Risk George Inds Stock Market Value
| RSKIA Stock | USD 17.00 0.65 3.98% |
| Symbol | Risk |
Risk George '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 Risk George'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 Risk George.
| 11/24/2024 |
| 12/24/2024 |
If you would invest 0.00 in Risk George on November 24, 2024 and sell it all today you would earn a total of 0.00 from holding Risk George Inds or generate 0.0% return on investment in Risk George over 30 days. Risk George is related to or competes with Brinks, MSA Safety, Resideo Technologies, Allegion PLC, NL Industries, Geo, and Mistras. George Risk Industries, Inc. designs, manufactures, and sells various electronic components worldwide More
Risk George 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 Risk George'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 Risk George Inds upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.11 | |||
| Information Ratio | 0.1135 | |||
| Maximum Drawdown | 9.78 | |||
| Value At Risk | (3.12) | |||
| Potential Upside | 3.67 |
Risk George Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Risk George's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Risk George's standard deviation. In reality, there are many statistical measures that can use Risk George historical prices to predict the future Risk George's volatility.| Risk Adjusted Performance | 0.1153 | |||
| Jensen Alpha | 0.2359 | |||
| Total Risk Alpha | 0.1684 | |||
| Sortino Ratio | 0.1025 | |||
| Treynor Ratio | 0.57 |
Risk George Inds Backtested Returns
Risk George appears to be not too volatile, given 3 months investment horizon. Risk George Inds maintains Sharpe Ratio (i.e., Efficiency) of 0.13, which implies the firm had a 0.13% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Risk George Inds, which you can use to evaluate the volatility of the company. Please evaluate Risk George's Coefficient Of Variation of 729.97, risk adjusted performance of 0.1153, and Semi Deviation of 1.32 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Risk George holds a performance score of 10. The company holds a Beta of 0.44, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Risk George's returns are expected to increase less than the market. However, during the bear market, the loss of holding Risk George is expected to be smaller as well. Please check Risk George's skewness, day typical price, and the relationship between the downside variance and daily balance of power , to make a quick decision on whether Risk George's historical price patterns will revert.
Auto-correlation | -0.25 |
Weak reverse predictability
Risk George Inds has weak reverse predictability. Overlapping area represents the amount of predictability between Risk George time series from 24th of November 2024 to 9th of December 2024 and 9th of December 2024 to 24th 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 Risk George Inds price movement. The serial correlation of -0.25 indicates that over 25.0% of current Risk George price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.25 | |
| Spearman Rank Test | -0.47 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Risk George Inds lagged returns against current returns
Autocorrelation, which is Risk George 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 Risk George's pink sheet expected returns. We can calculate the autocorrelation of Risk George returns to help us make a trade decision. For example, suppose you find that Risk George 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 |
Risk George 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 Risk George pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Risk George pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Risk George pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Risk George Lagged Returns
When evaluating Risk George's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Risk George pink sheet have on its future price. Risk George 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, Risk George autocorrelation shows the relationship between Risk George pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Risk George Inds.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Risk Pink Sheet
Risk George financial ratios help investors to determine whether Risk 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 Risk with respect to the benefits of owning Risk George security.