Cult Food Science Stock Market Value
| CULTF Stock | USD 0.04 0 3.01% |
| Symbol | Cult |
Cult Food '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 Cult Food'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 Cult Food.
| 12/07/2023 |
| 12/01/2024 |
If you would invest 0.00 in Cult Food on December 7, 2023 and sell it all today you would earn a total of 0.00 from holding Cult Food Science or generate 0.0% return on investment in Cult Food over 360 days. Cult Food is related to or competes with A2 Milk, Artisan Consumer, and General Mills. Cult Food Science Corp. is a venture capital firm specializing in incubation, seedstartup, early stage, mid venture, lat... More
Cult Food 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 Cult Food'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 Cult Food Science upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 48.54 | |||
| Value At Risk | (16.55) | |||
| Potential Upside | 12.85 |
Cult Food Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Cult Food's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Cult Food's standard deviation. In reality, there are many statistical measures that can use Cult Food historical prices to predict the future Cult Food's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.73) | |||
| Total Risk Alpha | (2.29) | |||
| Treynor Ratio | (1.58) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Cult Food's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Cult Food Science Backtested Returns
Cult Food Science secures Sharpe Ratio (or Efficiency) of -0.0349, which signifies that the company had a -0.0349% return per unit of risk over the last 3 months. Cult Food Science exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Cult Food's Standard Deviation of 9.7, mean deviation of 7.09, and Risk Adjusted Performance of (0.04) to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.43, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Cult Food's returns are expected to increase less than the market. However, during the bear market, the loss of holding Cult Food is expected to be smaller as well. At this point, Cult Food Science has a negative expected return of -0.34%. Please make sure to confirm Cult Food's standard deviation, treynor ratio, as well as the relationship between the Treynor Ratio and rate of daily change , to decide if Cult Food Science performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.34 |
Poor reverse predictability
Cult Food Science has poor reverse predictability. Overlapping area represents the amount of predictability between Cult Food 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 Cult Food Science price movement. The serial correlation of -0.34 indicates that nearly 34.0% of current Cult Food price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.34 | |
| Spearman Rank Test | -0.25 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Cult Food Science lagged returns against current returns
Autocorrelation, which is Cult Food 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 Cult Food's otc stock expected returns. We can calculate the autocorrelation of Cult Food returns to help us make a trade decision. For example, suppose you find that Cult Food 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 |
Cult Food 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 Cult Food otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Cult Food otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Cult Food otc stock over time.
Current vs Lagged Prices |
| Timeline |
Cult Food Lagged Returns
When evaluating Cult Food's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Cult Food otc stock have on its future price. Cult Food 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, Cult Food autocorrelation shows the relationship between Cult Food otc stock current value and its past values and can show if there is a momentum factor associated with investing in Cult Food Science.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Cult OTC Stock
Cult Food financial ratios help investors to determine whether Cult 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 Cult with respect to the benefits of owning Cult Food security.