Stevia Corp Stock Market Value
| STEV Stock | USD 0 0.0006 18.75% |
| Symbol | Stevia |
Stevia Corp '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 Stevia Corp'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 Stevia Corp.
| 11/22/2024 |
| 12/22/2024 |
If you would invest 0.00 in Stevia Corp on November 22, 2024 and sell it all today you would earn a total of 0.00 from holding Stevia Corp or generate 0.0% return on investment in Stevia Corp over 30 days. Stevia Corp is related to or competes with Becle SA, Naked Wines, Willamette Valley, Fresh Grapes, Naked Wines, Pernod Ricard, and Crimson Wine. Stevia Corp., a farm management and healthcare company, focuses on developing plant breeding and agricultural methodolog... More
Stevia Corp 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 Stevia Corp'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 Stevia Corp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 16.62 | |||
| Information Ratio | 0.0945 | |||
| Maximum Drawdown | 75.69 | |||
| Value At Risk | (26.92) | |||
| Potential Upside | 30.0 |
Stevia Corp Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Stevia Corp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Stevia Corp's standard deviation. In reality, there are many statistical measures that can use Stevia Corp historical prices to predict the future Stevia Corp's volatility.| Risk Adjusted Performance | 0.0859 | |||
| Jensen Alpha | 1.69 | |||
| Total Risk Alpha | 1.21 | |||
| Sortino Ratio | 0.1013 | |||
| Treynor Ratio | 2.23 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Stevia Corp'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.
Stevia Corp Backtested Returns
Stevia Corp is out of control given 3 months investment horizon. Stevia Corp owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.1, which indicates the firm had a 0.1% return per unit of risk over the last 3 months. We were able to analyze and collect data for twenty-seven different technical indicators, which can help you to evaluate if expected returns of 1.87% are justified by taking the suggested risk. Use Stevia Corp Semi Deviation of 14.39, coefficient of variation of 1037.99, and Risk Adjusted Performance of 0.0859 to evaluate company specific risk that cannot be diversified away. Stevia Corp holds a performance score of 8 on a scale of zero to a hundred. The entity has a beta of 0.76, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Stevia Corp's returns are expected to increase less than the market. However, during the bear market, the loss of holding Stevia Corp is expected to be smaller as well. Use Stevia Corp sortino ratio, as well as the relationship between the semi variance and day median price , to analyze future returns on Stevia Corp.
Auto-correlation | 0.31 |
Below average predictability
Stevia Corp has below average predictability. Overlapping area represents the amount of predictability between Stevia Corp time series from 22nd of November 2024 to 7th of December 2024 and 7th of December 2024 to 22nd 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 Stevia Corp price movement. The serial correlation of 0.31 indicates that nearly 31.0% of current Stevia Corp price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.31 | |
| Spearman Rank Test | -0.08 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Stevia Corp lagged returns against current returns
Autocorrelation, which is Stevia Corp 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 Stevia Corp's pink sheet expected returns. We can calculate the autocorrelation of Stevia Corp returns to help us make a trade decision. For example, suppose you find that Stevia Corp 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 |
Stevia Corp 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 Stevia Corp pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Stevia Corp pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Stevia Corp pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Stevia Corp Lagged Returns
When evaluating Stevia Corp's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Stevia Corp pink sheet have on its future price. Stevia Corp 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, Stevia Corp autocorrelation shows the relationship between Stevia Corp pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Stevia Corp.
Regressed Prices |
| Timeline |
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Additional Tools for Stevia Pink Sheet Analysis
When running Stevia Corp's price analysis, check to measure Stevia Corp's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Stevia Corp is operating at the current time. Most of Stevia Corp's value examination focuses on studying past and present price action to predict the probability of Stevia Corp's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Stevia Corp's price. Additionally, you may evaluate how the addition of Stevia Corp to your portfolios can decrease your overall portfolio volatility.