New Leaf Ventures Stock Market Value
| NLVVF Stock | USD 0.01 0 35.71% |
| Symbol | New |
New Leaf '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 New Leaf'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 New Leaf.
| 12/10/2024 |
| 01/09/2025 |
If you would invest 0.00 in New Leaf on December 10, 2024 and sell it all today you would earn a total of 0.00 from holding New Leaf Ventures or generate 0.0% return on investment in New Leaf over 30 days. New Leaf Ventures Inc. engages in processing, packaging, marketing, and distributing cannabis and related products More
New Leaf 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 New Leaf'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 New Leaf Ventures upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 39.1 | |||
| Information Ratio | 0.1632 | |||
| Maximum Drawdown | 970.0 | |||
| Value At Risk | (60.00) | |||
| Potential Upside | 133.33 |
New Leaf Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for New Leaf's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as New Leaf's standard deviation. In reality, there are many statistical measures that can use New Leaf historical prices to predict the future New Leaf's volatility.| Risk Adjusted Performance | 0.1401 | |||
| Jensen Alpha | 20.25 | |||
| Total Risk Alpha | 17.52 | |||
| Sortino Ratio | 0.5172 | |||
| Treynor Ratio | (38.56) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of New Leaf'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.
New Leaf Ventures Backtested Returns
New Leaf is out of control given 3 months investment horizon. New Leaf Ventures has Sharpe Ratio of 0.16, which conveys that the firm had a 0.16% return per unit of risk over the last 3 months. We were able to interpolate and analyze data for twenty-nine different technical indicators, which can help you to evaluate if expected returns of 20.25% are justified by taking the suggested risk. Use New Leaf Ventures Downside Deviation of 39.1, mean deviation of 50.94, and Risk Adjusted Performance of 0.1401 to evaluate company specific risk that cannot be diversified away. New Leaf holds a performance score of 12 on a scale of zero to a hundred. The company secures a Beta (Market Risk) of -0.52, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning New Leaf are expected to decrease at a much lower rate. During the bear market, New Leaf is likely to outperform the market. Use New Leaf Ventures downside variance, as well as the relationship between the accumulation distribution and market facilitation index , to analyze future returns on New Leaf Ventures.
Auto-correlation | -0.42 |
Modest reverse predictability
New Leaf Ventures has modest reverse predictability. Overlapping area represents the amount of predictability between New Leaf time series from 10th of December 2024 to 25th of December 2024 and 25th of December 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 New Leaf Ventures price movement. The serial correlation of -0.42 indicates that just about 42.0% of current New Leaf price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.42 | |
| Spearman Rank Test | -0.32 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
New Leaf Ventures lagged returns against current returns
Autocorrelation, which is New Leaf 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 New Leaf's pink sheet expected returns. We can calculate the autocorrelation of New Leaf returns to help us make a trade decision. For example, suppose you find that New Leaf 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 |
New Leaf 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 New Leaf pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if New Leaf pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in New Leaf pink sheet over time.
Current vs Lagged Prices |
| Timeline |
New Leaf Lagged Returns
When evaluating New Leaf's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of New Leaf pink sheet have on its future price. New Leaf 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, New Leaf autocorrelation shows the relationship between New Leaf pink sheet current value and its past values and can show if there is a momentum factor associated with investing in New Leaf Ventures.
Regressed Prices |
| Timeline |
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Other Information on Investing in New Pink Sheet
New Leaf financial ratios help investors to determine whether New 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 New with respect to the benefits of owning New Leaf security.