Arsenal Digital Holdings Stock Market Value
| ADHI Stock | USD 0.05 0.00 0.00% |
| Symbol | Arsenal |
Arsenal Digital '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 Arsenal Digital'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 Arsenal Digital.
| 12/14/2024 |
| 03/14/2025 |
If you would invest 0.00 in Arsenal Digital on December 14, 2024 and sell it all today you would earn a total of 0.00 from holding Arsenal Digital Holdings or generate 0.0% return on investment in Arsenal Digital over 90 days. Arsenal Digital is related to or competes with Adhi Karya. Arsenal Digital Holdings, Inc., a development stage company, develops and markets Greensteam TM process and technology f... More
Arsenal Digital 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 Arsenal Digital'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 Arsenal Digital Holdings upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 24.65 | |||
| Information Ratio | 0.0184 | |||
| Maximum Drawdown | 73.02 | |||
| Value At Risk | (14.80) | |||
| Potential Upside | 17.37 |
Arsenal Digital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Arsenal Digital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Arsenal Digital's standard deviation. In reality, there are many statistical measures that can use Arsenal Digital historical prices to predict the future Arsenal Digital's volatility.| Risk Adjusted Performance | 0.0144 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | 1.88 | |||
| Sortino Ratio | 0.0081 | |||
| Treynor Ratio | (0.12) |
Arsenal Digital Holdings Backtested Returns
Arsenal Digital is out of control at the moment. Arsenal Digital Holdings secures Sharpe Ratio (or Efficiency) of close to zero, which signifies that the company had a close to zero % return per unit of risk over the last 3 months. We have found twenty-four technical indicators for Arsenal Digital Holdings, which you can use to evaluate the volatility of the firm. Please confirm Arsenal Digital's Risk Adjusted Performance of 0.0144, downside deviation of 24.65, and Mean Deviation of 4.52 to double-check if the risk estimate we provide is consistent with the expected return of 0.0837%. The firm shows a Beta (market volatility) of -0.48, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Arsenal Digital are expected to decrease at a much lower rate. During the bear market, Arsenal Digital is likely to outperform the market. Arsenal Digital Holdings right now shows a risk of 11.08%. Please confirm Arsenal Digital Holdings sortino ratio, semi variance, day typical price, as well as the relationship between the value at risk and kurtosis , to decide if Arsenal Digital Holdings will be following its price patterns.
Auto-correlation | 0.19 |
Very weak predictability
Arsenal Digital Holdings has very weak predictability. Overlapping area represents the amount of predictability between Arsenal Digital time series from 14th of December 2024 to 28th of January 2025 and 28th of January 2025 to 14th 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 Arsenal Digital Holdings price movement. The serial correlation of 0.19 indicates that over 19.0% of current Arsenal Digital price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.19 | |
| Spearman Rank Test | 0.41 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Arsenal Digital Holdings lagged returns against current returns
Autocorrelation, which is Arsenal Digital 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 Arsenal Digital's pink sheet expected returns. We can calculate the autocorrelation of Arsenal Digital returns to help us make a trade decision. For example, suppose you find that Arsenal Digital 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 |
Arsenal Digital 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 Arsenal Digital pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Arsenal Digital pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Arsenal Digital pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Arsenal Digital Lagged Returns
When evaluating Arsenal Digital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Arsenal Digital pink sheet have on its future price. Arsenal Digital 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, Arsenal Digital autocorrelation shows the relationship between Arsenal Digital pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Arsenal Digital Holdings.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Arsenal Pink Sheet
Arsenal Digital financial ratios help investors to determine whether Arsenal 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 Arsenal with respect to the benefits of owning Arsenal Digital security.