Arax Holdings Corp Stock Market Value
| ARAT Stock | USD 0.04 0.02 39.34% |
| Symbol | Arax |
Arax Holdings '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 Arax Holdings' 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 Arax Holdings.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Arax Holdings on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Arax Holdings Corp or generate 0.0% return on investment in Arax Holdings over 90 days. Arax Holdings is related to or competes with AppTech Payments, and Arbe Robotics. It intends to explore for and identify business opportunities, including the acquisition of an operating entity through ... More
Arax Holdings 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 Arax Holdings' 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 Arax Holdings Corp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 59.14 | |||
| Information Ratio | 0.0313 | |||
| Maximum Drawdown | 234.24 | |||
| Value At Risk | (52.78) | |||
| Potential Upside | 1.89 |
Arax Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Arax Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Arax Holdings' standard deviation. In reality, there are many statistical measures that can use Arax Holdings historical prices to predict the future Arax Holdings' volatility.| Risk Adjusted Performance | 0.0323 | |||
| Jensen Alpha | 1.33 | |||
| Total Risk Alpha | 5.77 | |||
| Sortino Ratio | 0.0156 | |||
| Treynor Ratio | 0.2048 |
Arax Holdings Corp Backtested Returns
Arax Holdings is out of control given 3 months investment horizon. Arax Holdings Corp secures Sharpe Ratio (or Efficiency) of 0.0398, which signifies that the company had a 0.0398 % return per unit of standard deviation 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 1.3% are justified by taking the suggested risk. Use Arax Holdings risk adjusted performance of 0.0323, and Mean Deviation of 9.42 to evaluate company specific risk that cannot be diversified away. Arax Holdings holds a performance score of 3 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of 3.82, 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, Arax Holdings will likely underperform. Use Arax Holdings coefficient of variation and the relationship between the treynor ratio and rate of daily change , to analyze future returns on Arax Holdings.
Auto-correlation | -0.44 |
Modest reverse predictability
Arax Holdings Corp has modest reverse predictability. Overlapping area represents the amount of predictability between Arax Holdings time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th 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 Arax Holdings Corp price movement. The serial correlation of -0.44 indicates that just about 44.0% of current Arax Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.44 | |
| Spearman Rank Test | -0.38 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Arax Holdings Corp lagged returns against current returns
Autocorrelation, which is Arax Holdings 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 Arax Holdings' pink sheet expected returns. We can calculate the autocorrelation of Arax Holdings returns to help us make a trade decision. For example, suppose you find that Arax Holdings 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 |
Arax Holdings 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 Arax Holdings pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Arax Holdings pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Arax Holdings pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Arax Holdings Lagged Returns
When evaluating Arax Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Arax Holdings pink sheet have on its future price. Arax Holdings 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, Arax Holdings autocorrelation shows the relationship between Arax Holdings pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Arax Holdings Corp.
Regressed Prices |
| Timeline |
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Additional Tools for Arax Pink Sheet Analysis
When running Arax Holdings' price analysis, check to measure Arax Holdings' market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Arax Holdings is operating at the current time. Most of Arax Holdings' value examination focuses on studying past and present price action to predict the probability of Arax Holdings' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Arax Holdings' price. Additionally, you may evaluate how the addition of Arax Holdings to your portfolios can decrease your overall portfolio volatility.