Artisan Consumer Goods Stock Market Value
| ARRT Stock | USD 0.25 0.00 0.00% |
| Symbol | Artisan |
Artisan Consumer '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 Artisan Consumer'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 Artisan Consumer.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Artisan Consumer on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Artisan Consumer Goods or generate 0.0% return on investment in Artisan Consumer over 90 days. Artisan Consumer is related to or competes with Avi, A2 Milk, Aryzta AG, and A2 Milk. Artisan Consumer Goods, Inc. operates in the business of branding, creating, sourcing, and distributing artisan consumer... More
Artisan Consumer 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 Artisan Consumer'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 Artisan Consumer Goods upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0592 | |||
| Maximum Drawdown | 127.58 | |||
| Value At Risk | (3.45) |
Artisan Consumer Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Artisan Consumer's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Artisan Consumer's standard deviation. In reality, there are many statistical measures that can use Artisan Consumer historical prices to predict the future Artisan Consumer's volatility.| Risk Adjusted Performance | 0.0535 | |||
| Jensen Alpha | 0.8339 | |||
| Total Risk Alpha | 2.07 | |||
| Treynor Ratio | 0.262 |
Artisan Consumer Goods Backtested Returns
Artisan Consumer appears to be out of control, given 3 months investment horizon. Artisan Consumer Goods secures Sharpe Ratio (or Efficiency) of 0.0479, which signifies that the company had a 0.0479 % return per unit of risk over the last 3 months. By analyzing Artisan Consumer's technical indicators, you can evaluate if the expected return of 0.59% is justified by implied risk. Please makes use of Artisan Consumer's Standard Deviation of 11.79, risk adjusted performance of 0.0535, and Mean Deviation of 3.0 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Artisan Consumer holds a performance score of 3. The firm shows a Beta (market volatility) of 2.25, 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, Artisan Consumer will likely underperform. Please check Artisan Consumer's jensen alpha and day median price , to make a quick decision on whether Artisan Consumer's price patterns will revert.
Auto-correlation | 0.63 |
Good predictability
Artisan Consumer Goods has good predictability. Overlapping area represents the amount of predictability between Artisan Consumer time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th 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 Artisan Consumer Goods price movement. The serial correlation of 0.63 indicates that roughly 63.0% of current Artisan Consumer price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.63 | |
| Spearman Rank Test | 0.24 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Artisan Consumer Goods lagged returns against current returns
Autocorrelation, which is Artisan Consumer 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 Artisan Consumer's pink sheet expected returns. We can calculate the autocorrelation of Artisan Consumer returns to help us make a trade decision. For example, suppose you find that Artisan Consumer 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 |
Artisan Consumer 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 Artisan Consumer pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Artisan Consumer pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Artisan Consumer pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Artisan Consumer Lagged Returns
When evaluating Artisan Consumer's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Artisan Consumer pink sheet have on its future price. Artisan Consumer 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, Artisan Consumer autocorrelation shows the relationship between Artisan Consumer pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Artisan Consumer Goods.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Artisan Pink Sheet Analysis
When running Artisan Consumer's price analysis, check to measure Artisan Consumer's 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 Artisan Consumer is operating at the current time. Most of Artisan Consumer's value examination focuses on studying past and present price action to predict the probability of Artisan Consumer's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Artisan Consumer's price. Additionally, you may evaluate how the addition of Artisan Consumer to your portfolios can decrease your overall portfolio volatility.