Carbon Streaming Corp Stock Market Value
| OFSTF Stock | USD 0.35 0.01 2.94% |
| Symbol | Carbon |
Carbon Streaming '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 Carbon Streaming'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 Carbon Streaming.
| 12/31/2022 |
| 12/20/2024 |
If you would invest 0.00 in Carbon Streaming on December 31, 2022 and sell it all today you would earn a total of 0.00 from holding Carbon Streaming Corp or generate 0.0% return on investment in Carbon Streaming over 720 days. Carbon Streaming is related to or competes with Nuveen Global, New America, Brookfield Business, DWS Municipal, Blackrock Munivest, Eaton Vance, and Western Asset. Carbon Streaming Corporation operates as an environmental, social, and governance principled investment vehicle that pro... More
Carbon Streaming 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 Carbon Streaming'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 Carbon Streaming Corp upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 19.09 | |||
| Value At Risk | (8.33) | |||
| Potential Upside | 9.09 |
Carbon Streaming Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Carbon Streaming's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Carbon Streaming's standard deviation. In reality, there are many statistical measures that can use Carbon Streaming historical prices to predict the future Carbon Streaming's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.15) | |||
| Total Risk Alpha | (0.31) | |||
| Treynor Ratio | 0.5409 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Carbon Streaming'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.
Carbon Streaming Corp Backtested Returns
Carbon Streaming Corp secures Sharpe Ratio (or Efficiency) of -0.0167, which signifies that the company had a -0.0167% return per unit of risk over the last 3 months. Carbon Streaming Corp exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Carbon Streaming's Standard Deviation of 5.14, risk adjusted performance of (0.01), and Mean Deviation of 4.0 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.29, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Carbon Streaming are expected to decrease at a much lower rate. During the bear market, Carbon Streaming is likely to outperform the market. At this point, Carbon Streaming Corp has a negative expected return of -0.084%. Please make sure to confirm Carbon Streaming's maximum drawdown, accumulation distribution, as well as the relationship between the Accumulation Distribution and market facilitation index , to decide if Carbon Streaming Corp performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.30 |
Below average predictability
Carbon Streaming Corp has below average predictability. Overlapping area represents the amount of predictability between Carbon Streaming time series from 31st of December 2022 to 26th of December 2023 and 26th of December 2023 to 20th 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 Carbon Streaming Corp price movement. The serial correlation of 0.3 indicates that nearly 30.0% of current Carbon Streaming price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.3 | |
| Spearman Rank Test | 0.52 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Carbon Streaming Corp lagged returns against current returns
Autocorrelation, which is Carbon Streaming 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 Carbon Streaming's otc stock expected returns. We can calculate the autocorrelation of Carbon Streaming returns to help us make a trade decision. For example, suppose you find that Carbon Streaming 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 |
Carbon Streaming 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 Carbon Streaming otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Carbon Streaming otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Carbon Streaming otc stock over time.
Current vs Lagged Prices |
| Timeline |
Carbon Streaming Lagged Returns
When evaluating Carbon Streaming's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Carbon Streaming otc stock have on its future price. Carbon Streaming 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, Carbon Streaming autocorrelation shows the relationship between Carbon Streaming otc stock current value and its past values and can show if there is a momentum factor associated with investing in Carbon Streaming Corp.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Carbon OTC Stock
Carbon Streaming financial ratios help investors to determine whether Carbon OTC Stock 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 Carbon with respect to the benefits of owning Carbon Streaming security.