Black Swan Graphene Stock Market Value
| BSWGF Stock | USD 0.06 0 4.62% |
| Symbol | Black |
Black Swan '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 Black Swan's otc stock 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 Black Swan.
| 06/10/2023 |
| 12/01/2024 |
If you would invest 0.00 in Black Swan on June 10, 2023 and sell it all today you would earn a total of 0.00 from holding Black Swan Graphene or generate 0.0% return on investment in Black Swan over 540 days. Black Swan is related to or competes with Asahi Kaisei, ASP Isotopes, and Ganfeng Lithium. Black Swan Graphene Inc. engages in the production and commercialization of patented graphene products for concrete, pol... More
Black Swan 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 Black Swan's otc stock 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 Black Swan Graphene upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.1) | |||
| Maximum Drawdown | 29.94 | |||
| Value At Risk | (10.37) | |||
| Potential Upside | 9.03 |
Black Swan Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Black Swan's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Black Swan's standard deviation. In reality, there are many statistical measures that can use Black Swan historical prices to predict the future Black Swan's volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.48) | |||
| Total Risk Alpha | (1.37) | |||
| Treynor Ratio | (0.97) |
Black Swan Graphene Backtested Returns
Black Swan Graphene secures Sharpe Ratio (or Efficiency) of -0.0733, which signifies that the company had a -0.0733% return per unit of standard deviation over the last 3 months. Black Swan Graphene exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Black Swan's risk adjusted performance of (0.05), and Mean Deviation of 4.16 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.44, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Black Swan's returns are expected to increase less than the market. However, during the bear market, the loss of holding Black Swan is expected to be smaller as well. At this point, Black Swan Graphene has a negative expected return of -0.41%. Please make sure to confirm Black Swan's standard deviation, kurtosis, period momentum indicator, as well as the relationship between the maximum drawdown and day median price , to decide if Black Swan Graphene performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.02 |
Very weak reverse predictability
Black Swan Graphene has very weak reverse predictability. Overlapping area represents the amount of predictability between Black Swan time series from 10th of June 2023 to 6th of March 2024 and 6th of March 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 Black Swan Graphene price movement. The serial correlation of -0.02 indicates that only 2.0% of current Black Swan price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.02 | |
| Spearman Rank Test | 0.33 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Black Swan Graphene lagged returns against current returns
Autocorrelation, which is Black Swan otc stock'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 Black Swan's otc stock expected returns. We can calculate the autocorrelation of Black Swan returns to help us make a trade decision. For example, suppose you find that Black Swan has exhibited high autocorrelation historically, and you observe that the otc stock 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 |
Black Swan 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 Black Swan otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Black Swan otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Black Swan otc stock over time.
Current vs Lagged Prices |
| Timeline |
Black Swan Lagged Returns
When evaluating Black Swan's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Black Swan otc stock have on its future price. Black Swan 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, Black Swan autocorrelation shows the relationship between Black Swan otc stock current value and its past values and can show if there is a momentum factor associated with investing in Black Swan Graphene.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Black OTC Stock
Black Swan financial ratios help investors to determine whether Black OTC Stock 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 Black with respect to the benefits of owning Black Swan security.