Scepter Holdings Stock Market Value
| BRZL Stock | USD 0 0.0001 4.00% |
| Symbol | Scepter |
Scepter Holdings '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 Scepter Holdings' 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 Scepter Holdings.
| 02/06/2025 |
| 03/08/2025 |
If you would invest 0.00 in Scepter Holdings on February 6, 2025 and sell it all today you would earn a total of 0.00 from holding Scepter Holdings or generate 0.0% return on investment in Scepter Holdings over 30 days. Scepter Holdings is related to or competes with Sharing Services, Seneca Foods, Bridgford Foods, Better Choice, and Laird Superfood. Scepter Holdings, Inc., through its subsidiaries, produces and sells fuel additives More
Scepter Holdings 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 Scepter Holdings' 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 Scepter Holdings upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 20.85 | |||
| Information Ratio | 0.1567 | |||
| Maximum Drawdown | 140.2 | |||
| Value At Risk | (23.53) | |||
| Potential Upside | 42.86 |
Scepter Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Scepter Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Scepter Holdings' standard deviation. In reality, there are many statistical measures that can use Scepter Holdings historical prices to predict the future Scepter Holdings' volatility.| Risk Adjusted Performance | 0.1307 | |||
| Jensen Alpha | 3.75 | |||
| Total Risk Alpha | 6.39 | |||
| Sortino Ratio | 0.1816 | |||
| Treynor Ratio | 6.43 |
Scepter Holdings Backtested Returns
Scepter Holdings is out of control given 3 months investment horizon. Scepter Holdings owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.2, which indicates the firm had a 0.2 % return per unit of risk over the last 3 months. We were able to analyze thirty different technical indicators, which can help you to evaluate if expected returns of 4.14% are justified by taking the suggested risk. Use Scepter Holdings Coefficient Of Variation of 651.67, semi deviation of 14.62, and Risk Adjusted Performance of 0.1307 to evaluate company specific risk that cannot be diversified away. Scepter Holdings holds a performance score of 15 on a scale of zero to a hundred. The entity has a beta of 0.58, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Scepter Holdings' returns are expected to increase less than the market. However, during the bear market, the loss of holding Scepter Holdings is expected to be smaller as well. Use Scepter Holdings standard deviation, expected short fall, period momentum indicator, as well as the relationship between the maximum drawdown and rate of daily change , to analyze future returns on Scepter Holdings.
Auto-correlation | 0.30 |
Below average predictability
Scepter Holdings has below average predictability. Overlapping area represents the amount of predictability between Scepter Holdings time series from 6th of February 2025 to 21st of February 2025 and 21st of February 2025 to 8th of March 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 Scepter Holdings price movement. The serial correlation of 0.3 indicates that nearly 30.0% of current Scepter Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.3 | |
| Spearman Rank Test | 0.38 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Scepter Holdings lagged returns against current returns
Autocorrelation, which is Scepter Holdings 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 Scepter Holdings' pink sheet expected returns. We can calculate the autocorrelation of Scepter Holdings returns to help us make a trade decision. For example, suppose you find that Scepter Holdings 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 |
Scepter Holdings 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 Scepter Holdings pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Scepter Holdings pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Scepter Holdings pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Scepter Holdings Lagged Returns
When evaluating Scepter Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Scepter Holdings pink sheet have on its future price. Scepter Holdings 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, Scepter Holdings autocorrelation shows the relationship between Scepter Holdings pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Scepter Holdings.
Regressed Prices |
| Timeline |
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Scepter Holdings financial ratios help investors to determine whether Scepter 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 Scepter with respect to the benefits of owning Scepter Holdings security.