Newlake Capital Partners Stock Market Value
| NLCP Stock | USD 17.50 0.02 0.11% |
| Symbol | Newlake |
Newlake Capital '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 Newlake Capital's 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 Newlake Capital.
| 12/03/2024 |
| 01/02/2025 |
If you would invest 0.00 in Newlake Capital on December 3, 2024 and sell it all today you would earn a total of 0.00 from holding Newlake Capital Partners or generate 0.0% return on investment in Newlake Capital over 30 days. Newlake Capital is related to or competes with AFC Gamma, Alpineome Property, Chicago Atlantic, Power REIT, and Global Medical. NewLake Capital Partners is a leading provider of real estate capital to state-licensed cannabis operators More
Newlake Capital 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 Newlake Capital's 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 Newlake Capital Partners upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.13) | |||
| Maximum Drawdown | 8.73 | |||
| Value At Risk | (2.74) | |||
| Potential Upside | 1.74 |
Newlake Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Newlake Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Newlake Capital's standard deviation. In reality, there are many statistical measures that can use Newlake Capital historical prices to predict the future Newlake Capital's volatility.| Risk Adjusted Performance | (0.09) | |||
| Jensen Alpha | (0.18) | |||
| Total Risk Alpha | (0.18) | |||
| Treynor Ratio | (3.23) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Newlake Capital'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.
Newlake Capital Partners Backtested Returns
Newlake Capital Partners has Sharpe Ratio of -0.0984, which conveys that the firm had a -0.0984% return per unit of risk over the last 3 months. Newlake Capital exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Newlake Capital's Risk Adjusted Performance of (0.09), mean deviation of 1.04, and Standard Deviation of 1.46 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.0565, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Newlake Capital's returns are expected to increase less than the market. However, during the bear market, the loss of holding Newlake Capital is expected to be smaller as well. At this point, Newlake Capital Partners has a negative expected return of -0.15%. Please make sure to verify Newlake Capital's value at risk, daily balance of power, as well as the relationship between the Daily Balance Of Power and price action indicator , to decide if Newlake Capital Partners performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.26 |
Weak reverse predictability
Newlake Capital Partners has weak reverse predictability. Overlapping area represents the amount of predictability between Newlake Capital time series from 3rd of December 2024 to 18th of December 2024 and 18th of December 2024 to 2nd 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 Newlake Capital Partners price movement. The serial correlation of -0.26 indicates that nearly 26.0% of current Newlake Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.26 | |
| Spearman Rank Test | -0.24 | |
| Residual Average | 0.0 | |
| Price Variance | 0.18 |
Newlake Capital Partners lagged returns against current returns
Autocorrelation, which is Newlake Capital 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 Newlake Capital's otc stock expected returns. We can calculate the autocorrelation of Newlake Capital returns to help us make a trade decision. For example, suppose you find that Newlake Capital 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 |
| Timeline |
Newlake Capital 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 Newlake Capital otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Newlake Capital otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Newlake Capital otc stock over time.
Current vs Lagged Prices |
| Timeline |
Newlake Capital Lagged Returns
When evaluating Newlake Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Newlake Capital otc stock have on its future price. Newlake Capital 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, Newlake Capital autocorrelation shows the relationship between Newlake Capital otc stock current value and its past values and can show if there is a momentum factor associated with investing in Newlake Capital Partners.
Regressed Prices |
| Timeline |
Pair Trading with Newlake Capital
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Newlake Capital position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Newlake Capital will appreciate offsetting losses from the drop in the long position's value.Moving together with Newlake OTC Stock
| 0.78 | AMT | American Tower Corp | PairCorr |
| 0.66 | CCI | Crown Castle Fiscal Year End 22nd of January 2025 | PairCorr |
Moving against Newlake OTC Stock
The ability to find closely correlated positions to Newlake Capital could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Newlake Capital when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Newlake Capital - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Newlake Capital Partners to buy it.
The correlation of Newlake Capital is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Newlake Capital moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Newlake Capital Partners moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Newlake Capital can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Additional Tools for Newlake OTC Stock Analysis
When running Newlake Capital's price analysis, check to measure Newlake Capital's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Newlake Capital is operating at the current time. Most of Newlake Capital's value examination focuses on studying past and present price action to predict the probability of Newlake Capital's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Newlake Capital's price. Additionally, you may evaluate how the addition of Newlake Capital to your portfolios can decrease your overall portfolio volatility.