ZyVersa Therapeutics Market Value
| ZVSADelisted Stock | 0.15 0.01 7.14% |
| Symbol | ZyVersa |
ZyVersa Therapeutics '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 ZyVersa Therapeutics' 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 ZyVersa Therapeutics.
| 04/25/2025 |
| 07/24/2025 |
If you would invest 0.00 in ZyVersa Therapeutics on April 25, 2025 and sell it all today you would earn a total of 0.00 from holding ZyVersa Therapeutics or generate 0.0% return on investment in ZyVersa Therapeutics over 90 days. ZyVersa Therapeutics is related to or competes with Immix Biopharma, Cns Pharmaceuticals, Sonnet Biotherapeutics, SMX Public, Dermata Therapeutics, and FOXO Technologies. More
ZyVersa Therapeutics 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 ZyVersa Therapeutics' 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 ZyVersa Therapeutics upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.19) | |||
| Maximum Drawdown | 67.27 | |||
| Value At Risk | (17.95) | |||
| Potential Upside | 9.38 |
ZyVersa Therapeutics Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for ZyVersa Therapeutics' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ZyVersa Therapeutics' standard deviation. In reality, there are many statistical measures that can use ZyVersa Therapeutics historical prices to predict the future ZyVersa Therapeutics' volatility.| Risk Adjusted Performance | (0.13) | |||
| Jensen Alpha | (2.03) | |||
| Total Risk Alpha | (4.81) | |||
| Treynor Ratio | (2.03) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of ZyVersa Therapeutics' 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.
ZyVersa Therapeutics Backtested Returns
ZyVersa Therapeutics shows Sharpe Ratio of -0.17, which attests that the company had a -0.17 % return per unit of risk over the last 3 months. ZyVersa Therapeutics exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out ZyVersa Therapeutics' Standard Deviation of 10.69, mean deviation of 6.51, and Market Risk Adjusted Performance of (2.02) to validate the risk estimate we provide. The firm maintains a market beta of 0.9, which attests to possible diversification benefits within a given portfolio. ZyVersa Therapeutics returns are very sensitive to returns on the market. As the market goes up or down, ZyVersa Therapeutics is expected to follow. At this point, ZyVersa Therapeutics has a negative expected return of -1.82%. Please make sure to check out ZyVersa Therapeutics' total risk alpha, as well as the relationship between the skewness and day median price , to decide if ZyVersa Therapeutics performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.46 |
Modest reverse predictability
ZyVersa Therapeutics has modest reverse predictability. Overlapping area represents the amount of predictability between ZyVersa Therapeutics time series from 25th of April 2025 to 9th of June 2025 and 9th of June 2025 to 24th 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 ZyVersa Therapeutics price movement. The serial correlation of -0.46 indicates that about 46.0% of current ZyVersa Therapeutics price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.46 | |
| Spearman Rank Test | -0.02 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
ZyVersa Therapeutics lagged returns against current returns
Autocorrelation, which is ZyVersa Therapeutics 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 ZyVersa Therapeutics' stock expected returns. We can calculate the autocorrelation of ZyVersa Therapeutics returns to help us make a trade decision. For example, suppose you find that ZyVersa Therapeutics 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 |
ZyVersa Therapeutics 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 ZyVersa Therapeutics stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if ZyVersa Therapeutics stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in ZyVersa Therapeutics stock over time.
Current vs Lagged Prices |
| Timeline |
ZyVersa Therapeutics Lagged Returns
When evaluating ZyVersa Therapeutics' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of ZyVersa Therapeutics stock have on its future price. ZyVersa Therapeutics 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, ZyVersa Therapeutics autocorrelation shows the relationship between ZyVersa Therapeutics stock current value and its past values and can show if there is a momentum factor associated with investing in ZyVersa Therapeutics.
Regressed Prices |
| Timeline |
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Check out ZyVersa Therapeutics Correlation, ZyVersa Therapeutics Volatility and ZyVersa Therapeutics Alpha and Beta module to complement your research on ZyVersa Therapeutics. You can also try the Portfolio Volatility module to check portfolio volatility and analyze historical return density to properly model market risk.
Other Consideration for investing in ZyVersa Stock
If you are still planning to invest in ZyVersa Therapeutics check if it may still be traded through OTC markets such as Pink Sheets or OTC Bulletin Board. You may also purchase it directly from the company, but this is not always possible and may require contacting the company directly. Please note that delisted stocks are often considered to be more risky investments, as they are no longer subject to the same regulatory and reporting requirements as listed stocks. Therefore, it is essential to carefully research the ZyVersa Therapeutics' history and understand the potential risks before investing.
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