Food Culture Stock Market Value
| FCUL Stock | 0.22 0.00 0.00% |
| Symbol | Food |
Food Culture '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 Food Culture'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 Food Culture.
| 01/11/2024 |
| 01/05/2025 |
If you would invest 0.00 in Food Culture on January 11, 2024 and sell it all today you would earn a total of 0.00 from holding Food Culture or generate 0.0% return on investment in Food Culture over 360 days.
Food Culture 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 Food Culture'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 Food Culture upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 57.0 | |||
| Information Ratio | 0.1888 | |||
| Maximum Drawdown | 927.67 | |||
| Value At Risk | (12.00) | |||
| Potential Upside | 74.78 |
Food Culture Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Food Culture's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Food Culture's standard deviation. In reality, there are many statistical measures that can use Food Culture historical prices to predict the future Food Culture's volatility.| Risk Adjusted Performance | 0.1633 | |||
| Jensen Alpha | 24.75 | |||
| Total Risk Alpha | 22.81 | |||
| Sortino Ratio | 0.4349 | |||
| Treynor Ratio | 6.07 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Food Culture'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.
Food Culture Backtested Returns
Food Culture is out of control given 3 months investment horizon. Food Culture secures Sharpe Ratio (or Efficiency) of 0.15, which denotes the company had a 0.15% return per unit of risk over the last 3 months. We are able to break down and analyze data for twenty-four different technical indicators, which can help you to evaluate if expected returns of 12.91% are justified by taking the suggested risk. Use Food Culture Mean Deviation of 51.91, downside deviation of 57.0, and Coefficient Of Variation of 529.07 to evaluate company specific risk that cannot be diversified away. Food Culture holds a performance score of 11 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of 4.08, which means a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Food Culture will likely underperform. Use Food Culture treynor ratio, as well as the relationship between the semi variance and day median price , to analyze future returns on Food Culture.
Auto-correlation | -0.05 |
Very weak reverse predictability
Food Culture has very weak reverse predictability. Overlapping area represents the amount of predictability between Food Culture time series from 11th of January 2024 to 9th of July 2024 and 9th of July 2024 to 5th 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 Food Culture price movement. The serial correlation of -0.05 indicates that only as little as 5.0% of current Food Culture price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.05 | |
| Spearman Rank Test | 0.21 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Food Culture lagged returns against current returns
Autocorrelation, which is Food Culture 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 Food Culture's pink sheet expected returns. We can calculate the autocorrelation of Food Culture returns to help us make a trade decision. For example, suppose you find that Food Culture 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 |
Food Culture 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 Food Culture pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Food Culture pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Food Culture pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Food Culture Lagged Returns
When evaluating Food Culture's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Food Culture pink sheet have on its future price. Food Culture 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, Food Culture autocorrelation shows the relationship between Food Culture pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Food Culture.
Regressed Prices |
| Timeline |
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