Replicel Life Sciences Stock Market Value
| RP Stock | CAD 0.06 0.00 0.00% |
| Symbol | RepliCel |
RepliCel Life Sciences Price To Book Ratio
RepliCel Life '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 RepliCel Life'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 RepliCel Life.
| 03/25/2024 |
| 04/24/2024 |
If you would invest 0.00 in RepliCel Life on March 25, 2024 and sell it all today you would earn a total of 0.00 from holding RepliCel Life Sciences or generate 0.0% return on investment in RepliCel Life over 30 days. RepliCel Life is related to or competes with Extendicare, Rogers Sugar, Chemtrade Logistics, and Exchange Income. RepliCel Life Sciences Inc., a regenerative medicine company, focuses on developing autologous cell therapies that treat... More
RepliCel Life 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 RepliCel Life'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 RepliCel Life Sciences upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 18.93 | |||
| Information Ratio | 0.0192 | |||
| Maximum Drawdown | 61.43 | |||
| Value At Risk | (15.38) | |||
| Potential Upside | 16.67 |
RepliCel Life Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for RepliCel Life's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as RepliCel Life's standard deviation. In reality, there are many statistical measures that can use RepliCel Life historical prices to predict the future RepliCel Life's volatility.| Risk Adjusted Performance | 0.0278 | |||
| Jensen Alpha | 0.2399 | |||
| Total Risk Alpha | (0.99) | |||
| Sortino Ratio | 0.0093 | |||
| Treynor Ratio | 1.05 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of RepliCel Life's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
RepliCel Life Sciences Backtested Returns
We consider RepliCel Life out of control. RepliCel Life Sciences maintains Sharpe Ratio (i.e., Efficiency) of 0.0146, which implies the firm had a 0.0146% return per unit of risk over the last 3 months. We have found twenty-five technical indicators for RepliCel Life Sciences, which you can use to evaluate the volatility of the company. Please check RepliCel Life's Risk Adjusted Performance of 0.0278, coefficient of variation of 3379.49, and Semi Deviation of 6.02 to confirm if the risk estimate we provide is consistent with the expected return of 0.13%. RepliCel Life has a performance score of 1 on a scale of 0 to 100. The company holds a Beta of 0.25, which implies not very significant fluctuations relative to the market. As returns on the market increase, RepliCel Life's returns are expected to increase less than the market. However, during the bear market, the loss of holding RepliCel Life is expected to be smaller as well. RepliCel Life Sciences right now holds a risk of 9.1%. Please check RepliCel Life Sciences maximum drawdown, as well as the relationship between the semi variance and rate of daily change , to decide if RepliCel Life Sciences will be following its historical price patterns.
Auto-correlation | 0.00 |
No correlation between past and present
RepliCel Life Sciences has no correlation between past and present. Overlapping area represents the amount of predictability between RepliCel Life time series from 25th of March 2024 to 9th of April 2024 and 9th of April 2024 to 24th of April 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 RepliCel Life Sciences price movement. The serial correlation of 0.0 indicates that just 0.0% of current RepliCel Life price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
RepliCel Life Sciences lagged returns against current returns
Autocorrelation, which is RepliCel Life 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 RepliCel Life's stock expected returns. We can calculate the autocorrelation of RepliCel Life returns to help us make a trade decision. For example, suppose you find that RepliCel Life 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 |
RepliCel Life 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 RepliCel Life stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if RepliCel Life stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in RepliCel Life stock over time.
Current vs Lagged Prices |
| Timeline |
RepliCel Life Lagged Returns
When evaluating RepliCel Life's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of RepliCel Life stock have on its future price. RepliCel Life 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, RepliCel Life autocorrelation shows the relationship between RepliCel Life stock current value and its past values and can show if there is a momentum factor associated with investing in RepliCel Life Sciences.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Check out RepliCel Life Correlation, RepliCel Life Volatility and RepliCel Life Alpha and Beta module to complement your research on RepliCel Life. You can also try the Portfolio Comparator module to compare the composition, asset allocations and performance of any two portfolios in your account.
Complementary Tools for RepliCel Stock analysis
When running RepliCel Life's price analysis, check to measure RepliCel Life'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 RepliCel Life is operating at the current time. Most of RepliCel Life's value examination focuses on studying past and present price action to predict the probability of RepliCel Life's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move RepliCel Life's price. Additionally, you may evaluate how the addition of RepliCel Life to your portfolios can decrease your overall portfolio volatility.
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RepliCel Life technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.