Princeton Capital Stock Market Value
| PIAC Stock | USD 0.31 0 0.97% |
| Symbol | Princeton |
Princeton 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 Princeton Capital's 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 Princeton Capital.
| 03/26/2024 |
| 04/25/2024 |
If you would invest 0.00 in Princeton Capital on March 26, 2024 and sell it all today you would earn a total of 0.00 from holding Princeton Capital or generate 0.0% return on investment in Princeton Capital over 30 days. Princeton Capital is related to or competes with Stevia Nutra. Princeton Capital Corporation is a business development company specializing in the private equity investments More
Princeton 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 Princeton Capital's 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 Princeton Capital upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.106 | |||
| Maximum Drawdown | 55.0 |
Princeton Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Princeton Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Princeton Capital's standard deviation. In reality, there are many statistical measures that can use Princeton Capital historical prices to predict the future Princeton Capital's volatility.| Risk Adjusted Performance | 0.0834 | |||
| Jensen Alpha | 0.9386 | |||
| Total Risk Alpha | (0.14) | |||
| Treynor Ratio | (0.92) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Princeton 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.
Princeton Capital Backtested Returns
Princeton Capital appears to be out of control, given 3 months investment horizon. Princeton Capital maintains Sharpe Ratio (i.e., Efficiency) of 0.0913, which implies the firm had a 0.0913% return per unit of risk over the last 3 months. By analyzing Princeton Capital's technical indicators, you can evaluate if the expected return of 0.67% is justified by implied risk. Please evaluate Princeton Capital's Variance of 53.3, risk adjusted performance of 0.0834, and Coefficient Of Variation of 839.91 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Princeton Capital holds a performance score of 7. The company holds a Beta of -0.93, which implies possible diversification benefits within a given portfolio. As the market becomes more bullish, returns on owning Princeton Capital are expected to decrease slowly. On the other hand, during market turmoil, Princeton Capital is expected to outperform it slightly. Please check Princeton Capital's kurtosis, day typical price, and the relationship between the total risk alpha and rate of daily change , to make a quick decision on whether Princeton Capital's historical price patterns will revert.
Auto-correlation | 0.00 |
No correlation between past and present
Princeton Capital has no correlation between past and present. Overlapping area represents the amount of predictability between Princeton Capital time series from 26th of March 2024 to 10th of April 2024 and 10th of April 2024 to 25th 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 Princeton Capital price movement. The serial correlation of 0.0 indicates that just 0.0% of current Princeton Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 0.5 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Princeton Capital lagged returns against current returns
Autocorrelation, which is Princeton Capital 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 Princeton Capital's pink sheet expected returns. We can calculate the autocorrelation of Princeton Capital returns to help us make a trade decision. For example, suppose you find that Princeton Capital 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 |
Princeton 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 Princeton Capital pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Princeton Capital pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Princeton Capital pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Princeton Capital Lagged Returns
When evaluating Princeton Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Princeton Capital pink sheet have on its future price. Princeton 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, Princeton Capital autocorrelation shows the relationship between Princeton Capital pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Princeton Capital.
Regressed Prices |
| Timeline |
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Check out Princeton Capital Correlation, Princeton Capital Volatility and Princeton Capital Alpha and Beta module to complement your research on Princeton Capital. Note that the Princeton Capital information on this page should be used as a complementary analysis to other Princeton Capital's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Global Correlations module to find global opportunities by holding instruments from different markets.
Complementary Tools for Princeton Pink Sheet analysis
When running Princeton Capital's price analysis, check to measure Princeton 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 Princeton Capital is operating at the current time. Most of Princeton Capital's value examination focuses on studying past and present price action to predict the probability of Princeton 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 Princeton Capital's price. Additionally, you may evaluate how the addition of Princeton Capital to your portfolios can decrease your overall portfolio volatility.
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Princeton Capital technical pink sheet 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, pink sheet market cycles, or different charting patterns.