Homeland Security Cp Stock Market Value
| HSCC Stock | USD 0.01 0 23.88% |
| Symbol | Homeland |
Homeland Security '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 Homeland Security'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 Homeland Security.
| 05/06/2022 |
| 04/25/2024 |
If you would invest 0.00 in Homeland Security on May 6, 2022 and sell it all today you would earn a total of 0.00 from holding Homeland Security Cp or generate 0.0% return on investment in Homeland Security over 720 days. Homeland Security Corporation engages in consulting and implementing security driven technologies that can be deployed i... More
Homeland Security 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 Homeland Security'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 Homeland Security Cp upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0144 | |||
| Maximum Drawdown | 38.3 | |||
| Value At Risk | (13.21) | |||
| Potential Upside | 3.08 |
Homeland Security Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Homeland Security's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Homeland Security's standard deviation. In reality, there are many statistical measures that can use Homeland Security historical prices to predict the future Homeland Security's volatility.| Risk Adjusted Performance | 0.0255 | |||
| Jensen Alpha | 0.4425 | |||
| Total Risk Alpha | (0.74) | |||
| Treynor Ratio | (0.06) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Homeland Security'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.
Homeland Security Backtested Returns
We consider Homeland Security out of control. Homeland Security holds Efficiency (Sharpe) Ratio of 0.0262, which attests that the entity had a 0.0262% return per unit of risk over the last 3 months. We have found twenty-one technical indicators for Homeland Security, which you can use to evaluate the volatility of the firm. Please check out Homeland Security's Risk Adjusted Performance of 0.0255, market risk adjusted performance of (0.05), and Standard Deviation of 7.42 to validate if the risk estimate we provide is consistent with the expected return of 0.19%. Homeland Security has a performance score of 2 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of -3.31, which attests to a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Homeland Security are expected to decrease by larger amounts. On the other hand, during market turmoil, Homeland Security is expected to outperform it. Homeland Security right now retains a risk of 7.42%. Please check out Homeland Security total risk alpha and the relationship between the skewness and price action indicator , to decide if Homeland Security will be following its current trending patterns.
Auto-correlation | -0.51 |
Good reverse predictability
Homeland Security Cp has good reverse predictability. Overlapping area represents the amount of predictability between Homeland Security time series from 6th of May 2022 to 1st of May 2023 and 1st of May 2023 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 Homeland Security price movement. The serial correlation of -0.51 indicates that about 51.0% of current Homeland Security price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.51 | |
| Spearman Rank Test | -0.17 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Homeland Security lagged returns against current returns
Autocorrelation, which is Homeland Security 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 Homeland Security's pink sheet expected returns. We can calculate the autocorrelation of Homeland Security returns to help us make a trade decision. For example, suppose you find that Homeland Security 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 |
Homeland Security 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 Homeland Security pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Homeland Security pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Homeland Security pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Homeland Security Lagged Returns
When evaluating Homeland Security's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Homeland Security pink sheet have on its future price. Homeland Security 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, Homeland Security autocorrelation shows the relationship between Homeland Security pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Homeland Security Cp.
Regressed Prices |
| Timeline |
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Try AI Portfolio ArchitectCheck out Homeland Security Correlation, Homeland Security Volatility and Homeland Security Alpha and Beta module to complement your research on Homeland Security. Note that the Homeland Security information on this page should be used as a complementary analysis to other Homeland Security'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 FinTech Suite module to use AI to screen and filter profitable investment opportunities.
Complementary Tools for Homeland Pink Sheet analysis
When running Homeland Security's price analysis, check to measure Homeland Security'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 Homeland Security is operating at the current time. Most of Homeland Security's value examination focuses on studying past and present price action to predict the probability of Homeland Security's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Homeland Security's price. Additionally, you may evaluate how the addition of Homeland Security to your portfolios can decrease your overall portfolio volatility.
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Homeland Security 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.