Social Detention Stock Market Value
| SODE Stock | USD 0 0 25.58% |
| Symbol | Social |
Social Detention '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 Social Detention'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 Social Detention.
| 06/08/2023 |
| 11/29/2024 |
If you would invest 0.00 in Social Detention on June 8, 2023 and sell it all today you would earn a total of 0.00 from holding Social Detention or generate 0.0% return on investment in Social Detention over 540 days. Social Detention is related to or competes with Great Lakes, Primoris Services, Granite Construction, MYR, and Southland Holdings. Social Detention, Inc. provides infrastructure and security solutions More
Social Detention 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 Social Detention'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 Social Detention upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0011 | |||
| Maximum Drawdown | 85.58 | |||
| Value At Risk | (10.53) | |||
| Potential Upside | 7.5 |
Social Detention Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Social Detention's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Social Detention's standard deviation. In reality, there are many statistical measures that can use Social Detention historical prices to predict the future Social Detention's volatility.| Risk Adjusted Performance | 0.0201 | |||
| Jensen Alpha | 0.0127 | |||
| Total Risk Alpha | (1.31) | |||
| Treynor Ratio | 0.1283 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Social Detention'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.
Social Detention Backtested Returns
Social Detention appears to be out of control, given 3 months investment horizon. Social Detention owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0319, which indicates the firm had a 0.0319% return per unit of risk over the last 3 months. We have found twenty-two technical indicators for Social Detention, which you can use to evaluate the volatility of the company. Please review Social Detention's Coefficient Of Variation of 7044.04, risk adjusted performance of 0.0201, and Variance of 91.18 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Social Detention holds a performance score of 2. The entity has a beta of 0.98, which indicates possible diversification benefits within a given portfolio. Social Detention returns are very sensitive to returns on the market. As the market goes up or down, Social Detention is expected to follow. Please check Social Detention's jensen alpha, kurtosis, price action indicator, as well as the relationship between the maximum drawdown and rate of daily change , to make a quick decision on whether Social Detention's existing price patterns will revert.
Auto-correlation | 0.69 |
Good predictability
Social Detention has good predictability. Overlapping area represents the amount of predictability between Social Detention time series from 8th of June 2023 to 4th of March 2024 and 4th of March 2024 to 29th of November 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 Social Detention price movement. The serial correlation of 0.69 indicates that around 69.0% of current Social Detention price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.69 | |
| Spearman Rank Test | 0.62 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Social Detention lagged returns against current returns
Autocorrelation, which is Social Detention 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 Social Detention's pink sheet expected returns. We can calculate the autocorrelation of Social Detention returns to help us make a trade decision. For example, suppose you find that Social Detention 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 |
Social Detention 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 Social Detention pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Social Detention pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Social Detention pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Social Detention Lagged Returns
When evaluating Social Detention's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Social Detention pink sheet have on its future price. Social Detention 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, Social Detention autocorrelation shows the relationship between Social Detention pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Social Detention.
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 Social Pink Sheet
Social Detention financial ratios help investors to determine whether Social 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 Social with respect to the benefits of owning Social Detention security.