Armada Mercantile Stock Market Value
| AAMTF Stock | USD 0.25 0.03 13.64% |
| Symbol | Armada |
Armada Mercantile '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 Armada Mercantile'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 Armada Mercantile.
| 11/26/2023 |
| 01/19/2025 |
If you would invest 0.00 in Armada Mercantile on November 26, 2023 and sell it all today you would earn a total of 0.00 from holding Armada Mercantile or generate 0.0% return on investment in Armada Mercantile over 420 days. Armada Mercantile is related to or competes with Dmg Blockchain, Cypherpunk Holdings, Bluesky Digital, BIG Blockchain, Neptune Digital, and DeFi Technologies. Armada Mercantile Ltd., a financial services company, provides merchant banking services worldwide More
Armada Mercantile 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 Armada Mercantile'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 Armada Mercantile upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 13.79 | |||
| Information Ratio | 0.0133 | |||
| Maximum Drawdown | 37.5 | |||
| Value At Risk | (12.00) | |||
| Potential Upside | 13.64 |
Armada Mercantile Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Armada Mercantile's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Armada Mercantile's standard deviation. In reality, there are many statistical measures that can use Armada Mercantile historical prices to predict the future Armada Mercantile's volatility.| Risk Adjusted Performance | 0.0239 | |||
| Jensen Alpha | 0.0851 | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | 0.0056 | |||
| Treynor Ratio | 0.1539 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Armada Mercantile'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.
Armada Mercantile Backtested Returns
At this point, Armada Mercantile is out of control. Armada Mercantile secures Sharpe Ratio (or Efficiency) of 0.0186, which signifies that the company had a 0.0186% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Armada Mercantile, which you can use to evaluate the volatility of the firm. Please confirm Armada Mercantile's Mean Deviation of 2.32, risk adjusted performance of 0.0239, and Downside Deviation of 13.79 to double-check if the risk estimate we provide is consistent with the expected return of 0.11%. Armada Mercantile has a performance score of 1 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.63, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Armada Mercantile's returns are expected to increase less than the market. However, during the bear market, the loss of holding Armada Mercantile is expected to be smaller as well. Armada Mercantile right now shows a risk of 5.96%. Please confirm Armada Mercantile total risk alpha, expected short fall, period momentum indicator, as well as the relationship between the value at risk and rate of daily change , to decide if Armada Mercantile will be following its price patterns.
Auto-correlation | 0.05 |
Virtually no predictability
Armada Mercantile has virtually no predictability. Overlapping area represents the amount of predictability between Armada Mercantile time series from 26th of November 2023 to 23rd of June 2024 and 23rd of June 2024 to 19th of January 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Armada Mercantile price movement. The serial correlation of 0.05 indicates that only as little as 5.0% of current Armada Mercantile price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.05 | |
| Spearman Rank Test | -0.02 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Armada Mercantile lagged returns against current returns
Autocorrelation, which is Armada Mercantile 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 Armada Mercantile's pink sheet expected returns. We can calculate the autocorrelation of Armada Mercantile returns to help us make a trade decision. For example, suppose you find that Armada Mercantile 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 |
Armada Mercantile 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 Armada Mercantile pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Armada Mercantile pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Armada Mercantile pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Armada Mercantile Lagged Returns
When evaluating Armada Mercantile's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Armada Mercantile pink sheet have on its future price. Armada Mercantile 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, Armada Mercantile autocorrelation shows the relationship between Armada Mercantile pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Armada Mercantile.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
| BTC | Bitcoin | |
| TRX | TRON | |
| BNB | Binance Coin | |
| ADA | Cardano | |
| XRP | XRP |
Other Information on Investing in Armada Pink Sheet
Armada Mercantile financial ratios help investors to determine whether Armada Pink Sheet is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Armada with respect to the benefits of owning Armada Mercantile security.