Sand Nisko's market value is the price at which a share of Sand Nisko trades on a public exchange. It measures the collective expectations of Sand Nisko Capital investors about its performance. Sand Nisko is selling for 0.085 as of the 10th of March 2025. This is a 5.56 percent decrease since the beginning of the trading day. The stock's lowest day price was 0.085. With this module, you can estimate the performance of a buy and hold strategy of Sand Nisko Capital and determine expected loss or profit from investing in Sand Nisko over a given investment horizon. Check out Trending Equities to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in board of governors.
Symbol
Sand
Sand Nisko '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 Sand Nisko'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 Sand Nisko.
0.00
02/08/2025
No Change 0.00
0.0
In 31 days
03/10/2025
0.00
If you would invest 0.00 in Sand Nisko on February 8, 2025 and sell it all today you would earn a total of 0.00 from holding Sand Nisko Capital or generate 0.0% return on investment in Sand Nisko over 30 days.
Sand Nisko 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 Sand Nisko'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 Sand Nisko Capital upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sand Nisko's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sand Nisko's standard deviation. In reality, there are many statistical measures that can use Sand Nisko historical prices to predict the future Sand Nisko's volatility.
Sand Nisko Capital owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0375, which indicates the firm had a -0.0375 % return per unit of risk over the last 3 months. Sand Nisko Capital exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Sand Nisko's Variance of 40.9, coefficient of variation of (3,296), and Risk Adjusted Performance of (0.02) to confirm the risk estimate we provide. The entity has a beta of -0.49, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Sand Nisko are expected to decrease at a much lower rate. During the bear market, Sand Nisko is likely to outperform the market. At this point, Sand Nisko Capital has a negative expected return of -0.23%. Please make sure to validate Sand Nisko's jensen alpha, treynor ratio, and the relationship between the information ratio and total risk alpha , to decide if Sand Nisko Capital performance from the past will be repeated at some point in the near future.
Auto-correlation
-0.03
Very weak reverse predictability
Sand Nisko Capital has very weak reverse predictability. Overlapping area represents the amount of predictability between Sand Nisko time series from 8th of February 2025 to 23rd of February 2025 and 23rd of February 2025 to 10th of March 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 Sand Nisko Capital price movement. The serial correlation of -0.03 indicates that only 3.0% of current Sand Nisko price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.03
Spearman Rank Test
-0.43
Residual Average
0.0
Price Variance
0.0
Sand Nisko Capital lagged returns against current returns
Autocorrelation, which is Sand Nisko 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 Sand Nisko's stock expected returns. We can calculate the autocorrelation of Sand Nisko returns to help us make a trade decision. For example, suppose you find that Sand Nisko 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
Sand Nisko 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 Sand Nisko stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sand Nisko stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sand Nisko stock over time.
Current vs Lagged Prices
Timeline
Sand Nisko Lagged Returns
When evaluating Sand Nisko's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sand Nisko stock have on its future price. Sand Nisko 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, Sand Nisko autocorrelation shows the relationship between Sand Nisko stock current value and its past values and can show if there is a momentum factor associated with investing in Sand Nisko Capital.
Regressed Prices
Timeline
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