Stemsation International Stock Market Value
| STSN Stock | USD 0.01 0.0004 6.78% |
| Symbol | Stemsation |
Stemsation International '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 Stemsation International'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 Stemsation International.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Stemsation International on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Stemsation International or generate 0.0% return on investment in Stemsation International over 90 days. Stemsation International is related to or competes with China SXT, Prestige Brand, Collegium Pharmaceutical, and Regencell Bioscience. StemSation International, Inc. develops, manufactures, and distributes natural wellness products that support the stem c... More
Stemsation International 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 Stemsation International'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 Stemsation International upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 18.82 | |||
| Information Ratio | 0.0158 | |||
| Maximum Drawdown | 95.27 | |||
| Value At Risk | (29.41) | |||
| Potential Upside | 42.86 |
Stemsation International Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Stemsation International's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Stemsation International's standard deviation. In reality, there are many statistical measures that can use Stemsation International historical prices to predict the future Stemsation International's volatility.| Risk Adjusted Performance | 0.0193 | |||
| Jensen Alpha | 0.1834 | |||
| Total Risk Alpha | 2.91 | |||
| Sortino Ratio | 0.0179 | |||
| Treynor Ratio | (0.55) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Stemsation International'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.
Stemsation International Backtested Returns
Stemsation International owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0228, which indicates the firm had a -0.0228 % return per unit of risk over the last 3 months. Stemsation International exposes twenty-nine different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Stemsation International's Risk Adjusted Performance of 0.0193, semi deviation of 14.84, and Coefficient Of Variation of 8979.68 to confirm the risk estimate we provide. The entity has a beta of -0.41, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Stemsation International are expected to decrease at a much lower rate. During the bear market, Stemsation International is likely to outperform the market. At this point, Stemsation International has a negative expected return of -0.48%. Please make sure to validate Stemsation International's sortino ratio, as well as the relationship between the semi variance and rate of daily change , to decide if Stemsation International performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.02 |
Virtually no predictability
Stemsation International has virtually no predictability. Overlapping area represents the amount of predictability between Stemsation International time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th of March 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Stemsation International price movement. The serial correlation of 0.02 indicates that only 2.0% of current Stemsation International price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.02 | |
| Spearman Rank Test | -0.04 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Stemsation International lagged returns against current returns
Autocorrelation, which is Stemsation International 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 Stemsation International's pink sheet expected returns. We can calculate the autocorrelation of Stemsation International returns to help us make a trade decision. For example, suppose you find that Stemsation International 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 |
Stemsation International 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 Stemsation International pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Stemsation International pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Stemsation International pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Stemsation International Lagged Returns
When evaluating Stemsation International's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Stemsation International pink sheet have on its future price. Stemsation International 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, Stemsation International autocorrelation shows the relationship between Stemsation International pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Stemsation International.
Regressed Prices |
| Timeline |
Other Information on Investing in Stemsation Pink Sheet
Stemsation International financial ratios help investors to determine whether Stemsation 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 Stemsation with respect to the benefits of owning Stemsation International security.