Zimtu Capital Corp Stock Market Value
| ZC Stock | CAD 0.04 0.00 0.00% |
| Symbol | Zimtu |
Zimtu Capital Corp Price To Book Ratio
Zimtu Capital '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 Zimtu Capital's 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 Zimtu Capital.
| 04/27/2022 |
| 04/16/2024 |
If you would invest 0.00 in Zimtu Capital on April 27, 2022 and sell it all today you would earn a total of 0.00 from holding Zimtu Capital Corp or generate 0.0% return on investment in Zimtu Capital over 720 days. Zimtu Capital is related to or competes with Orca Energy, Rogers Communications, Buhler Industries, Ccl Industries, and Transcontinental. Zimtu Capital Corp. is a private equity and venture capital firm specializing in seed stage, early stage, acquisition, p... More
Zimtu Capital 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 Zimtu Capital's 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 Zimtu Capital Corp upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 45.0 | |||
| Value At Risk | (20.00) | |||
| Potential Upside | 25.0 |
Zimtu Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Zimtu Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Zimtu Capital's standard deviation. In reality, there are many statistical measures that can use Zimtu Capital historical prices to predict the future Zimtu Capital's volatility.| Risk Adjusted Performance | 0.0092 | |||
| Jensen Alpha | 0.011 | |||
| Total Risk Alpha | (0.71) | |||
| Treynor Ratio | 0.0251 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Zimtu Capital'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.
Zimtu Capital Corp Backtested Returns
Zimtu Capital Corp shows Sharpe Ratio of -0.0107, which attests that the company had a -0.0107% return per unit of risk over the last 3 months. Zimtu Capital Corp exposes seventeen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Zimtu Capital's Mean Deviation of 3.03, market risk adjusted performance of 0.0351, and Variance of 69.23 to validate the risk estimate we provide. The firm maintains a market beta of -0.4, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Zimtu Capital are expected to decrease at a much lower rate. During the bear market, Zimtu Capital is likely to outperform the market. Zimtu Capital Corp has an expected return of -0.0806%. Please make sure to check out Zimtu Capital Corp total risk alpha and kurtosis , to decide if Zimtu Capital Corp performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.81 |
Very good predictability
Zimtu Capital Corp has very good predictability. Overlapping area represents the amount of predictability between Zimtu Capital time series from 27th of April 2022 to 22nd of April 2023 and 22nd of April 2023 to 16th of April 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 Zimtu Capital Corp price movement. The serial correlation of 0.81 indicates that around 81.0% of current Zimtu Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.81 | |
| Spearman Rank Test | 0.58 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Zimtu Capital Corp lagged returns against current returns
Autocorrelation, which is Zimtu Capital 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 Zimtu Capital's stock expected returns. We can calculate the autocorrelation of Zimtu Capital returns to help us make a trade decision. For example, suppose you find that Zimtu Capital has exhibited high autocorrelation historically, and you observe that the 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 |
Zimtu Capital 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 Zimtu Capital stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Zimtu Capital stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Zimtu Capital stock over time.
Current vs Lagged Prices |
| Timeline |
Zimtu Capital Lagged Returns
When evaluating Zimtu Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Zimtu Capital stock have on its future price. Zimtu Capital 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, Zimtu Capital autocorrelation shows the relationship between Zimtu Capital stock current value and its past values and can show if there is a momentum factor associated with investing in Zimtu Capital Corp.
Regressed Prices |
| Timeline |
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Check out Zimtu Capital Correlation, Zimtu Capital Volatility and Zimtu Capital Alpha and Beta module to complement your research on Zimtu Capital. You can also try the Stock Tickers module to use high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websites.
Complementary Tools for Zimtu Stock analysis
When running Zimtu Capital's price analysis, check to measure Zimtu Capital'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 Zimtu Capital is operating at the current time. Most of Zimtu Capital's value examination focuses on studying past and present price action to predict the probability of Zimtu Capital's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Zimtu Capital's price. Additionally, you may evaluate how the addition of Zimtu Capital to your portfolios can decrease your overall portfolio volatility.
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Zimtu Capital technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.