generate 0.0% return on investment in BioPharma Credit over 90 days. BioPharma Credit is related to or competes with Rockfire Resources, Ikigai Ventures, Golden Metal, Pantheon Resources, Helium One, CAP LEASE, and Quantum Blockchain. BioPharma Credit is entity of United Kingdom More
BioPharma Credit 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 BioPharma Credit's 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 BioPharma Credit PLC upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.22 | |||
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 5.53 | |||
| Value At Risk | (1.11) | |||
| Potential Upside | 1.12 |
BioPharma Credit Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for BioPharma Credit's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BioPharma Credit's standard deviation. In reality, there are many statistical measures that can use BioPharma Credit historical prices to predict the future BioPharma Credit's volatility.| Risk Adjusted Performance | 0.0183 | |||
| Jensen Alpha | 0.0131 | |||
| Total Risk Alpha | (0.09) | |||
| Sortino Ratio | (0.05) | |||
| Treynor Ratio | (0.45) |
BioPharma Credit PLC Backtested Returns
Currently, BioPharma Credit PLC is unstable. BioPharma Credit PLC secures Sharpe Ratio (or Efficiency) of 0.023, which signifies that the company had a 0.023 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for BioPharma Credit PLC, which you can use to evaluate the volatility of the firm. Please confirm BioPharma Credit's Mean Deviation of 0.6295, downside deviation of 1.22, and Risk Adjusted Performance of 0.0183 to double-check if the risk estimate we provide is consistent with the expected return of 0.0219%. BioPharma Credit has a performance score of 1 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.0249, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning BioPharma Credit are expected to decrease at a much lower rate. During the bear market, BioPharma Credit is likely to outperform the market. BioPharma Credit PLC right now shows a risk of 0.95%. Please confirm BioPharma Credit PLC standard deviation, total risk alpha, treynor ratio, as well as the relationship between the jensen alpha and sortino ratio , to decide if BioPharma Credit PLC will be following its price patterns.
Auto-correlation | 0.13 |
Insignificant predictability
BioPharma Credit PLC has insignificant predictability. Overlapping area represents the amount of predictability between BioPharma Credit time series from 17th of September 2025 to 1st of November 2025 and 1st of November 2025 to 16th of December 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 BioPharma Credit PLC price movement. The serial correlation of 0.13 indicates that less than 13.0% of current BioPharma Credit price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.13 | |
| Spearman Rank Test | 0.27 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
BioPharma Credit PLC lagged returns against current returns
Autocorrelation, which is BioPharma Credit 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 BioPharma Credit's stock expected returns. We can calculate the autocorrelation of BioPharma Credit returns to help us make a trade decision. For example, suppose you find that BioPharma Credit 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 |
BioPharma Credit 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 BioPharma Credit stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if BioPharma Credit stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in BioPharma Credit stock over time.
Current vs Lagged Prices |
| Timeline |
BioPharma Credit Lagged Returns
When evaluating BioPharma Credit's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of BioPharma Credit stock have on its future price. BioPharma Credit 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, BioPharma Credit autocorrelation shows the relationship between BioPharma Credit stock current value and its past values and can show if there is a momentum factor associated with investing in BioPharma Credit PLC.
Regressed Prices |
| Timeline |
Also Currently Popular
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 BioPharma Stock Analysis
When running BioPharma Credit's price analysis, check to measure BioPharma Credit'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 BioPharma Credit is operating at the current time. Most of BioPharma Credit's value examination focuses on studying past and present price action to predict the probability of BioPharma Credit's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move BioPharma Credit's price. Additionally, you may evaluate how the addition of BioPharma Credit to your portfolios can decrease your overall portfolio volatility.