Active Health Foods Stock Market Value
| AHFD Stock | USD 0.0001 0.00 0.00% |
| Symbol | Active |
Active Health '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 Active Health'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 Active Health.
| 05/31/2024 |
| 11/27/2024 |
If you would invest 0.00 in Active Health on May 31, 2024 and sell it all today you would earn a total of 0.00 from holding Active Health Foods or generate 0.0% return on investment in Active Health over 180 days. Active Health is related to or competes with Embotelladora Andina, Signet International, National Beverage, Vita Coco, Coca Cola, Coca Cola, and Keurig Dr. Active Health Foods, Inc. develops and markets healthy foods and beverages in the United States More
Active Health 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 Active Health'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 Active Health Foods upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.14) | |||
| Maximum Drawdown | 66.67 |
Active Health Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Active Health's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Active Health's standard deviation. In reality, there are many statistical measures that can use Active Health historical prices to predict the future Active Health's volatility.| Risk Adjusted Performance | (0.09) | |||
| Jensen Alpha | (1.04) | |||
| Total Risk Alpha | (2.31) | |||
| Treynor Ratio | (6.47) |
Active Health Foods Backtested Returns
Active Health Foods secures Sharpe Ratio (or Efficiency) of -0.13, which signifies that the company had a -0.13% return per unit of risk over the last 3 months. Active Health Foods exposes sixteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Active Health's Standard Deviation of 8.21, risk adjusted performance of (0.09), and Mean Deviation of 1.99 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.16, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Active Health's returns are expected to increase less than the market. However, during the bear market, the loss of holding Active Health is expected to be smaller as well. At this point, Active Health Foods has a negative expected return of -1.06%. Please make sure to confirm Active Health's skewness, as well as the relationship between the rate of daily change and day typical price , to decide if Active Health Foods performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.71 |
Almost perfect reverse predictability
Active Health Foods has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Active Health time series from 31st of May 2024 to 29th of August 2024 and 29th of August 2024 to 27th 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 Active Health Foods price movement. The serial correlation of -0.71 indicates that around 71.0% of current Active Health price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.71 | |
| Spearman Rank Test | 0.09 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Active Health Foods lagged returns against current returns
Autocorrelation, which is Active Health 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 Active Health's pink sheet expected returns. We can calculate the autocorrelation of Active Health returns to help us make a trade decision. For example, suppose you find that Active Health 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 |
Active Health 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 Active Health pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Active Health pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Active Health pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Active Health Lagged Returns
When evaluating Active Health's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Active Health pink sheet have on its future price. Active Health 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, Active Health autocorrelation shows the relationship between Active Health pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Active Health Foods.
Regressed Prices |
| Timeline |
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.Other Information on Investing in Active Pink Sheet
Active Health financial ratios help investors to determine whether Active 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 Active with respect to the benefits of owning Active Health security.