Oculus Visiontech Stock Market Value
| OVTZ Stock | USD 0.04 0.01 30.00% |
| Symbol | Oculus |
Oculus VisionTech '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 Oculus VisionTech'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 Oculus VisionTech.
| 03/26/2024 |
| 04/25/2024 |
If you would invest 0.00 in Oculus VisionTech on March 26, 2024 and sell it all today you would earn a total of 0.00 from holding Oculus VisionTech or generate 0.0% return on investment in Oculus VisionTech over 30 days. Oculus VisionTech is related to or competes with NCino, Thinkific Labs, Dassault Systemes, Snowflake, Zoom Video, and Shopify. Oculus VisionTech, Inc., a development-stage technology company, designs and markets digital watermarking services and s... More
Oculus VisionTech 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 Oculus VisionTech'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 Oculus VisionTech upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 28.46 | |||
| Information Ratio | 0.1139 | |||
| Maximum Drawdown | 106.67 | |||
| Value At Risk | (20.00) | |||
| Potential Upside | 33.33 |
Oculus VisionTech Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Oculus VisionTech's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Oculus VisionTech's standard deviation. In reality, there are many statistical measures that can use Oculus VisionTech historical prices to predict the future Oculus VisionTech's volatility.| Risk Adjusted Performance | 0.0846 | |||
| Jensen Alpha | 1.65 | |||
| Total Risk Alpha | (0.25) | |||
| Sortino Ratio | 0.059 | |||
| Treynor Ratio | 1.26 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Oculus VisionTech'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.
Oculus VisionTech Backtested Returns
Oculus VisionTech is out of control given 3 months investment horizon. Oculus VisionTech maintains Sharpe Ratio (i.e., Efficiency) of 0.0888, which implies the firm had a 0.0888% 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 1.4% are justified by taking the suggested risk. Use Oculus VisionTech Risk Adjusted Performance of 0.0846, semi deviation of 8.32, and Coefficient Of Variation of 830.97 to evaluate company specific risk that cannot be diversified away. Oculus VisionTech holds a performance score of 6 on a scale of zero to a hundred. The company holds a Beta of 1.41, which implies 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, Oculus VisionTech will likely underperform. Use Oculus VisionTech value at risk, kurtosis, price action indicator, as well as the relationship between the semi variance and rate of daily change , to analyze future returns on Oculus VisionTech.
Auto-correlation | -0.22 |
Weak reverse predictability
Oculus VisionTech has weak reverse predictability. Overlapping area represents the amount of predictability between Oculus VisionTech 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 Oculus VisionTech price movement. The serial correlation of -0.22 indicates that over 22.0% of current Oculus VisionTech price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.22 | |
| Spearman Rank Test | -0.01 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Oculus VisionTech lagged returns against current returns
Autocorrelation, which is Oculus VisionTech 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 Oculus VisionTech's otc stock expected returns. We can calculate the autocorrelation of Oculus VisionTech returns to help us make a trade decision. For example, suppose you find that Oculus VisionTech 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 |
Oculus VisionTech 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 Oculus VisionTech otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Oculus VisionTech otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Oculus VisionTech otc stock over time.
Current vs Lagged Prices |
| Timeline |
Oculus VisionTech Lagged Returns
When evaluating Oculus VisionTech's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Oculus VisionTech otc stock have on its future price. Oculus VisionTech 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, Oculus VisionTech autocorrelation shows the relationship between Oculus VisionTech otc stock current value and its past values and can show if there is a momentum factor associated with investing in Oculus VisionTech.
Regressed Prices |
| Timeline |
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Complementary Tools for Oculus OTC Stock analysis
When running Oculus VisionTech's price analysis, check to measure Oculus VisionTech'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 Oculus VisionTech is operating at the current time. Most of Oculus VisionTech's value examination focuses on studying past and present price action to predict the probability of Oculus VisionTech's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Oculus VisionTech's price. Additionally, you may evaluate how the addition of Oculus VisionTech to your portfolios can decrease your overall portfolio volatility.
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Oculus VisionTech technical otc 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, otc market cycles, or different charting patterns.