Sensor Technologies Corp Stock Market Value
| MOOIF Stock | USD 0 0.00 0.00% |
| Symbol | Sensor |
Sensor Technologies '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 Sensor Technologies' 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 Sensor Technologies.
| 12/13/2024 |
| 03/13/2025 |
If you would invest 0.00 in Sensor Technologies on December 13, 2024 and sell it all today you would earn a total of 0.00 from holding Sensor Technologies Corp or generate 0.0% return on investment in Sensor Technologies over 90 days. Sensor Technologies is related to or competes with Wipro Limited, Cognizant Technology, Accenture Plc, and Gartner. Sensor Technologies Corp. develops asset health monitoring sensor systems for the oil and gas, power generation, chemica... More
Sensor Technologies 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 Sensor Technologies' 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 Sensor Technologies Corp upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.16) | |||
| Maximum Drawdown | 72.5 |
Sensor Technologies Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sensor Technologies' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sensor Technologies' standard deviation. In reality, there are many statistical measures that can use Sensor Technologies historical prices to predict the future Sensor Technologies' volatility.| Risk Adjusted Performance | (0.14) | |||
| Jensen Alpha | (1.63) | |||
| Total Risk Alpha | (0.25) | |||
| Treynor Ratio | (0.74) |
Sensor Technologies Corp Backtested Returns
Sensor Technologies Corp owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.18, which indicates the firm had a -0.18 % return per unit of risk over the last 3 months. Sensor Technologies Corp exposes sixteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Sensor Technologies' Variance of 126.13, risk adjusted performance of (0.14), and Coefficient Of Variation of (574.51) to confirm the risk estimate we provide. The entity has a beta of 2.66, which indicates 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, Sensor Technologies will likely underperform. At this point, Sensor Technologies Corp has a negative expected return of -2.05%. Please make sure to validate Sensor Technologies' information ratio and kurtosis , to decide if Sensor Technologies Corp performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.42 |
Average predictability
Sensor Technologies Corp has average predictability. Overlapping area represents the amount of predictability between Sensor Technologies time series from 13th of December 2024 to 27th of January 2025 and 27th of January 2025 to 13th 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 Sensor Technologies Corp price movement. The serial correlation of 0.42 indicates that just about 42.0% of current Sensor Technologies price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.42 | |
| Spearman Rank Test | -0.37 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Sensor Technologies Corp lagged returns against current returns
Autocorrelation, which is Sensor Technologies 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 Sensor Technologies' pink sheet expected returns. We can calculate the autocorrelation of Sensor Technologies returns to help us make a trade decision. For example, suppose you find that Sensor Technologies 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 |
Sensor Technologies 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 Sensor Technologies pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sensor Technologies pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sensor Technologies pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Sensor Technologies Lagged Returns
When evaluating Sensor Technologies' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sensor Technologies pink sheet have on its future price. Sensor Technologies 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, Sensor Technologies autocorrelation shows the relationship between Sensor Technologies pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Sensor Technologies Corp.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Sensor Pink Sheet
Sensor Technologies financial ratios help investors to determine whether Sensor 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 Sensor with respect to the benefits of owning Sensor Technologies security.