Genmab As Stock Market Value
| GNMSF Stock | USD 222.23 7.07 3.08% |
| Symbol | Genmab |
Genmab A/S '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 Genmab A/S'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 Genmab A/S.
| 05/03/2025 |
| 08/01/2025 |
If you would invest 0.00 in Genmab A/S on May 3, 2025 and sell it all today you would earn a total of 0.00 from holding Genmab AS or generate 0.0% return on investment in Genmab A/S over 90 days. Genmab A/S is related to or competes with Microbix Biosystems, Genmab AS, Inhibikase Therapeutics, Purple Biotech, CSL, UCB SA, and CSL. Genmab AS develops antibody therapeutics for the treatment of cancer and other diseases primarily in Denmark More
Genmab A/S 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 Genmab A/S'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 Genmab AS upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.2 | |||
| Information Ratio | 0.0011 | |||
| Maximum Drawdown | 13.45 | |||
| Value At Risk | (4.38) | |||
| Potential Upside | 5.59 |
Genmab A/S Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Genmab A/S's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Genmab A/S's standard deviation. In reality, there are many statistical measures that can use Genmab A/S historical prices to predict the future Genmab A/S's volatility.| Risk Adjusted Performance | 0.0538 | |||
| Jensen Alpha | 0.2226 | |||
| Total Risk Alpha | (0.36) | |||
| Sortino Ratio | 9.0E-4 | |||
| Treynor Ratio | (0.32) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Genmab A/S'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.
Genmab A/S Backtested Returns
At this point, Genmab A/S is very steady. Genmab A/S holds Efficiency (Sharpe) Ratio of 0.0173, which attests that the entity had a 0.0173 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Genmab A/S, which you can use to evaluate the volatility of the firm. Please check out Genmab A/S's Downside Deviation of 3.2, risk adjusted performance of 0.0538, and Market Risk Adjusted Performance of (0.31) to validate if the risk estimate we provide is consistent with the expected return of 0.0434%. Genmab A/S has a performance score of 1 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of -0.48, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Genmab A/S are expected to decrease at a much lower rate. During the bear market, Genmab A/S is likely to outperform the market. Genmab A/S right now retains a risk of 2.51%. Please check out Genmab A/S sortino ratio, skewness, price action indicator, as well as the relationship between the potential upside and rate of daily change , to decide if Genmab A/S will be following its current trending patterns.
Auto-correlation | 0.66 |
Good predictability
Genmab AS has good predictability. Overlapping area represents the amount of predictability between Genmab A/S time series from 3rd of May 2025 to 17th of June 2025 and 17th of June 2025 to 1st of August 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 Genmab A/S price movement. The serial correlation of 0.66 indicates that around 66.0% of current Genmab A/S price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.66 | |
| Spearman Rank Test | 0.35 | |
| Residual Average | 0.0 | |
| Price Variance | 62.47 |
Genmab A/S lagged returns against current returns
Autocorrelation, which is Genmab A/S 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 Genmab A/S's pink sheet expected returns. We can calculate the autocorrelation of Genmab A/S returns to help us make a trade decision. For example, suppose you find that Genmab A/S 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 |
Genmab A/S 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 Genmab A/S pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Genmab A/S pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Genmab A/S pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Genmab A/S Lagged Returns
When evaluating Genmab A/S's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Genmab A/S pink sheet have on its future price. Genmab A/S 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, Genmab A/S autocorrelation shows the relationship between Genmab A/S pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Genmab AS.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
| USOI | Credit Suisse X Links | |
| ULTY | Tidal Trust II | |
| CONY | YieldMax N Option | |
| BCAT | BlackRock Capital Allocation | |
| PDI | Pimco Dynamic Income |
Additional Information and Resources on Investing in Genmab Pink Sheet
When determining whether Genmab A/S offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Genmab A/S's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Genmab As Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Genmab As Stock:Check out Genmab A/S Correlation, Genmab A/S Volatility and Genmab A/S Alpha and Beta module to complement your research on Genmab A/S. You can also try the Portfolio File Import module to quickly import all of your third-party portfolios from your local drive in csv format.
Genmab A/S technical pink sheet 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, pink sheet market cycles, or different charting patterns.