Flagship Communities' market value is the price at which a share of Flagship Communities trades on a public exchange. It measures the collective expectations of Flagship Communities Real investors about its performance. Flagship Communities is trading at 14.85 as of the 9th of January 2025. This is a 0.34 percent up since the beginning of the trading day. The stock's lowest day price was 14.85. With this module, you can estimate the performance of a buy and hold strategy of Flagship Communities Real and determine expected loss or profit from investing in Flagship Communities over a given investment horizon. Check out Correlation Analysis to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in employment.
Symbol
Flagship
Flagship Communities '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 Flagship Communities' 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 Flagship Communities.
0.00
01/20/2023
No Change 0.00
0.0
In 1 year 11 months and 21 days
01/09/2025
0.00
If you would invest 0.00 in Flagship Communities on January 20, 2023 and sell it all today you would earn a total of 0.00 from holding Flagship Communities Real or generate 0.0% return on investment in Flagship Communities over 720 days.
Flagship Communities 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 Flagship Communities' 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 Flagship Communities Real 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 Flagship Communities' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Flagship Communities' standard deviation. In reality, there are many statistical measures that can use Flagship Communities historical prices to predict the future Flagship Communities' volatility.
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Flagship Communities' 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.
Flagship Communities Real Backtested Returns
Flagship Communities Real secures Sharpe Ratio (or Efficiency) of -0.016, which denotes the company had a -0.016% return per unit of standard deviation over the last 3 months. Flagship Communities Real exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Flagship Communities' Mean Deviation of 0.845, coefficient of variation of (2,194), and Standard Deviation of 1.17 to check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.023, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Flagship Communities are expected to decrease at a much lower rate. During the bear market, Flagship Communities is likely to outperform the market. At this point, Flagship Communities Real has a negative expected return of -0.0186%. Please make sure to confirm Flagship Communities' value at risk, and the relationship between the jensen alpha and accumulation distribution , to decide if Flagship Communities Real performance from the past will be repeated at some point in the near future.
Auto-correlation
0.47
Average predictability
Flagship Communities Real has average predictability. Overlapping area represents the amount of predictability between Flagship Communities time series from 20th of January 2023 to 15th of January 2024 and 15th of January 2024 to 9th 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 Flagship Communities Real price movement. The serial correlation of 0.47 indicates that about 47.0% of current Flagship Communities price fluctuation can be explain by its past prices.
Correlation Coefficient
0.47
Spearman Rank Test
0.16
Residual Average
0.0
Price Variance
0.58
Flagship Communities Real lagged returns against current returns
Autocorrelation, which is Flagship Communities 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 Flagship Communities' pink sheet expected returns. We can calculate the autocorrelation of Flagship Communities returns to help us make a trade decision. For example, suppose you find that Flagship Communities 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
Flagship Communities 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 Flagship Communities pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Flagship Communities pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Flagship Communities pink sheet over time.
Current vs Lagged Prices
Timeline
Flagship Communities Lagged Returns
When evaluating Flagship Communities' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Flagship Communities pink sheet have on its future price. Flagship Communities 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, Flagship Communities autocorrelation shows the relationship between Flagship Communities pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Flagship Communities Real.