Curtiss Motorcycles Stock Market Value
| CMOT Stock | USD 0.05 0.03 117.39% |
| Symbol | Curtiss |
Curtiss Motorcycles '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 Curtiss Motorcycles' 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 Curtiss Motorcycles.
| 11/15/2024 |
| 12/15/2024 |
If you would invest 0.00 in Curtiss Motorcycles on November 15, 2024 and sell it all today you would earn a total of 0.00 from holding Curtiss Motorcycles or generate 0.0% return on investment in Curtiss Motorcycles over 30 days. Curtiss Motorcycles is related to or competes with Thor Industries, Brunswick, Harley Davidson, BRP, Polaris Industries, LCI Industries, and Winnebago Industries. Curtiss Motorcycles Company, Inc. engages in the design, manufacture, assembly, and sale of handcrafted street motorcycl... More
Curtiss Motorcycles 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 Curtiss Motorcycles' 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 Curtiss Motorcycles upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 62.72 | |||
| Information Ratio | 0.1747 | |||
| Maximum Drawdown | 1188.57 | |||
| Value At Risk | (42.50) | |||
| Potential Upside | 114.29 |
Curtiss Motorcycles Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Curtiss Motorcycles' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Curtiss Motorcycles' standard deviation. In reality, there are many statistical measures that can use Curtiss Motorcycles historical prices to predict the future Curtiss Motorcycles' volatility.| Risk Adjusted Performance | 0.1371 | |||
| Jensen Alpha | 31.31 | |||
| Total Risk Alpha | 8.52 | |||
| Sortino Ratio | 0.4659 | |||
| Treynor Ratio | (1.32) |
Curtiss Motorcycles Backtested Returns
Curtiss Motorcycles is out of control given 3 months investment horizon. Curtiss Motorcycles secures Sharpe Ratio (or Efficiency) of 0.18, which signifies that the company had a 0.18% return per unit of risk over the last 3 months. We were able to break down and interpolate data for thirty different technical indicators, which can help you to evaluate if expected returns of 28.23% are justified by taking the suggested risk. Use Curtiss Motorcycles Mean Deviation of 62.15, downside deviation of 62.72, and Risk Adjusted Performance of 0.1371 to evaluate company specific risk that cannot be diversified away. Curtiss Motorcycles holds a performance score of 14 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of -22.15, which signifies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Curtiss Motorcycles are expected to decrease by larger amounts. On the other hand, during market turmoil, Curtiss Motorcycles is expected to outperform it. Use Curtiss Motorcycles maximum drawdown and the relationship between the expected short fall and period momentum indicator , to analyze future returns on Curtiss Motorcycles.
Auto-correlation | -0.36 |
Poor reverse predictability
Curtiss Motorcycles has poor reverse predictability. Overlapping area represents the amount of predictability between Curtiss Motorcycles time series from 15th of November 2024 to 30th of November 2024 and 30th of November 2024 to 15th 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 Curtiss Motorcycles price movement. The serial correlation of -0.36 indicates that just about 36.0% of current Curtiss Motorcycles price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.36 | |
| Spearman Rank Test | -0.4 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Curtiss Motorcycles lagged returns against current returns
Autocorrelation, which is Curtiss Motorcycles 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 Curtiss Motorcycles' pink sheet expected returns. We can calculate the autocorrelation of Curtiss Motorcycles returns to help us make a trade decision. For example, suppose you find that Curtiss Motorcycles 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 |
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Curtiss Motorcycles 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 Curtiss Motorcycles pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Curtiss Motorcycles pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Curtiss Motorcycles pink sheet over time.
Current vs Lagged Prices |
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Curtiss Motorcycles Lagged Returns
When evaluating Curtiss Motorcycles' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Curtiss Motorcycles pink sheet have on its future price. Curtiss Motorcycles 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, Curtiss Motorcycles autocorrelation shows the relationship between Curtiss Motorcycles pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Curtiss Motorcycles.
Regressed Prices |
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Thematic Opportunities
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Additional Tools for Curtiss Pink Sheet Analysis
When running Curtiss Motorcycles' price analysis, check to measure Curtiss Motorcycles' 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 Curtiss Motorcycles is operating at the current time. Most of Curtiss Motorcycles' value examination focuses on studying past and present price action to predict the probability of Curtiss Motorcycles' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Curtiss Motorcycles' price. Additionally, you may evaluate how the addition of Curtiss Motorcycles to your portfolios can decrease your overall portfolio volatility.