Star Alliance International Stock Market Value
| STAL Stock | USD 0.0009 0.0001 12.50% |
| Symbol | Star |
Star Alliance '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 Star Alliance'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 Star Alliance.
| 07/02/2024 |
| 12/29/2024 |
If you would invest 0.00 in Star Alliance on July 2, 2024 and sell it all today you would earn a total of 0.00 from holding Star Alliance International or generate 0.0% return on investment in Star Alliance over 180 days. Star Alliance is related to or competes with Lion One, Wesdome Gold, Gold Reserve, Osisko Gold, and I 80. Star Alliance International Corp. engages in the acquiring and developing gold and other mining properties worldwide More
Star Alliance 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 Star Alliance'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 Star Alliance International upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 11.82 | |||
| Information Ratio | 0.0332 | |||
| Maximum Drawdown | 52.22 | |||
| Value At Risk | (16.67) | |||
| Potential Upside | 28.57 |
Star Alliance Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Star Alliance's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Star Alliance's standard deviation. In reality, there are many statistical measures that can use Star Alliance historical prices to predict the future Star Alliance's volatility.| Risk Adjusted Performance | 0.0378 | |||
| Jensen Alpha | 0.4882 | |||
| Total Risk Alpha | 0.0905 | |||
| Sortino Ratio | 0.036 | |||
| Treynor Ratio | (0.24) |
Star Alliance Intern Backtested Returns
Star Alliance Intern owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0177, which indicates the firm had a -0.0177% return per unit of risk over the last 3 months. Star Alliance International exposes twenty-nine different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Star Alliance's Risk Adjusted Performance of 0.0378, semi deviation of 8.96, and Coefficient Of Variation of 2803.1 to confirm the risk estimate we provide. The entity has a beta of -1.84, which indicates a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Star Alliance are expected to decrease by larger amounts. On the other hand, during market turmoil, Star Alliance is expected to outperform it. At this point, Star Alliance Intern has a negative expected return of -0.21%. Please make sure to validate Star Alliance's jensen alpha and the relationship between the value at risk and day median price , to decide if Star Alliance Intern performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.70 |
Good predictability
Star Alliance International has good predictability. Overlapping area represents the amount of predictability between Star Alliance time series from 2nd of July 2024 to 30th of September 2024 and 30th of September 2024 to 29th 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 Star Alliance Intern price movement. The serial correlation of 0.7 indicates that around 70.0% of current Star Alliance price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.7 | |
| Spearman Rank Test | 0.55 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Star Alliance Intern lagged returns against current returns
Autocorrelation, which is Star Alliance 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 Star Alliance's pink sheet expected returns. We can calculate the autocorrelation of Star Alliance returns to help us make a trade decision. For example, suppose you find that Star Alliance 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 |
Star Alliance 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 Star Alliance pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Star Alliance pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Star Alliance pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Star Alliance Lagged Returns
When evaluating Star Alliance's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Star Alliance pink sheet have on its future price. Star Alliance 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, Star Alliance autocorrelation shows the relationship between Star Alliance pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Star Alliance International.
Regressed Prices |
| Timeline |
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Star Alliance financial ratios help investors to determine whether Star 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 Star with respect to the benefits of owning Star Alliance security.