Awaysis Capital Stock Market Value
| AWCA Stock | USD 0.49 0.01 2.00% |
| Symbol | Awaysis |
Awaysis Capital '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 Awaysis Capital'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 Awaysis Capital.
| 12/14/2022 |
| 12/03/2024 |
If you would invest 0.00 in Awaysis Capital on December 14, 2022 and sell it all today you would earn a total of 0.00 from holding Awaysis Capital or generate 0.0% return on investment in Awaysis Capital over 720 days. Awaysis Capital is related to or competes with Iridium Communications, BBB Foods, Beyond Meat, Radcom, Zedge, FitLife Brands,, and Hf Foods. Awaysis Capital, Inc., a real estate investment and management company, focuses on the acquisition and development of re... More
Awaysis Capital 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 Awaysis Capital'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 Awaysis Capital upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 18.29 | |||
| Information Ratio | 0.0282 | |||
| Maximum Drawdown | 83.14 | |||
| Value At Risk | (13.04) | |||
| Potential Upside | 18.18 |
Awaysis Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Awaysis Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Awaysis Capital's standard deviation. In reality, there are many statistical measures that can use Awaysis Capital historical prices to predict the future Awaysis Capital's volatility.| Risk Adjusted Performance | 0.0391 | |||
| Jensen Alpha | 0.3568 | |||
| Total Risk Alpha | (1.28) | |||
| Sortino Ratio | 0.0177 | |||
| Treynor Ratio | 0.6142 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Awaysis Capital'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.
Awaysis Capital Backtested Returns
Awaysis Capital secures Sharpe Ratio (or Efficiency) of -0.0034, which signifies that the company had a -0.0034% return per unit of standard deviation over the last 3 months. Awaysis Capital exposes twenty-seven different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Awaysis Capital's risk adjusted performance of 0.0391, and Mean Deviation of 4.82 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.71, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Awaysis Capital's returns are expected to increase less than the market. However, during the bear market, the loss of holding Awaysis Capital is expected to be smaller as well. At this point, Awaysis Capital has a negative expected return of -0.0381%. Please make sure to confirm Awaysis Capital's information ratio, treynor ratio, and the relationship between the downside deviation and total risk alpha , to decide if Awaysis Capital performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.59 |
Modest predictability
Awaysis Capital has modest predictability. Overlapping area represents the amount of predictability between Awaysis Capital time series from 14th of December 2022 to 9th of December 2023 and 9th of December 2023 to 3rd 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 Awaysis Capital price movement. The serial correlation of 0.59 indicates that roughly 59.0% of current Awaysis Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.59 | |
| Spearman Rank Test | 0.35 | |
| Residual Average | 0.0 | |
| Price Variance | 0.12 |
Awaysis Capital lagged returns against current returns
Autocorrelation, which is Awaysis Capital 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 Awaysis Capital's pink sheet expected returns. We can calculate the autocorrelation of Awaysis Capital returns to help us make a trade decision. For example, suppose you find that Awaysis Capital 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 |
Awaysis Capital 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 Awaysis Capital pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Awaysis Capital pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Awaysis Capital pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Awaysis Capital Lagged Returns
When evaluating Awaysis Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Awaysis Capital pink sheet have on its future price. Awaysis Capital 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, Awaysis Capital autocorrelation shows the relationship between Awaysis Capital pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Awaysis Capital.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Awaysis Pink Sheet
Awaysis Capital financial ratios help investors to determine whether Awaysis 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 Awaysis with respect to the benefits of owning Awaysis Capital security.