Solarwindow Technologies Stock Market Value
| WNDW Stock | USD 0.34 0.02 6.25% |
| Symbol | SolarWindow |
SolarWindow 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 SolarWindow 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 SolarWindow Technologies.
| 12/09/2023 |
| 12/03/2024 |
If you would invest 0.00 in SolarWindow Technologies on December 9, 2023 and sell it all today you would earn a total of 0.00 from holding SolarWindow Technologies or generate 0.0% return on investment in SolarWindow Technologies over 360 days. SolarWindow Technologies is related to or competes with Fortum Oyj, Clearway Energy, Atlantica Sustainable, Nextera Energy, Orsted A/S, Orsted AS, and Innergex Renewable. SolarWindow Technologies, Inc. engages in developing electricity-generating coatings for use in building window and glas... More
SolarWindow 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 SolarWindow 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 SolarWindow Technologies upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 12.71 | |||
| Information Ratio | 0.0988 | |||
| Maximum Drawdown | 106.91 | |||
| Value At Risk | (18.18) | |||
| Potential Upside | 28.0 |
SolarWindow Technologies Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SolarWindow Technologies' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SolarWindow Technologies' standard deviation. In reality, there are many statistical measures that can use SolarWindow Technologies historical prices to predict the future SolarWindow Technologies' volatility.| Risk Adjusted Performance | 0.0908 | |||
| Jensen Alpha | 1.34 | |||
| Total Risk Alpha | (0.72) | |||
| Sortino Ratio | 0.1272 | |||
| Treynor Ratio | 0.5053 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of SolarWindow 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.
SolarWindow Technologies Backtested Returns
SolarWindow Technologies is out of control given 3 months investment horizon. SolarWindow Technologies owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.079, which indicates the firm had a 0.079% return per unit of risk over the last 3 months. We were able to break down twenty-nine different technical indicators, which can help you to evaluate if expected returns of 1.24% are justified by taking the suggested risk. Use SolarWindow Technologies Risk Adjusted Performance of 0.0908, semi deviation of 10.35, and Coefficient Of Variation of 940.19 to evaluate company specific risk that cannot be diversified away. SolarWindow Technologies holds a performance score of 6 on a scale of zero to a hundred. The entity has a beta of 3.43, which indicates a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, SolarWindow Technologies will likely underperform. Use SolarWindow Technologies value at risk, as well as the relationship between the kurtosis and market facilitation index , to analyze future returns on SolarWindow Technologies.
Auto-correlation | -0.41 |
Modest reverse predictability
SolarWindow Technologies has modest reverse predictability. Overlapping area represents the amount of predictability between SolarWindow Technologies time series from 9th of December 2023 to 6th of June 2024 and 6th of June 2024 to 3rd 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 SolarWindow Technologies price movement. The serial correlation of -0.41 indicates that just about 41.0% of current SolarWindow Technologies price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.41 | |
| Spearman Rank Test | -0.48 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
SolarWindow Technologies lagged returns against current returns
Autocorrelation, which is SolarWindow 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 SolarWindow Technologies' pink sheet expected returns. We can calculate the autocorrelation of SolarWindow Technologies returns to help us make a trade decision. For example, suppose you find that SolarWindow 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 |
SolarWindow 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 SolarWindow Technologies pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if SolarWindow 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 SolarWindow Technologies pink sheet over time.
Current vs Lagged Prices |
| Timeline |
SolarWindow Technologies Lagged Returns
When evaluating SolarWindow Technologies' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of SolarWindow Technologies pink sheet have on its future price. SolarWindow 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, SolarWindow Technologies autocorrelation shows the relationship between SolarWindow Technologies pink sheet current value and its past values and can show if there is a momentum factor associated with investing in SolarWindow Technologies.
Regressed Prices |
| Timeline |
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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.Additional Tools for SolarWindow Pink Sheet Analysis
When running SolarWindow Technologies' price analysis, check to measure SolarWindow Technologies' 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 SolarWindow Technologies is operating at the current time. Most of SolarWindow Technologies' value examination focuses on studying past and present price action to predict the probability of SolarWindow Technologies' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move SolarWindow Technologies' price. Additionally, you may evaluate how the addition of SolarWindow Technologies to your portfolios can decrease your overall portfolio volatility.