Visium Technologies Stock Market Value
| VISM Stock | USD 0 0.0002 11.11% |
| Symbol | Visium |
Visium Technologies '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 Visium Technologies' 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 Visium Technologies.
| 10/23/2024 |
| 03/22/2025 |
If you would invest 0.00 in Visium Technologies on October 23, 2024 and sell it all today you would earn a total of 0.00 from holding Visium Technologies or generate 0.0% return on investment in Visium Technologies over 150 days. Visium Technologies is related to or competes with Taoping, Skkynet Cloud, Zenvia, and AppTech Payments. Visium Technologies, Inc., a cybersecuritydigital risk management company, provides cybersecurity technology solutions, ... More
Visium Technologies 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 Visium Technologies' 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 Visium Technologies upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 15.41 | |||
| Information Ratio | 0.0233 | |||
| Maximum Drawdown | 91.67 | |||
| Value At Risk | (20.00) | |||
| Potential Upside | 16.67 |
Visium Technologies Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Visium Technologies' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Visium Technologies' standard deviation. In reality, there are many statistical measures that can use Visium Technologies historical prices to predict the future Visium Technologies' volatility.| Risk Adjusted Performance | 0.0266 | |||
| Jensen Alpha | 0.1476 | |||
| Total Risk Alpha | 1.39 | |||
| Sortino Ratio | 0.0221 | |||
| Treynor Ratio | (0.15) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Visium Technologies' 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.
Visium Technologies Backtested Returns
As of now, Visium Pink Sheet is out of control. Visium Technologies owns Efficiency Ratio (i.e., Sharpe Ratio) of close to zero, which indicates the firm had a close to zero % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Visium Technologies, which you can use to evaluate the volatility of the company. Please validate Visium Technologies' Risk Adjusted Performance of 0.0266, semi deviation of 11.25, and Coefficient Of Variation of 5161.58 to confirm if the risk estimate we provide is consistent with the expected return of 0.0513%. The entity has a beta of -1.87, which indicates a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Visium Technologies are expected to decrease by larger amounts. On the other hand, during market turmoil, Visium Technologies is expected to outperform it. Visium Technologies right now has a risk of 14.63%. Please validate Visium Technologies downside variance, as well as the relationship between the accumulation distribution and market facilitation index , to decide if Visium Technologies will be following its existing price patterns.
Auto-correlation | 0.12 |
Insignificant predictability
Visium Technologies has insignificant predictability. Overlapping area represents the amount of predictability between Visium Technologies time series from 23rd of October 2024 to 6th of January 2025 and 6th of January 2025 to 22nd 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 Visium Technologies price movement. The serial correlation of 0.12 indicates that less than 12.0% of current Visium Technologies price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.12 | |
| Spearman Rank Test | 0.1 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Visium Technologies lagged returns against current returns
Autocorrelation, which is Visium Technologies 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 Visium Technologies' pink sheet expected returns. We can calculate the autocorrelation of Visium Technologies returns to help us make a trade decision. For example, suppose you find that Visium Technologies 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 |
Visium Technologies 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 Visium Technologies pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Visium Technologies pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Visium Technologies pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Visium Technologies Lagged Returns
When evaluating Visium Technologies' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Visium Technologies pink sheet have on its future price. Visium Technologies 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, Visium Technologies autocorrelation shows the relationship between Visium Technologies pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Visium Technologies.
Regressed Prices |
| Timeline |
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Try AI Portfolio ArchitectOther Information on Investing in Visium Pink Sheet
Visium Technologies financial ratios help investors to determine whether Visium 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 Visium with respect to the benefits of owning Visium Technologies security.