Prostar Holdings Stock Market Value
| MAPPF Stock | USD 0.08 0.01 8.89% |
| Symbol | ProStar |
ProStar Holdings '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 ProStar Holdings' 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 ProStar Holdings.
| 12/25/2024 |
| 03/25/2025 |
If you would invest 0.00 in ProStar Holdings on December 25, 2024 and sell it all today you would earn a total of 0.00 from holding ProStar Holdings or generate 0.0% return on investment in ProStar Holdings over 90 days. ProStar Holdings is related to or competes with 01 Communique, LifeSpeak, RESAAS Services, RenoWorks Software, and Adcore. ProStar Holdings Inc. develops geospatial intelligence software More
ProStar Holdings 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 ProStar Holdings' 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 ProStar Holdings upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 14.32 | |||
| Information Ratio | 0.0887 | |||
| Maximum Drawdown | 68.53 | |||
| Value At Risk | (22.73) | |||
| Potential Upside | 21.0 |
ProStar Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for ProStar Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ProStar Holdings' standard deviation. In reality, there are many statistical measures that can use ProStar Holdings historical prices to predict the future ProStar Holdings' volatility.| Risk Adjusted Performance | 0.0872 | |||
| Jensen Alpha | 0.9265 | |||
| Total Risk Alpha | 1.49 | |||
| Sortino Ratio | 0.0731 | |||
| Treynor Ratio | (0.44) |
ProStar Holdings Backtested Returns
ProStar Holdings appears to be out of control, given 3 months investment horizon. ProStar Holdings maintains Sharpe Ratio (i.e., Efficiency) of 0.0519, which implies the firm had a 0.0519 % return per unit of risk over the last 3 months. By analyzing ProStar Holdings' technical indicators, you can evaluate if the expected return of 0.58% is justified by implied risk. Please evaluate ProStar Holdings' Risk Adjusted Performance of 0.0872, coefficient of variation of 1157.0, and Semi Deviation of 8.9 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, ProStar Holdings holds a performance score of 4. The company holds a Beta of -2.3, which implies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning ProStar Holdings are expected to decrease by larger amounts. On the other hand, during market turmoil, ProStar Holdings is expected to outperform it. Please check ProStar Holdings' treynor ratio and the relationship between the downside variance and day typical price , to make a quick decision on whether ProStar Holdings' historical price patterns will revert.
Auto-correlation | -0.65 |
Very good reverse predictability
ProStar Holdings has very good reverse predictability. Overlapping area represents the amount of predictability between ProStar Holdings time series from 25th of December 2024 to 8th of February 2025 and 8th of February 2025 to 25th of March 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 ProStar Holdings price movement. The serial correlation of -0.65 indicates that roughly 65.0% of current ProStar Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.65 | |
| Spearman Rank Test | -0.09 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
ProStar Holdings lagged returns against current returns
Autocorrelation, which is ProStar Holdings 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 ProStar Holdings' otc stock expected returns. We can calculate the autocorrelation of ProStar Holdings returns to help us make a trade decision. For example, suppose you find that ProStar Holdings 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 |
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ProStar Holdings 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 ProStar Holdings otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if ProStar Holdings otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in ProStar Holdings otc stock over time.
Current vs Lagged Prices |
| Timeline |
ProStar Holdings Lagged Returns
When evaluating ProStar Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of ProStar Holdings otc stock have on its future price. ProStar Holdings 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, ProStar Holdings autocorrelation shows the relationship between ProStar Holdings otc stock current value and its past values and can show if there is a momentum factor associated with investing in ProStar Holdings.
Regressed Prices |
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Currently Active Assets on Macroaxis
Other Information on Investing in ProStar OTC Stock
ProStar Holdings financial ratios help investors to determine whether ProStar 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 ProStar with respect to the benefits of owning ProStar Holdings security.