Vaporbrands Intl Stock Market Value
| VAPR Stock | USD 0.01 0.0004 6.78% |
| Symbol | Vaporbrands |
Vaporbrands Intl '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 Vaporbrands Intl'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 Vaporbrands Intl.
| 07/12/2024 |
| 01/08/2025 |
If you would invest 0.00 in Vaporbrands Intl on July 12, 2024 and sell it all today you would earn a total of 0.00 from holding Vaporbrands Intl or generate 0.0% return on investment in Vaporbrands Intl over 180 days. Vaporbrands Intl is related to or competes with Pyxus International, Japan Tobacco, Greenlane Holdings, Thrivent High, Morningstar Unconstrained, High Yield, and Via Renewables. VaporBrands International Inc. operates as a distributor of specialty CBD oil products More
Vaporbrands Intl 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 Vaporbrands Intl'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 Vaporbrands Intl upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 11.21 | |||
| Information Ratio | 0.068 | |||
| Maximum Drawdown | 46.23 | |||
| Value At Risk | (17.19) | |||
| Potential Upside | 16.07 |
Vaporbrands Intl Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vaporbrands Intl's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vaporbrands Intl's standard deviation. In reality, there are many statistical measures that can use Vaporbrands Intl historical prices to predict the future Vaporbrands Intl's volatility.| Risk Adjusted Performance | 0.0665 | |||
| Jensen Alpha | 0.6759 | |||
| Total Risk Alpha | 0.4495 | |||
| Sortino Ratio | 0.0573 | |||
| Treynor Ratio | (0.78) |
Vaporbrands Intl Backtested Returns
Vaporbrands Intl appears to be out of control, given 3 months investment horizon. Vaporbrands Intl owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0224, which indicates the firm had a 0.0224% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Vaporbrands Intl, which you can use to evaluate the volatility of the company. Please review Vaporbrands Intl's Semi Deviation of 8.38, coefficient of variation of 1409.98, and Risk Adjusted Performance of 0.0665 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Vaporbrands Intl holds a performance score of 1. The entity has a beta of -0.85, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Vaporbrands Intl are expected to decrease at a much lower rate. During the bear market, Vaporbrands Intl is likely to outperform the market. Please check Vaporbrands Intl's potential upside, as well as the relationship between the kurtosis and price action indicator , to make a quick decision on whether Vaporbrands Intl's existing price patterns will revert.
Auto-correlation | -0.07 |
Very weak reverse predictability
Vaporbrands Intl has very weak reverse predictability. Overlapping area represents the amount of predictability between Vaporbrands Intl time series from 12th of July 2024 to 10th of October 2024 and 10th of October 2024 to 8th of January 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 Vaporbrands Intl price movement. The serial correlation of -0.07 indicates that barely 7.0% of current Vaporbrands Intl price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.07 | |
| Spearman Rank Test | -0.11 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Vaporbrands Intl lagged returns against current returns
Autocorrelation, which is Vaporbrands Intl 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 Vaporbrands Intl's pink sheet expected returns. We can calculate the autocorrelation of Vaporbrands Intl returns to help us make a trade decision. For example, suppose you find that Vaporbrands Intl 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 |
Vaporbrands Intl 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 Vaporbrands Intl pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vaporbrands Intl pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vaporbrands Intl pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Vaporbrands Intl Lagged Returns
When evaluating Vaporbrands Intl's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vaporbrands Intl pink sheet have on its future price. Vaporbrands Intl 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, Vaporbrands Intl autocorrelation shows the relationship between Vaporbrands Intl pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Vaporbrands Intl.
Regressed Prices |
| Timeline |
Pair Trading with Vaporbrands Intl
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Vaporbrands Intl position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Vaporbrands Intl will appreciate offsetting losses from the drop in the long position's value.Moving against Vaporbrands Pink Sheet
The ability to find closely correlated positions to Vaporbrands Intl could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Vaporbrands Intl when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Vaporbrands Intl - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Vaporbrands Intl to buy it.
The correlation of Vaporbrands Intl is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Vaporbrands Intl moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Vaporbrands Intl moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Vaporbrands Intl can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Additional Tools for Vaporbrands Pink Sheet Analysis
When running Vaporbrands Intl's price analysis, check to measure Vaporbrands Intl'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 Vaporbrands Intl is operating at the current time. Most of Vaporbrands Intl's value examination focuses on studying past and present price action to predict the probability of Vaporbrands Intl's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Vaporbrands Intl's price. Additionally, you may evaluate how the addition of Vaporbrands Intl to your portfolios can decrease your overall portfolio volatility.