Silo Pharma Stock Market Value
| SILO Stock | USD 1.68 0.08 4.55% |
| Symbol | Silo |
Silo Pharma '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 Silo Pharma's otc 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 Silo Pharma.
| 05/25/2022 |
| 05/14/2024 |
If you would invest 0.00 in Silo Pharma on May 25, 2022 and sell it all today you would earn a total of 0.00 from holding Silo Pharma or generate 0.0% return on investment in Silo Pharma over 720 days. Silo Pharma is related to or competes with Rezolute, Lumos Pharma, Anebulo Pharmaceuticals, Inventiva, BiocardiaInc, Indaptus Therapeutics, and Tempest Therapeutics. Inc., a developmental stage biopharmaceutical company, focuses on merging traditional therapeutics with psychedelic rese... More
Silo Pharma 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 Silo Pharma's otc 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 Silo Pharma upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.16) | |||
| Maximum Drawdown | 14.79 | |||
| Value At Risk | (5.41) | |||
| Potential Upside | 5.26 |
Silo Pharma Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Silo Pharma's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Silo Pharma's standard deviation. In reality, there are many statistical measures that can use Silo Pharma historical prices to predict the future Silo Pharma's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.53) | |||
| Total Risk Alpha | (1.23) | |||
| Treynor Ratio | (1.18) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Silo Pharma'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.
Silo Pharma Backtested Returns
Silo Pharma owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.15, which indicates the firm had a -0.15% return per unit of risk over the last month. Silo Pharma exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Silo Pharma's Variance of 13.2, risk adjusted performance of (0.06), and Coefficient Of Variation of (773.88) to confirm the risk estimate we provide. The entity has a beta of 0.41, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Silo Pharma's returns are expected to increase less than the market. However, during the bear market, the loss of holding Silo Pharma is expected to be smaller as well. Silo Pharma has an expected return of -0.52%. Please make sure to validate Silo Pharma total risk alpha, skewness, as well as the relationship between the Skewness and day median price , to decide if Silo Pharma performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.57 |
Modest predictability
Silo Pharma has modest predictability. Overlapping area represents the amount of predictability between Silo Pharma time series from 25th of May 2022 to 20th of May 2023 and 20th of May 2023 to 14th of May 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 Silo Pharma price movement. The serial correlation of 0.57 indicates that roughly 57.0% of current Silo Pharma price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.57 | |
| Spearman Rank Test | 0.4 | |
| Residual Average | 0.0 | |
| Price Variance | 0.07 |
Silo Pharma lagged returns against current returns
Autocorrelation, which is Silo Pharma otc 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 Silo Pharma's otc stock expected returns. We can calculate the autocorrelation of Silo Pharma returns to help us make a trade decision. For example, suppose you find that Silo Pharma has exhibited high autocorrelation historically, and you observe that the otc 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 |
Silo Pharma 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 Silo Pharma otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Silo Pharma otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Silo Pharma otc stock over time.
Current vs Lagged Prices |
| Timeline |
Silo Pharma Lagged Returns
When evaluating Silo Pharma's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Silo Pharma otc stock have on its future price. Silo Pharma 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, Silo Pharma autocorrelation shows the relationship between Silo Pharma otc stock current value and its past values and can show if there is a momentum factor associated with investing in Silo Pharma.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Check out Silo Pharma Correlation, Silo Pharma Volatility and Silo Pharma Alpha and Beta module to complement your research on Silo Pharma. You can also try the Positions Ratings module to determine portfolio positions ratings based on digital equity recommendations. Macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance.
Complementary Tools for Silo OTC Stock analysis
When running Silo Pharma's price analysis, check to measure Silo Pharma'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 Silo Pharma is operating at the current time. Most of Silo Pharma's value examination focuses on studying past and present price action to predict the probability of Silo Pharma's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Silo Pharma's price. Additionally, you may evaluate how the addition of Silo Pharma to your portfolios can decrease your overall portfolio volatility.
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Silo Pharma technical otc 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, otc market cycles, or different charting patterns.