Potash America Stock Market Value
| PTAM Stock | USD 0 0.0005 22.73% |
| Symbol | Potash |
Potash America '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 Potash America'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 Potash America.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Potash America on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Potash America or generate 0.0% return on investment in Potash America over 90 days. Potash America, Inc., an exploration stage company, focuses on the development of fertilizer and agri-business assets in... More
Potash America 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 Potash America'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 Potash America upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 23.87 | |||
| Information Ratio | 0.1509 | |||
| Maximum Drawdown | 138.89 | |||
| Value At Risk | (25.00) | |||
| Potential Upside | 50.0 |
Potash America Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Potash America's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Potash America's standard deviation. In reality, there are many statistical measures that can use Potash America historical prices to predict the future Potash America's volatility.| Risk Adjusted Performance | 0.1368 | |||
| Jensen Alpha | 3.44 | |||
| Total Risk Alpha | 5.71 | |||
| Sortino Ratio | 0.1333 | |||
| Treynor Ratio | 0.9156 |
Potash America Backtested Returns
Potash America is out of control given 3 months investment horizon. Potash America maintains Sharpe Ratio (i.e., Efficiency) of 0.15, which implies the firm had a 0.15 % return per unit of risk over the last 3 months. We were able to analyze twenty-seven different technical indicators, which can help you to evaluate if expected returns of 3.08% are justified by taking the suggested risk. Use Potash America Risk Adjusted Performance of 0.1368, coefficient of variation of 684.15, and Semi Deviation of 11.54 to evaluate company specific risk that cannot be diversified away. Potash America holds a performance score of 11 on a scale of zero to a hundred. The company holds a Beta of 3.36, which implies 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, Potash America will likely underperform. Use Potash America downside variance, as well as the relationship between the daily balance of power and period momentum indicator , to analyze future returns on Potash America.
Auto-correlation | 0.31 |
Below average predictability
Potash America has below average predictability. Overlapping area represents the amount of predictability between Potash America time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th 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 Potash America price movement. The serial correlation of 0.31 indicates that nearly 31.0% of current Potash America price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.31 | |
| Spearman Rank Test | 0.4 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Potash America lagged returns against current returns
Autocorrelation, which is Potash America 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 Potash America's pink sheet expected returns. We can calculate the autocorrelation of Potash America returns to help us make a trade decision. For example, suppose you find that Potash America 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 |
Potash America 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 Potash America pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Potash America pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Potash America pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Potash America Lagged Returns
When evaluating Potash America's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Potash America pink sheet have on its future price. Potash America 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, Potash America autocorrelation shows the relationship between Potash America pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Potash America.
Regressed Prices |
| Timeline |
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Potash America financial ratios help investors to determine whether Potash 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 Potash with respect to the benefits of owning Potash America security.