Sack Lunch Productions Stock Market Value
| SAKL Stock | USD 0.01 0 12.50% |
| Symbol | Sack |
Sack Lunch '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 Sack Lunch'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 Sack Lunch.
| 11/01/2024 |
| 12/01/2024 |
If you would invest 0.00 in Sack Lunch on November 1, 2024 and sell it all today you would earn a total of 0.00 from holding Sack Lunch Productions or generate 0.0% return on investment in Sack Lunch over 30 days. Sack Lunch is related to or competes with Booz Allen. Sack Lunch Productions, Inc., together with its subsidiaries, engages in the event and film production businesses worldw... More
Sack Lunch 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 Sack Lunch'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 Sack Lunch Productions upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 62.5 | |||
| Value At Risk | (12.50) |
Sack Lunch Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sack Lunch's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sack Lunch's standard deviation. In reality, there are many statistical measures that can use Sack Lunch historical prices to predict the future Sack Lunch's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.55) | |||
| Total Risk Alpha | (2.10) | |||
| Treynor Ratio | (1.16) |
Sack Lunch Productions Backtested Returns
Sack Lunch Productions owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0516, which indicates the firm had a -0.0516% return per unit of risk over the last 3 months. Sack Lunch Productions exposes twenty different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Sack Lunch's Coefficient Of Variation of (1,969), risk adjusted performance of (0.03), and Variance of 91.76 to confirm the risk estimate we provide. The entity has a beta of 0.43, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Sack Lunch's returns are expected to increase less than the market. However, during the bear market, the loss of holding Sack Lunch is expected to be smaller as well. At this point, Sack Lunch Productions has a negative expected return of -0.5%. Please make sure to validate Sack Lunch's coefficient of variation, total risk alpha, as well as the relationship between the Total Risk Alpha and rate of daily change , to decide if Sack Lunch Productions performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.51 |
Modest predictability
Sack Lunch Productions has modest predictability. Overlapping area represents the amount of predictability between Sack Lunch time series from 1st of November 2024 to 16th of November 2024 and 16th of November 2024 to 1st 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 Sack Lunch Productions price movement. The serial correlation of 0.51 indicates that about 51.0% of current Sack Lunch price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.51 | |
| Spearman Rank Test | -0.36 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Sack Lunch Productions lagged returns against current returns
Autocorrelation, which is Sack Lunch 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 Sack Lunch's pink sheet expected returns. We can calculate the autocorrelation of Sack Lunch returns to help us make a trade decision. For example, suppose you find that Sack Lunch 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 |
Sack Lunch 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 Sack Lunch pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sack Lunch pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sack Lunch pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Sack Lunch Lagged Returns
When evaluating Sack Lunch's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sack Lunch pink sheet have on its future price. Sack Lunch 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, Sack Lunch autocorrelation shows the relationship between Sack Lunch pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Sack Lunch Productions.
Regressed Prices |
| Timeline |
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Sack Lunch financial ratios help investors to determine whether Sack 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 Sack with respect to the benefits of owning Sack Lunch security.