Arsenal Digital Holdings Stock Market Value
| ADHI Stock | USD 0.05 0.02 23.52% |
| Symbol | Arsenal |
Arsenal Digital '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 Arsenal Digital'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 Arsenal Digital.
| 12/09/2022 |
| 11/28/2024 |
If you would invest 0.00 in Arsenal Digital on December 9, 2022 and sell it all today you would earn a total of 0.00 from holding Arsenal Digital Holdings or generate 0.0% return on investment in Arsenal Digital over 720 days. Arsenal Digital is related to or competes with Green Planet, Azure Holding, and Four Leaf. Arsenal Digital Holdings, Inc., a development stage company, develops and markets Greensteam TM process and technology f... More
Arsenal Digital 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 Arsenal Digital'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 Arsenal Digital Holdings upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 37.28 | |||
| Information Ratio | 0.0994 | |||
| Maximum Drawdown | 170.82 | |||
| Value At Risk | (36.51) | |||
| Potential Upside | 63.69 |
Arsenal Digital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Arsenal Digital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Arsenal Digital's standard deviation. In reality, there are many statistical measures that can use Arsenal Digital historical prices to predict the future Arsenal Digital's volatility.| Risk Adjusted Performance | 0.0891 | |||
| Jensen Alpha | 3.97 | |||
| Total Risk Alpha | (1.60) | |||
| Sortino Ratio | 0.0787 | |||
| Treynor Ratio | (0.40) |
Arsenal Digital Holdings Backtested Returns
Arsenal Digital is out of control given 3 months investment horizon. Arsenal Digital Holdings secures Sharpe Ratio (or Efficiency) of 0.1, which signifies that the company had a 0.1% return per unit of risk over the last 3 months. We have analyze and collected data for twenty-eight different technical indicators, which can help you to evaluate if expected returns of 3.01% are justified by taking the suggested risk. Use Arsenal Digital Risk Adjusted Performance of 0.0891, downside deviation of 37.28, and Mean Deviation of 13.24 to evaluate company specific risk that cannot be diversified away. Arsenal Digital holds a performance score of 7 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of -7.6, which signifies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Arsenal Digital are expected to decrease by larger amounts. On the other hand, during market turmoil, Arsenal Digital is expected to outperform it. Use Arsenal Digital semi variance, day median price, and the relationship between the value at risk and kurtosis , to analyze future returns on Arsenal Digital.
Auto-correlation | -0.01 |
Very weak reverse predictability
Arsenal Digital Holdings has very weak reverse predictability. Overlapping area represents the amount of predictability between Arsenal Digital time series from 9th of December 2022 to 4th of December 2023 and 4th of December 2023 to 28th of November 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 Arsenal Digital Holdings price movement. The serial correlation of -0.01 indicates that just 1.0% of current Arsenal Digital price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.01 | |
| Spearman Rank Test | -0.37 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Arsenal Digital Holdings lagged returns against current returns
Autocorrelation, which is Arsenal Digital 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 Arsenal Digital's pink sheet expected returns. We can calculate the autocorrelation of Arsenal Digital returns to help us make a trade decision. For example, suppose you find that Arsenal Digital 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 |
Arsenal Digital 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 Arsenal Digital pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Arsenal Digital pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Arsenal Digital pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Arsenal Digital Lagged Returns
When evaluating Arsenal Digital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Arsenal Digital pink sheet have on its future price. Arsenal Digital 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, Arsenal Digital autocorrelation shows the relationship between Arsenal Digital pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Arsenal Digital Holdings.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Arsenal Pink Sheet
Arsenal Digital financial ratios help investors to determine whether Arsenal 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 Arsenal with respect to the benefits of owning Arsenal Digital security.