Anonymous Intelligence Stock Market Value
| ANICF Stock | 0.09 0.01 5.08% |
| Symbol | Anonymous |
Anonymous Intelligence '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 Anonymous Intelligence's otc 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 Anonymous Intelligence.
| 06/16/2024 |
| 12/13/2024 |
If you would invest 0.00 in Anonymous Intelligence on June 16, 2024 and sell it all today you would earn a total of 0.00 from holding Anonymous Intelligence or generate 0.0% return on investment in Anonymous Intelligence over 180 days.
Anonymous Intelligence 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 Anonymous Intelligence's otc 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 Anonymous Intelligence upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 15.96 | |||
| Information Ratio | 0.1331 | |||
| Maximum Drawdown | 93.6 | |||
| Value At Risk | (21.29) | |||
| Potential Upside | 35.17 |
Anonymous Intelligence Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Anonymous Intelligence's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Anonymous Intelligence's standard deviation. In reality, there are many statistical measures that can use Anonymous Intelligence historical prices to predict the future Anonymous Intelligence's volatility.| Risk Adjusted Performance | 0.1099 | |||
| Jensen Alpha | 1.95 | |||
| Total Risk Alpha | 0.2578 | |||
| Sortino Ratio | 0.1587 | |||
| Treynor Ratio | 0.3535 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Anonymous Intelligence's 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.
Anonymous Intelligence Backtested Returns
Anonymous Intelligence secures Sharpe Ratio (or Efficiency) of 0.12, which signifies that the company had a 0.12% return per unit of risk over the last 3 months. We were able to break down twenty-eight different technical indicators, which can help you to evaluate if expected returns of 2.38% are justified by taking the suggested risk. Use Anonymous Intelligence Downside Deviation of 15.96, risk adjusted performance of 0.1099, and Mean Deviation of 13.64 to evaluate company specific risk that cannot be diversified away. Anonymous Intelligence holds a performance score of 9 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of 7.42, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Anonymous Intelligence will likely underperform. Use Anonymous Intelligence downside variance, daily balance of power, and the relationship between the maximum drawdown and skewness , to analyze future returns on Anonymous Intelligence.
Auto-correlation | -0.28 |
Weak reverse predictability
Anonymous Intelligence has weak reverse predictability. Overlapping area represents the amount of predictability between Anonymous Intelligence time series from 16th of June 2024 to 14th of September 2024 and 14th of September 2024 to 13th 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 Anonymous Intelligence price movement. The serial correlation of -0.28 indicates that nearly 28.0% of current Anonymous Intelligence price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.28 | |
| Spearman Rank Test | -0.45 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Anonymous Intelligence lagged returns against current returns
Autocorrelation, which is Anonymous Intelligence otc 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 Anonymous Intelligence's otc stock expected returns. We can calculate the autocorrelation of Anonymous Intelligence returns to help us make a trade decision. For example, suppose you find that Anonymous Intelligence has exhibited high autocorrelation historically, and you observe that the otc 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 |
Anonymous Intelligence 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 Anonymous Intelligence otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Anonymous Intelligence otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Anonymous Intelligence otc stock over time.
Current vs Lagged Prices |
| Timeline |
Anonymous Intelligence Lagged Returns
When evaluating Anonymous Intelligence's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Anonymous Intelligence otc stock have on its future price. Anonymous Intelligence 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, Anonymous Intelligence autocorrelation shows the relationship between Anonymous Intelligence otc stock current value and its past values and can show if there is a momentum factor associated with investing in Anonymous Intelligence.
Regressed Prices |
| Timeline |