Arborgen Holdings Limited Stock Market Value
| RUBNF Stock | USD 0.09 0.00 0.00% |
| Symbol | ArborGen |
ArborGen Holdings '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 ArborGen Holdings' 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 ArborGen Holdings.
| 02/23/2024 |
| 05/23/2024 |
If you would invest 0.00 in ArborGen Holdings on February 23, 2024 and sell it all today you would earn a total of 0.00 from holding ArborGen Holdings Limited or generate 0.0% return on investment in ArborGen Holdings over 90 days. ArborGen Holdings is related to or competes with Simpson Manufacturing, West Fraser, Enviva Partners, Interfor, Ufp Industries, Canfor, and Svenska Cellulosa. ArborGen Holdings Limited engages in the forestry genetics business More
ArborGen Holdings 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 ArborGen Holdings' 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 ArborGen Holdings Limited upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 12.5 |
ArborGen Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for ArborGen Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ArborGen Holdings' standard deviation. In reality, there are many statistical measures that can use ArborGen Holdings historical prices to predict the future ArborGen Holdings' volatility.| Risk Adjusted Performance | 0.0131 | |||
| Jensen Alpha | 0.0291 | |||
| Total Risk Alpha | (0.23) | |||
| Treynor Ratio | (0.04) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of ArborGen Holdings' 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.
ArborGen Holdings Backtested Returns
We consider ArborGen Holdings out of control. ArborGen Holdings secures Sharpe Ratio (or Efficiency) of 0.0104, which signifies that the company had a 0.0104% return per unit of standard deviation over the last 3 months. We have found sixteen technical indicators for ArborGen Holdings Limited, which you can use to evaluate the volatility of the firm. Please confirm ArborGen Holdings' risk adjusted performance of 0.0131, and Mean Deviation of 0.3782 to double-check if the risk estimate we provide is consistent with the expected return of 0.022%. The firm shows a Beta (market volatility) of -0.27, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning ArborGen Holdings are expected to decrease at a much lower rate. During the bear market, ArborGen Holdings is likely to outperform the market. ArborGen Holdings right now shows a risk of 2.12%. Please confirm ArborGen Holdings mean deviation, information ratio, as well as the relationship between the Information Ratio and kurtosis , to decide if ArborGen Holdings will be following its price patterns.
Auto-correlation | Huge |
Perfect predictability
ArborGen Holdings Limited has perfect predictability. Overlapping area represents the amount of predictability between ArborGen Holdings time series from 23rd of February 2024 to 8th of April 2024 and 8th of April 2024 to 23rd of May 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 ArborGen Holdings price movement. The serial correlation of 9.223372036854776E16 indicates that 9.223372036854776E16% of current ArborGen Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | 92233.7 T | |
| Spearman Rank Test | 0.53 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
ArborGen Holdings lagged returns against current returns
Autocorrelation, which is ArborGen Holdings 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 ArborGen Holdings' pink sheet expected returns. We can calculate the autocorrelation of ArborGen Holdings returns to help us make a trade decision. For example, suppose you find that ArborGen Holdings 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 |
ArborGen Holdings 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 ArborGen Holdings pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if ArborGen Holdings pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in ArborGen Holdings pink sheet over time.
Current vs Lagged Prices |
| Timeline |
ArborGen Holdings Lagged Returns
When evaluating ArborGen Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of ArborGen Holdings pink sheet have on its future price. ArborGen Holdings 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, ArborGen Holdings autocorrelation shows the relationship between ArborGen Holdings pink sheet current value and its past values and can show if there is a momentum factor associated with investing in ArborGen Holdings Limited.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Check out ArborGen Holdings Correlation, ArborGen Holdings Volatility and ArborGen Holdings Alpha and Beta module to complement your research on ArborGen Holdings. You can also try the Cryptocurrency Center module to build and monitor diversified portfolio of extremely risky digital assets and cryptocurrency.
Complementary Tools for ArborGen Pink Sheet analysis
When running ArborGen Holdings' price analysis, check to measure ArborGen Holdings' 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 ArborGen Holdings is operating at the current time. Most of ArborGen Holdings' value examination focuses on studying past and present price action to predict the probability of ArborGen Holdings' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move ArborGen Holdings' price. Additionally, you may evaluate how the addition of ArborGen Holdings to your portfolios can decrease your overall portfolio volatility.
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ArborGen Holdings 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.