Cubicfarm Systems Corp Stock Market Value
| CUBXF Stock | USD 0.07 0.03 30.00% |
| Symbol | CubicFarm |
CubicFarm Systems '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 CubicFarm Systems' 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 CubicFarm Systems.
| 11/16/2024 |
| 12/16/2024 |
If you would invest 0.00 in CubicFarm Systems on November 16, 2024 and sell it all today you would earn a total of 0.00 from holding CubicFarm Systems Corp or generate 0.0% return on investment in CubicFarm Systems over 30 days. CubicFarm Systems is related to or competes with Lion Electric, Nikola Corp, Buhler Industries, Toyota Industries, AmeraMex International, Textainer Group, and Hydrofarm Holdings. CubicFarm Systems Corp. develops, manufactures, and sells cubic farming systems for farmers worldwide More
CubicFarm Systems 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 CubicFarm Systems' 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 CubicFarm Systems Corp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 57.21 | |||
| Information Ratio | 0.1963 | |||
| Maximum Drawdown | 3677.89 | |||
| Value At Risk | (77.50) | |||
| Potential Upside | 233.33 |
CubicFarm Systems Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for CubicFarm Systems' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CubicFarm Systems' standard deviation. In reality, there are many statistical measures that can use CubicFarm Systems historical prices to predict the future CubicFarm Systems' volatility.| Risk Adjusted Performance | 0.1524 | |||
| Jensen Alpha | 135.57 | |||
| Total Risk Alpha | 44.65 | |||
| Sortino Ratio | 2.12 | |||
| Treynor Ratio | (0.78) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of CubicFarm Systems' 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.
CubicFarm Systems Corp Backtested Returns
CubicFarm Systems is out of control given 3 months investment horizon. CubicFarm Systems Corp secures Sharpe Ratio (or Efficiency) of 0.24, which signifies that the company had a 0.24% return per unit of standard deviation over the last 3 months. We have analyzed and interpolated twenty-seven different technical indicators, which can help you to evaluate if expected returns of 45.74% are justified by taking the suggested risk. Use CubicFarm Systems risk adjusted performance of 0.1524, and Mean Deviation of 228.56 to evaluate company specific risk that cannot be diversified away. CubicFarm Systems holds a performance score of 18 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of -155.59, which signifies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning CubicFarm Systems are expected to decrease by larger amounts. On the other hand, during market turmoil, CubicFarm Systems is expected to outperform it. Use CubicFarm Systems value at risk, rate of daily change, and the relationship between the total risk alpha and expected short fall , to analyze future returns on CubicFarm Systems.
Auto-correlation | -0.23 |
Weak reverse predictability
CubicFarm Systems Corp has weak reverse predictability. Overlapping area represents the amount of predictability between CubicFarm Systems time series from 16th of November 2024 to 1st of December 2024 and 1st of December 2024 to 16th 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 CubicFarm Systems Corp price movement. The serial correlation of -0.23 indicates that over 23.0% of current CubicFarm Systems price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.23 | |
| Spearman Rank Test | -0.59 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
CubicFarm Systems Corp lagged returns against current returns
Autocorrelation, which is CubicFarm Systems 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 CubicFarm Systems' pink sheet expected returns. We can calculate the autocorrelation of CubicFarm Systems returns to help us make a trade decision. For example, suppose you find that CubicFarm Systems 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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CubicFarm Systems 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 CubicFarm Systems pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CubicFarm Systems pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CubicFarm Systems pink sheet over time.
Current vs Lagged Prices |
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CubicFarm Systems Lagged Returns
When evaluating CubicFarm Systems' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CubicFarm Systems pink sheet have on its future price. CubicFarm Systems 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, CubicFarm Systems autocorrelation shows the relationship between CubicFarm Systems pink sheet current value and its past values and can show if there is a momentum factor associated with investing in CubicFarm Systems Corp.
Regressed Prices |
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Currently Active Assets on Macroaxis
Other Information on Investing in CubicFarm Pink Sheet
CubicFarm Systems financial ratios help investors to determine whether CubicFarm 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 CubicFarm with respect to the benefits of owning CubicFarm Systems security.