Black Swan's market value is the price at which a share of Black Swan trades on a public exchange. It measures the collective expectations of Black Swan Graphene investors about its performance. Black Swan is trading at 0.0572 as of the 8th of January 2025. This is a 10.63% down since the beginning of the trading day. The stock's lowest day price was 0.057. With this module, you can estimate the performance of a buy and hold strategy of Black Swan Graphene and determine expected loss or profit from investing in Black Swan over a given investment horizon. Check out Black Swan Correlation, Black Swan Volatility and Black Swan Alpha and Beta module to complement your research on Black Swan.
Please note, there is a significant difference between Black Swan's value and its price as these two are different measures arrived at by different means. Investors typically determine if Black Swan is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Black Swan's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Black Swan '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 Black Swan'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 Black Swan.
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12/09/2024
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In 30 days
01/08/2025
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If you would invest 0.00 in Black Swan on December 9, 2024 and sell it all today you would earn a total of 0.00 from holding Black Swan Graphene or generate 0.0% return on investment in Black Swan over 30 days. Black Swan is related to or competes with Asahi Kaisei, ASP Isotopes, and Ganfeng Lithium. Black Swan Graphene Inc. engages in the production and commercialization of patented graphene products for concrete, pol... More
Black Swan 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 Black Swan'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 Black Swan Graphene upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Black Swan's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Black Swan's standard deviation. In reality, there are many statistical measures that can use Black Swan historical prices to predict the future Black Swan's volatility.
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Black Swan. Your research has to be compared to or analyzed against Black Swan's peers to derive any actionable benefits. When done correctly, Black Swan's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Black Swan Graphene.
Black Swan Graphene Backtested Returns
At this point, Black Swan is out of control. Black Swan Graphene secures Sharpe Ratio (or Efficiency) of 0.0076, which signifies that the company had a 0.0076% return per unit of standard deviation over the last 3 months. We have found twenty-nine technical indicators for Black Swan Graphene, which you can use to evaluate the volatility of the firm. Please confirm Black Swan's risk adjusted performance of 0.0191, and Mean Deviation of 4.92 to double-check if the risk estimate we provide is consistent with the expected return of 0.0516%. The firm shows a Beta (market volatility) of -1.45, which signifies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Black Swan are expected to decrease by larger amounts. On the other hand, during market turmoil, Black Swan is expected to outperform it. Black Swan Graphene right now shows a risk of 6.75%. Please confirm Black Swan Graphene value at risk, daily balance of power, and the relationship between the total risk alpha and expected short fall , to decide if Black Swan Graphene will be following its price patterns.
Auto-correlation
-0.44
Modest reverse predictability
Black Swan Graphene has modest reverse predictability. Overlapping area represents the amount of predictability between Black Swan time series from 9th of December 2024 to 24th of December 2024 and 24th of December 2024 to 8th of January 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 Black Swan Graphene price movement. The serial correlation of -0.44 indicates that just about 44.0% of current Black Swan price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.44
Spearman Rank Test
0.58
Residual Average
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Price Variance
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Black Swan Graphene lagged returns against current returns
Autocorrelation, which is Black Swan 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 Black Swan's otc stock expected returns. We can calculate the autocorrelation of Black Swan returns to help us make a trade decision. For example, suppose you find that Black Swan 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
Black Swan 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 Black Swan otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Black Swan otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Black Swan otc stock over time.
Current vs Lagged Prices
Timeline
Black Swan Lagged Returns
When evaluating Black Swan's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Black Swan otc stock have on its future price. Black Swan 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, Black Swan autocorrelation shows the relationship between Black Swan otc stock current value and its past values and can show if there is a momentum factor associated with investing in Black Swan Graphene.
Black Swan financial ratios help investors to determine whether Black OTC Stock 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 Black with respect to the benefits of owning Black Swan security.