Ynvisible Interactive Stock Market Value
| YNVYF Stock | USD 0.09 0.0001 0.11% |
| Symbol | Ynvisible |
Ynvisible Interactive '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 Ynvisible Interactive's otc stock 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 Ynvisible Interactive.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Ynvisible Interactive on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Ynvisible Interactive or generate 0.0% return on investment in Ynvisible Interactive over 90 days. Ynvisible Interactive is related to or competes with KULR Technology, Ouster, Common, MicroCloud Hologram, and Kopin. Ynvisible Interactive Inc. develops and sells electrochromic displays in Europe More
Ynvisible Interactive 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 Ynvisible Interactive's otc stock 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 Ynvisible Interactive upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 10.66 | |||
| Information Ratio | 0.0391 | |||
| Maximum Drawdown | 46.13 | |||
| Value At Risk | (8.33) | |||
| Potential Upside | 10.0 |
Ynvisible Interactive Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ynvisible Interactive's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ynvisible Interactive's standard deviation. In reality, there are many statistical measures that can use Ynvisible Interactive historical prices to predict the future Ynvisible Interactive's volatility.| Risk Adjusted Performance | 0.0272 | |||
| Jensen Alpha | 0.0771 | |||
| Total Risk Alpha | 0.816 | |||
| Sortino Ratio | 0.0206 | |||
| Treynor Ratio | (0.36) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Ynvisible Interactive'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.
Ynvisible Interactive Backtested Returns
Ynvisible Interactive appears to be out of control, given 3 months investment horizon. Ynvisible Interactive shows Sharpe Ratio of 0.051, which attests that the company had a 0.051 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Ynvisible Interactive, which you can use to evaluate the volatility of the company. Please utilize Ynvisible Interactive's Downside Deviation of 10.66, market risk adjusted performance of (0.35), and Mean Deviation of 2.41 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Ynvisible Interactive holds a performance score of 4. The firm maintains a market beta of -0.31, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Ynvisible Interactive are expected to decrease at a much lower rate. During the bear market, Ynvisible Interactive is likely to outperform the market. Please check Ynvisible Interactive's treynor ratio, semi variance, as well as the relationship between the Semi Variance and rate of daily change , to make a quick decision on whether Ynvisible Interactive's historical returns will revert.
Auto-correlation | 0.22 |
Weak predictability
Ynvisible Interactive has weak predictability. Overlapping area represents the amount of predictability between Ynvisible Interactive 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 Ynvisible Interactive price movement. The serial correlation of 0.22 indicates that over 22.0% of current Ynvisible Interactive price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.22 | |
| Spearman Rank Test | 0.16 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Ynvisible Interactive lagged returns against current returns
Autocorrelation, which is Ynvisible Interactive otc stock'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 Ynvisible Interactive's otc stock expected returns. We can calculate the autocorrelation of Ynvisible Interactive returns to help us make a trade decision. For example, suppose you find that Ynvisible Interactive has exhibited high autocorrelation historically, and you observe that the otc stock 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 |
Ynvisible Interactive 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 Ynvisible Interactive otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ynvisible Interactive otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ynvisible Interactive otc stock over time.
Current vs Lagged Prices |
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Ynvisible Interactive Lagged Returns
When evaluating Ynvisible Interactive's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ynvisible Interactive otc stock have on its future price. Ynvisible Interactive 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, Ynvisible Interactive autocorrelation shows the relationship between Ynvisible Interactive otc stock current value and its past values and can show if there is a momentum factor associated with investing in Ynvisible Interactive.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Ynvisible OTC Stock
Ynvisible Interactive financial ratios help investors to determine whether Ynvisible OTC Stock 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 Ynvisible with respect to the benefits of owning Ynvisible Interactive security.