Australis Capital Stock Market Value
| AUSAF Stock | USD 0.0001 0.00 0.00% |
| Symbol | Australis |
Australis Capital '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 Australis Capital'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 Australis Capital.
| 12/09/2022 |
| 11/28/2024 |
If you would invest 0.00 in Australis Capital on December 9, 2022 and sell it all today you would earn a total of 0.00 from holding Australis Capital or generate 0.0% return on investment in Australis Capital over 720 days. It undertakes cannabis, as well as horticulture projects in the United States, Canada, Denmark Finland, Iceland, Germany... More
Australis Capital 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 Australis Capital'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 Australis Capital upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1224 | |||
| Maximum Drawdown | 10099.01 |
Australis Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Australis Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Australis Capital's standard deviation. In reality, there are many statistical measures that can use Australis Capital historical prices to predict the future Australis Capital's volatility.| Risk Adjusted Performance | 0.1036 | |||
| Jensen Alpha | 153.67 | |||
| Total Risk Alpha | (43.15) | |||
| Treynor Ratio | (6.24) |
Australis Capital Backtested Returns
Australis Capital is out of control given 3 months investment horizon. Australis Capital secures Sharpe Ratio (or Efficiency) of 0.12, which signifies that the company had a 0.12% return per unit of risk over the last 3 months. We were able to analyze seventeen different technical indicators, which can help you to evaluate if expected returns of 15.1% are justified by taking the suggested risk. Use Australis Capital Risk Adjusted Performance of 0.1036, standard deviation of 1231.15, and Mean Deviation of 298.46 to evaluate company specific risk that cannot be diversified away. Australis Capital holds a performance score of 9 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of -24.17, which signifies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Australis Capital are expected to decrease by larger amounts. On the other hand, during market turmoil, Australis Capital is expected to outperform it. Use Australis Capital information ratio, skewness, as well as the relationship between the Skewness and day median price , to analyze future returns on Australis Capital.
Auto-correlation | -0.28 |
Weak reverse predictability
Australis Capital has weak reverse predictability. Overlapping area represents the amount of predictability between Australis Capital 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 Australis Capital price movement. The serial correlation of -0.28 indicates that nearly 28.0% of current Australis Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.28 | |
| Spearman Rank Test | -0.72 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Australis Capital lagged returns against current returns
Autocorrelation, which is Australis Capital 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 Australis Capital's pink sheet expected returns. We can calculate the autocorrelation of Australis Capital returns to help us make a trade decision. For example, suppose you find that Australis Capital 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 |
Australis Capital 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 Australis Capital pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Australis Capital pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Australis Capital pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Australis Capital Lagged Returns
When evaluating Australis Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Australis Capital pink sheet have on its future price. Australis Capital 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, Australis Capital autocorrelation shows the relationship between Australis Capital pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Australis Capital.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Australis Pink Sheet
Australis Capital financial ratios help investors to determine whether Australis 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 Australis with respect to the benefits of owning Australis Capital security.