Arvana Inc Stock Market Value
| AVNI Stock | USD 0.14 0.04 22.22% |
| Symbol | Arvana |
Arvana '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 Arvana'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 Arvana.
| 12/07/2023 |
| 12/01/2024 |
If you would invest 0.00 in Arvana on December 7, 2023 and sell it all today you would earn a total of 0.00 from holding Arvana Inc or generate 0.0% return on investment in Arvana over 360 days. Arvana is related to or competes with Evergreen Corp. The company intends to identify and evaluate alternative business opportunities in finance, brokerage, insurance, transp... More
Arvana 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 Arvana'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 Arvana Inc upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.18) | |||
| Maximum Drawdown | 73.33 | |||
| Value At Risk | (10.00) |
Arvana Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Arvana's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Arvana's standard deviation. In reality, there are many statistical measures that can use Arvana historical prices to predict the future Arvana's volatility.| Risk Adjusted Performance | (0.11) | |||
| Jensen Alpha | (1.34) | |||
| Total Risk Alpha | (2.55) | |||
| Treynor Ratio | (1.75) |
Arvana Inc Backtested Returns
Arvana Inc secures Sharpe Ratio (or Efficiency) of -0.16, which signifies that the company had a -0.16% return per unit of risk over the last 3 months. Arvana Inc exposes twenty different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Arvana's Risk Adjusted Performance of (0.11), standard deviation of 7.79, and Mean Deviation of 3.22 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.71, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Arvana's returns are expected to increase less than the market. However, during the bear market, the loss of holding Arvana is expected to be smaller as well. At this point, Arvana Inc has a negative expected return of -1.25%. Please make sure to confirm Arvana's jensen alpha, kurtosis, as well as the relationship between the Kurtosis and day typical price , to decide if Arvana Inc performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.59 |
Good reverse predictability
Arvana Inc has good reverse predictability. Overlapping area represents the amount of predictability between Arvana time series from 7th of December 2023 to 4th of June 2024 and 4th of June 2024 to 1st of December 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 Arvana Inc price movement. The serial correlation of -0.59 indicates that roughly 59.0% of current Arvana price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.59 | |
| Spearman Rank Test | 0.29 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Arvana Inc lagged returns against current returns
Autocorrelation, which is Arvana 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 Arvana's pink sheet expected returns. We can calculate the autocorrelation of Arvana returns to help us make a trade decision. For example, suppose you find that Arvana 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 |
Arvana 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 Arvana pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Arvana pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Arvana pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Arvana Lagged Returns
When evaluating Arvana's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Arvana pink sheet have on its future price. Arvana 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, Arvana autocorrelation shows the relationship between Arvana pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Arvana Inc.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Arvana Pink Sheet
Arvana financial ratios help investors to determine whether Arvana 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 Arvana with respect to the benefits of owning Arvana security.