Namsys Inc Stock Market Value
| NMYSF Stock | USD 0.85 0.01 1.19% |
| Symbol | NamSys |
NamSys '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 NamSys' 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 NamSys.
| 07/20/2023 |
| 12/11/2024 |
If you would invest 0.00 in NamSys on July 20, 2023 and sell it all today you would earn a total of 0.00 from holding NamSys Inc or generate 0.0% return on investment in NamSys over 510 days. NamSys is related to or competes with NameSilo Technologies, Adcore, RenoWorks Software, LifeSpeak, Creative Realities, Mobivity Holdings, and Expensify. NamSys Inc. provides software solutions for currency management and processing for the banking and merchant industries p... More
NamSys 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 NamSys' 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 NamSys Inc upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1089 | |||
| Maximum Drawdown | 47.59 | |||
| Value At Risk | (5.19) | |||
| Potential Upside | 12.68 |
NamSys Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for NamSys' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as NamSys' standard deviation. In reality, there are many statistical measures that can use NamSys historical prices to predict the future NamSys' volatility.| Risk Adjusted Performance | 0.103 | |||
| Jensen Alpha | 0.7036 | |||
| Total Risk Alpha | (0.17) | |||
| Treynor Ratio | 2.1 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of NamSys' 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.
NamSys Inc Backtested Returns
NamSys appears to be abnormally volatile, given 3 months investment horizon. NamSys Inc has Sharpe Ratio of 0.13, which conveys that the firm had a 0.13% return per unit of risk over the last 3 months. By analyzing NamSys' technical indicators, you can evaluate if the expected return of 0.78% is justified by implied risk. Please exercise NamSys' Risk Adjusted Performance of 0.103, standard deviation of 5.78, and Mean Deviation of 2.46 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, NamSys holds a performance score of 10. The company secures a Beta (Market Risk) of 0.35, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, NamSys' returns are expected to increase less than the market. However, during the bear market, the loss of holding NamSys is expected to be smaller as well. Please check NamSys' information ratio, skewness, as well as the relationship between the Skewness and day typical price , to make a quick decision on whether NamSys' current price movements will revert.
Auto-correlation | -0.05 |
Very weak reverse predictability
NamSys Inc has very weak reverse predictability. Overlapping area represents the amount of predictability between NamSys time series from 20th of July 2023 to 31st of March 2024 and 31st of March 2024 to 11th of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of NamSys Inc price movement. The serial correlation of -0.05 indicates that only as little as 5.0% of current NamSys price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.05 | |
| Spearman Rank Test | 0.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
NamSys Inc lagged returns against current returns
Autocorrelation, which is NamSys 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 NamSys' pink sheet expected returns. We can calculate the autocorrelation of NamSys returns to help us make a trade decision. For example, suppose you find that NamSys 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 |
NamSys 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 NamSys pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if NamSys pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in NamSys pink sheet over time.
Current vs Lagged Prices |
| Timeline |
NamSys Lagged Returns
When evaluating NamSys' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of NamSys pink sheet have on its future price. NamSys 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, NamSys autocorrelation shows the relationship between NamSys pink sheet current value and its past values and can show if there is a momentum factor associated with investing in NamSys Inc.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in NamSys Pink Sheet
NamSys financial ratios help investors to determine whether NamSys 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 NamSys with respect to the benefits of owning NamSys security.