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 0.1 as of the 19th of December 2024. This is a 9.09 percent decrease since the beginning of the trading day. The stock's lowest day price was 0.1. 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
12/25/2023
No Change 0.00
0.0
In 11 months and 27 days
12/19/2024
0.00
If you would invest 0.00 in Sand Nisko on December 25, 2023 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 360 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 is out of control given 3 months investment horizon. Sand Nisko Capital owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0689, which indicates the firm had a 0.0689% return per unit of risk over the last 3 months. We were able to analyze twenty-seven different technical indicators, which can help you to evaluate if expected returns of 1.98% are justified by taking the suggested risk. Use Sand Nisko Capital Coefficient Of Variation of 961.52, risk adjusted performance of 0.0924, and Semi Deviation of 15.77 to evaluate company specific risk that cannot be diversified away. Sand Nisko holds a performance score of 5 on a scale of zero to a hundred. The entity has a beta of -1.04, which indicates a somewhat significant risk relative to the market. As the market becomes more bullish, returns on owning Sand Nisko are expected to decrease slowly. On the other hand, during market turmoil, Sand Nisko is expected to outperform it slightly. Use Sand Nisko Capital downside deviation, information ratio, total risk alpha, as well as the relationship between the coefficient of variation and jensen alpha , to analyze future returns on Sand Nisko Capital.
Auto-correlation
-0.09
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 25th of December 2023 to 22nd of June 2024 and 22nd of June 2024 to 19th of December 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 Sand Nisko Capital price movement. The serial correlation of -0.09 indicates that less than 9.0% of current Sand Nisko price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.09
Spearman Rank Test
0.09
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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