Vortex Brands Co Stock Market Value
| VTXB Stock | USD 0.0001 0.0001 50.00% |
| Symbol | Vortex |
Vortex Brands '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 Vortex Brands' 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 Vortex Brands.
| 12/14/2024 |
| 03/14/2025 |
If you would invest 0.00 in Vortex Brands on December 14, 2024 and sell it all today you would earn a total of 0.00 from holding Vortex Brands Co or generate 0.0% return on investment in Vortex Brands over 90 days. Vortex Brands Co., doing business as Vortex Green Energy, provides Phase Angle Synchronization equipment to electric uti... More
Vortex Brands 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 Vortex Brands' 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 Vortex Brands Co upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 44.8 | |||
| Information Ratio | 0.1018 | |||
| Maximum Drawdown | 150.0 | |||
| Value At Risk | (50.00) | |||
| Potential Upside | 100.0 |
Vortex Brands Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vortex Brands' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vortex Brands' standard deviation. In reality, there are many statistical measures that can use Vortex Brands historical prices to predict the future Vortex Brands' volatility.| Risk Adjusted Performance | 0.0917 | |||
| Jensen Alpha | 2.85 | |||
| Total Risk Alpha | 8.67 | |||
| Sortino Ratio | 0.0787 | |||
| Treynor Ratio | (0.79) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Vortex Brands' 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.
Vortex Brands Backtested Returns
Vortex Brands is out of control given 3 months investment horizon. Vortex Brands owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0958, which indicates the firm had a 0.0958 % return per unit of risk over the last 3 months. We have analyzed and interpolated twenty-seven different technical indicators, which can help you to evaluate if expected returns of 3.39% are justified by taking the suggested risk. Use Vortex Brands Coefficient Of Variation of 1015.57, semi deviation of 18.84, and Risk Adjusted Performance of 0.0917 to evaluate company specific risk that cannot be diversified away. Vortex Brands holds a performance score of 7 on a scale of zero to a hundred. The entity has a beta of -4.33, which indicates a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Vortex Brands are expected to decrease by larger amounts. On the other hand, during market turmoil, Vortex Brands is expected to outperform it. Use Vortex Brands downside variance, as well as the relationship between the daily balance of power and period momentum indicator , to analyze future returns on Vortex Brands.
Auto-correlation | 0.17 |
Very weak predictability
Vortex Brands Co has very weak predictability. Overlapping area represents the amount of predictability between Vortex Brands time series from 14th of December 2024 to 28th of January 2025 and 28th of January 2025 to 14th 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 Vortex Brands price movement. The serial correlation of 0.17 indicates that over 17.0% of current Vortex Brands price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.17 | |
| Spearman Rank Test | 0.16 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Vortex Brands lagged returns against current returns
Autocorrelation, which is Vortex Brands 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 Vortex Brands' pink sheet expected returns. We can calculate the autocorrelation of Vortex Brands returns to help us make a trade decision. For example, suppose you find that Vortex Brands 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 |
Vortex Brands 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 Vortex Brands pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vortex Brands pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vortex Brands pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Vortex Brands Lagged Returns
When evaluating Vortex Brands' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vortex Brands pink sheet have on its future price. Vortex Brands 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, Vortex Brands autocorrelation shows the relationship between Vortex Brands pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Vortex Brands Co.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Vortex Pink Sheet
Vortex Brands financial ratios help investors to determine whether Vortex 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 Vortex with respect to the benefits of owning Vortex Brands security.