PROBIOTIX HEALTH (Germany) Market Value
| X90 Stock | 0.09 0.0005 0.57% |
| Symbol | PROBIOTIX |
PROBIOTIX HEALTH '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 PROBIOTIX HEALTH'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 PROBIOTIX HEALTH.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in PROBIOTIX HEALTH on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding PROBIOTIX HEALTH LS 05 or generate 0.0% return on investment in PROBIOTIX HEALTH over 90 days. PROBIOTIX HEALTH is related to or competes with DEVRY EDUCATION, Charter Communications, Laureate Education, Cogent Communications, COMBA TELECOM, TAL Education, and Grand Canyon. More
PROBIOTIX HEALTH 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 PROBIOTIX HEALTH'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 PROBIOTIX HEALTH LS 05 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 6.32 | |||
| Information Ratio | 0.0301 | |||
| Maximum Drawdown | 27.78 | |||
| Value At Risk | (7.33) | |||
| Potential Upside | 9.17 |
PROBIOTIX HEALTH Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for PROBIOTIX HEALTH's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as PROBIOTIX HEALTH's standard deviation. In reality, there are many statistical measures that can use PROBIOTIX HEALTH historical prices to predict the future PROBIOTIX HEALTH's volatility.| Risk Adjusted Performance | 0.0593 | |||
| Jensen Alpha | 0.3292 | |||
| Total Risk Alpha | (0.50) | |||
| Sortino Ratio | 0.0276 | |||
| Treynor Ratio | (1.64) |
PROBIOTIX HEALTH Backtested Returns
PROBIOTIX HEALTH appears to be out of control, given 3 months investment horizon. PROBIOTIX HEALTH maintains Sharpe Ratio (i.e., Efficiency) of 0.0728, which implies the firm had a 0.0728 % return per unit of volatility over the last 3 months. We have found thirty technical indicators for PROBIOTIX HEALTH, which you can use to evaluate the volatility of the company. Please evaluate PROBIOTIX HEALTH's semi deviation of 3.2, and Risk Adjusted Performance of 0.0593 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, PROBIOTIX HEALTH holds a performance score of 5. The company holds a Beta of -0.19, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning PROBIOTIX HEALTH are expected to decrease at a much lower rate. During the bear market, PROBIOTIX HEALTH is likely to outperform the market. Please check PROBIOTIX HEALTH's sortino ratio, maximum drawdown, potential upside, as well as the relationship between the treynor ratio and value at risk , to make a quick decision on whether PROBIOTIX HEALTH's historical price patterns will revert.
Auto-correlation | 0.71 |
Good predictability
PROBIOTIX HEALTH LS 05 has good predictability. Overlapping area represents the amount of predictability between PROBIOTIX HEALTH time series from 21st of April 2025 to 5th of June 2025 and 5th of June 2025 to 20th of July 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 PROBIOTIX HEALTH price movement. The serial correlation of 0.71 indicates that around 71.0% of current PROBIOTIX HEALTH price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.71 | |
| Spearman Rank Test | 0.29 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
PROBIOTIX HEALTH lagged returns against current returns
Autocorrelation, which is PROBIOTIX HEALTH 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 PROBIOTIX HEALTH's stock expected returns. We can calculate the autocorrelation of PROBIOTIX HEALTH returns to help us make a trade decision. For example, suppose you find that PROBIOTIX HEALTH 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 |
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PROBIOTIX HEALTH 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 PROBIOTIX HEALTH stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if PROBIOTIX HEALTH stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in PROBIOTIX HEALTH stock over time.
Current vs Lagged Prices |
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PROBIOTIX HEALTH Lagged Returns
When evaluating PROBIOTIX HEALTH's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of PROBIOTIX HEALTH stock have on its future price. PROBIOTIX HEALTH 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, PROBIOTIX HEALTH autocorrelation shows the relationship between PROBIOTIX HEALTH stock current value and its past values and can show if there is a momentum factor associated with investing in PROBIOTIX HEALTH LS 05.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in PROBIOTIX Stock
PROBIOTIX HEALTH financial ratios help investors to determine whether PROBIOTIX Stock 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 PROBIOTIX with respect to the benefits of owning PROBIOTIX HEALTH security.