Data443 Risk Mitigation Stock Market Value
| ATDS Stock | USD 0.11 0.03 21.43% |
| Symbol | Data443 |
Data443 Risk '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 Data443 Risk'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 Data443 Risk.
| 12/17/2023 |
| 12/11/2024 |
If you would invest 0.00 in Data443 Risk on December 17, 2023 and sell it all today you would earn a total of 0.00 from holding Data443 Risk Mitigation or generate 0.0% return on investment in Data443 Risk over 360 days. Data443 Risk is related to or competes with Taoping, Arax Holdings, AppTech Payments, and Arbe Robotics. Data443 Risk Mitigation, Inc. engages in the data security and privacy management business primarily in the United State... More
Data443 Risk 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 Data443 Risk'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 Data443 Risk Mitigation upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 31.54 | |||
| Information Ratio | 0.0757 | |||
| Maximum Drawdown | 235.45 | |||
| Value At Risk | (43.00) | |||
| Potential Upside | 66.67 |
Data443 Risk Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Data443 Risk's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Data443 Risk's standard deviation. In reality, there are many statistical measures that can use Data443 Risk historical prices to predict the future Data443 Risk's volatility.| Risk Adjusted Performance | 0.0666 | |||
| Jensen Alpha | 4.09 | |||
| Total Risk Alpha | (3.48) | |||
| Sortino Ratio | 0.1044 | |||
| Treynor Ratio | (0.57) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Data443 Risk'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.
Data443 Risk Mitigation Backtested Returns
Data443 Risk is out of control given 3 months investment horizon. Data443 Risk Mitigation secures Sharpe Ratio (or Efficiency) of 0.0861, which denotes the company had a 0.0861% return per unit of risk over the last 3 months. We were able to break down twenty-nine different technical indicators, which can help you to evaluate if expected returns of 3.75% are justified by taking the suggested risk. Use Data443 Risk Coefficient Of Variation of 1272.28, mean deviation of 22.74, and Downside Deviation of 31.54 to evaluate company specific risk that cannot be diversified away. Data443 Risk holds a performance score of 6 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of -5.96, which means a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Data443 Risk are expected to decrease by larger amounts. On the other hand, during market turmoil, Data443 Risk is expected to outperform it. Use Data443 Risk value at risk, as well as the relationship between the skewness and day median price , to analyze future returns on Data443 Risk.
Auto-correlation | 0.59 |
Modest predictability
Data443 Risk Mitigation has modest predictability. Overlapping area represents the amount of predictability between Data443 Risk time series from 17th of December 2023 to 14th of June 2024 and 14th of June 2024 to 11th 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 Data443 Risk Mitigation price movement. The serial correlation of 0.59 indicates that roughly 59.0% of current Data443 Risk price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.59 | |
| Spearman Rank Test | 0.65 | |
| Residual Average | 0.0 | |
| Price Variance | 0.44 |
Data443 Risk Mitigation lagged returns against current returns
Autocorrelation, which is Data443 Risk 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 Data443 Risk's pink sheet expected returns. We can calculate the autocorrelation of Data443 Risk returns to help us make a trade decision. For example, suppose you find that Data443 Risk 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 |
Data443 Risk 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 Data443 Risk pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Data443 Risk pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Data443 Risk pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Data443 Risk Lagged Returns
When evaluating Data443 Risk's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Data443 Risk pink sheet have on its future price. Data443 Risk 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, Data443 Risk autocorrelation shows the relationship between Data443 Risk pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Data443 Risk Mitigation.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Data443 Pink Sheet Analysis
When running Data443 Risk's price analysis, check to measure Data443 Risk'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 Data443 Risk is operating at the current time. Most of Data443 Risk's value examination focuses on studying past and present price action to predict the probability of Data443 Risk's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Data443 Risk's price. Additionally, you may evaluate how the addition of Data443 Risk to your portfolios can decrease your overall portfolio volatility.