Nutra Pharma Corp Stock Market Value
| NPHC Stock | USD 0.0002 0.00 0.00% |
| Symbol | Nutra |
Nutra 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 Nutra Pharma'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 Nutra Pharma.
| 05/14/2025 |
| 08/12/2025 |
If you would invest 0.00 in Nutra Pharma on May 14, 2025 and sell it all today you would earn a total of 0.00 from holding Nutra Pharma Corp or generate 0.0% return on investment in Nutra Pharma over 90 days. Nutra Pharma Corp., a biopharmaceutical company, acquires, licenses, and commercializes pharmaceutical products and tech... More
Nutra 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 Nutra Pharma'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 Nutra Pharma Corp upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1538 | |||
| Maximum Drawdown | 166.67 | |||
| Value At Risk | (33.33) | |||
| Potential Upside | 100.0 |
Nutra Pharma Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Nutra Pharma's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Nutra Pharma's standard deviation. In reality, there are many statistical measures that can use Nutra Pharma historical prices to predict the future Nutra Pharma's volatility.| Risk Adjusted Performance | 0.1324 | |||
| Jensen Alpha | 5.26 | |||
| Total Risk Alpha | 1.02 | |||
| Treynor Ratio | (0.59) |
Nutra Pharma Corp Backtested Returns
Nutra Pharma is out of control given 3 months investment horizon. Nutra Pharma Corp has Sharpe Ratio of 0.22, which conveys that the firm had a 0.22 % return per unit of risk over the last 3 months. We have analyze and collected data for nineteen different technical indicators, which can help you to evaluate if expected returns of 8.7% are justified by taking the suggested risk. Use Nutra Pharma Corp Standard Deviation of 28.87, risk adjusted performance of 0.1324, and Mean Deviation of 14.33 to evaluate company specific risk that cannot be diversified away. Nutra Pharma holds a performance score of 17 on a scale of zero to a hundred. The company secures a Beta (Market Risk) of -7.67, which conveys a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Nutra Pharma are expected to decrease by larger amounts. On the other hand, during market turmoil, Nutra Pharma is expected to outperform it. Use Nutra Pharma Corp total risk alpha, skewness, as well as the relationship between the Skewness and day median price , to analyze future returns on Nutra Pharma Corp.
Auto-correlation | -0.35 |
Poor reverse predictability
Nutra Pharma Corp has poor reverse predictability. Overlapping area represents the amount of predictability between Nutra Pharma time series from 14th of May 2025 to 28th of June 2025 and 28th of June 2025 to 12th 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 Nutra Pharma Corp price movement. The serial correlation of -0.35 indicates that nearly 35.0% of current Nutra Pharma price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.35 | |
| Spearman Rank Test | -0.04 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Nutra Pharma Corp lagged returns against current returns
Autocorrelation, which is Nutra Pharma 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 Nutra Pharma's pink sheet expected returns. We can calculate the autocorrelation of Nutra Pharma returns to help us make a trade decision. For example, suppose you find that Nutra Pharma 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 |
Nutra 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 Nutra Pharma pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Nutra Pharma pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Nutra Pharma pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Nutra Pharma Lagged Returns
When evaluating Nutra Pharma's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Nutra Pharma pink sheet have on its future price. Nutra 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, Nutra Pharma autocorrelation shows the relationship between Nutra Pharma pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Nutra Pharma Corp.
Regressed Prices |
| Timeline |
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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.Other Information on Investing in Nutra Pink Sheet
Nutra Pharma financial ratios help investors to determine whether Nutra Pink Sheet 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 Nutra with respect to the benefits of owning Nutra Pharma security.