Vortex Brands Co Stock Market Value
| VTXB Stock | USD 0.0003 0.0002 40.00% |
| Symbol | Vortex |
Vortex Brands '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 Vortex Brands' 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 Vortex Brands.
| 04/12/2024 |
| 05/12/2024 |
If you would invest 0.00 in Vortex Brands on April 12, 2024 and sell it all today you would earn a total of 0.00 from holding Vortex Brands Co or generate 0.0% return on investment in Vortex Brands over 30 days. Vortex Brands is related to or competes with Ameren Illinois, AGNC Investment, AGNC Investment, BFC Capital, and Ameren Illinois. Vortex Brands Co., doing business as Vortex Green Energy, provides Phase Angle Synchronization equipment to electric uti... More
Vortex Brands 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 Vortex Brands' 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 Vortex Brands Co upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 22.32 | |||
| Information Ratio | 0.0654 | |||
| Maximum Drawdown | 80.0 | |||
| Value At Risk | (22.22) | |||
| Potential Upside | 25.0 |
Vortex Brands Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vortex Brands' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vortex Brands' standard deviation. In reality, there are many statistical measures that can use Vortex Brands historical prices to predict the future Vortex Brands' volatility.| Risk Adjusted Performance | 0.0535 | |||
| Jensen Alpha | 0.8708 | |||
| Total Risk Alpha | (0.69) | |||
| Sortino Ratio | 0.042 | |||
| Treynor Ratio | 0.5328 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Vortex Brands' 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.
Vortex Brands Backtested Returns
We consider Vortex Brands out of control. Vortex Brands owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0103, which indicates the firm had a 0.0103% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Vortex Brands Co, which you can use to evaluate the volatility of the company. Please validate Vortex Brands' Semi Deviation of 10.22, coefficient of variation of 1405.24, and Risk Adjusted Performance of 0.0535 to confirm if the risk estimate we provide is consistent with the expected return of 0.14%. The entity has a beta of 1.9, which indicates 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, Vortex Brands will likely underperform. Vortex Brands right now has a risk of 13.61%. Please validate Vortex Brands downside variance, as well as the relationship between the accumulation distribution and market facilitation index , to decide if Vortex Brands will be following its existing price patterns.
Auto-correlation | 0.00 |
No correlation between past and present
Vortex Brands Co has no correlation between past and present. Overlapping area represents the amount of predictability between Vortex Brands time series from 12th of April 2024 to 27th of April 2024 and 27th of April 2024 to 12th 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 Vortex Brands price movement. The serial correlation of 0.0 indicates that just 0.0% of current Vortex Brands price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | -0.53 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Vortex Brands lagged returns against current returns
Autocorrelation, which is Vortex Brands 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 Vortex Brands' pink sheet expected returns. We can calculate the autocorrelation of Vortex Brands returns to help us make a trade decision. For example, suppose you find that Vortex Brands 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 |
Vortex Brands 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 Vortex Brands pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vortex Brands pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vortex Brands pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Vortex Brands Lagged Returns
When evaluating Vortex Brands' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vortex Brands pink sheet have on its future price. Vortex Brands 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, Vortex Brands autocorrelation shows the relationship between Vortex Brands pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Vortex Brands Co.
Regressed Prices |
| Timeline |
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Vortex Brands in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Vortex Brands' short interest history, or implied volatility extrapolated from Vortex Brands options trading.
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Check out Vortex Brands Correlation, Vortex Brands Volatility and Vortex Brands Alpha and Beta module to complement your research on Vortex Brands. You can also try the Latest Portfolios module to quick portfolio dashboard that showcases your latest portfolios.
Complementary Tools for Vortex Pink Sheet analysis
When running Vortex Brands' price analysis, check to measure Vortex Brands' 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 Vortex Brands is operating at the current time. Most of Vortex Brands' value examination focuses on studying past and present price action to predict the probability of Vortex Brands' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Vortex Brands' price. Additionally, you may evaluate how the addition of Vortex Brands to your portfolios can decrease your overall portfolio volatility.
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Vortex Brands 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.