Fresh Harvest Products Stock Market Value
| IMTH Stock | USD 0.80 0.04 5.26% |
| Symbol | Fresh |
Fresh Harvest '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 Fresh Harvest'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 Fresh Harvest.
| 03/20/2024 |
| 04/19/2024 |
If you would invest 0.00 in Fresh Harvest on March 20, 2024 and sell it all today you would earn a total of 0.00 from holding Fresh Harvest Products or generate 0.0% return on investment in Fresh Harvest over 30 days. Fresh Harvest is related to or competes with GlucoTrack, Sharps Technology, Utah Medical, Innovative Eyewear, Microbot Medical, Meihua International, and Intuitive Surgical. Innovative MedTech Inc., through its subsidiaries, provides health and wellness services in the United States More
Fresh Harvest 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 Fresh Harvest'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 Fresh Harvest Products upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 38.25 | |||
| Information Ratio | 0.128 | |||
| Maximum Drawdown | 1111.71 | |||
| Value At Risk | (35.79) | |||
| Potential Upside | 52.0 |
Fresh Harvest Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fresh Harvest's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Fresh Harvest's standard deviation. In reality, there are many statistical measures that can use Fresh Harvest historical prices to predict the future Fresh Harvest's volatility.| Risk Adjusted Performance | 0.0894 | |||
| Jensen Alpha | 16.86 | |||
| Total Risk Alpha | 4.5 | |||
| Sortino Ratio | 0.4482 | |||
| Treynor Ratio | 2.9 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Fresh Harvest'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.
Fresh Harvest Products Backtested Returns
Fresh Harvest is out of control given 3 months investment horizon. Fresh Harvest Products secures Sharpe Ratio (or Efficiency) of 0.13, which denotes the company had a 0.13% return per unit of risk over the last 3 months. We were able to interpolate and analyze data for twenty-nine different technical indicators, which can help you to evaluate if expected returns of 16.31% are justified by taking the suggested risk. Use Fresh Harvest Downside Deviation of 38.25, coefficient of variation of 778.23, and Mean Deviation of 37.97 to evaluate company specific risk that cannot be diversified away. Fresh Harvest holds a performance score of 9 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of 5.94, which means 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, Fresh Harvest will likely underperform. Use Fresh Harvest jensen alpha and the relationship between the value at risk and day median price , to analyze future returns on Fresh Harvest.
Auto-correlation | 0.26 |
Poor predictability
Fresh Harvest Products has poor predictability. Overlapping area represents the amount of predictability between Fresh Harvest time series from 20th of March 2024 to 4th of April 2024 and 4th of April 2024 to 19th 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 Fresh Harvest Products price movement. The serial correlation of 0.26 indicates that nearly 26.0% of current Fresh Harvest price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.26 | |
| Spearman Rank Test | 0.09 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Fresh Harvest Products lagged returns against current returns
Autocorrelation, which is Fresh Harvest 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 Fresh Harvest's pink sheet expected returns. We can calculate the autocorrelation of Fresh Harvest returns to help us make a trade decision. For example, suppose you find that Fresh Harvest 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 |
Fresh Harvest 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 Fresh Harvest pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Fresh Harvest pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Fresh Harvest pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Fresh Harvest Lagged Returns
When evaluating Fresh Harvest's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Fresh Harvest pink sheet have on its future price. Fresh Harvest 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, Fresh Harvest autocorrelation shows the relationship between Fresh Harvest pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Fresh Harvest Products.
Regressed Prices |
| Timeline |
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Complementary Tools for Fresh Pink Sheet analysis
When running Fresh Harvest's price analysis, check to measure Fresh Harvest'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 Fresh Harvest is operating at the current time. Most of Fresh Harvest's value examination focuses on studying past and present price action to predict the probability of Fresh Harvest's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Fresh Harvest's price. Additionally, you may evaluate how the addition of Fresh Harvest to your portfolios can decrease your overall portfolio volatility.
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Fresh Harvest 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.