Cavitation Techs Stock Market Value
| CVAT Stock | USD 0.02 0.01 33.33% |
| Symbol | Cavitation |
Cavitation Techs '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 Cavitation Techs' 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 Cavitation Techs.
| 01/17/2024 |
| 03/12/2025 |
If you would invest 0.00 in Cavitation Techs on January 17, 2024 and sell it all today you would earn a total of 0.00 from holding Cavitation Techs or generate 0.0% return on investment in Cavitation Techs over 420 days. Cavitation Technologies, Inc. develops, patents, and commercializes proprietary technology for use in the processing of ... More
Cavitation Techs 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 Cavitation Techs' 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 Cavitation Techs upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0801 | |||
| Maximum Drawdown | 133.33 | |||
| Potential Upside | 8.5 |
Cavitation Techs Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Cavitation Techs' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Cavitation Techs' standard deviation. In reality, there are many statistical measures that can use Cavitation Techs historical prices to predict the future Cavitation Techs' volatility.| Risk Adjusted Performance | 0.0711 | |||
| Jensen Alpha | 1.11 | |||
| Total Risk Alpha | 3.21 | |||
| Treynor Ratio | (1.71) |
Cavitation Techs Backtested Returns
Cavitation Techs is out of control given 3 months investment horizon. Cavitation Techs secures Sharpe Ratio (or Efficiency) of 0.13, which signifies that the company had a 0.13 % return per unit of risk over the last 3 months. We were able to analyze twenty-one different technical indicators, which can help you to evaluate if expected returns of 2.04% are justified by taking the suggested risk. Use Cavitation Techs Mean Deviation of 5.3, standard deviation of 16.1, and Risk Adjusted Performance of 0.0711 to evaluate company specific risk that cannot be diversified away. Cavitation Techs holds a performance score of 10 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of -0.69, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Cavitation Techs are expected to decrease at a much lower rate. During the bear market, Cavitation Techs is likely to outperform the market. Use Cavitation Techs total risk alpha, rate of daily change, as well as the relationship between the Rate Of Daily Change and relative strength index , to analyze future returns on Cavitation Techs.
Auto-correlation | -0.57 |
Good reverse predictability
Cavitation Techs has good reverse predictability. Overlapping area represents the amount of predictability between Cavitation Techs time series from 17th of January 2024 to 14th of August 2024 and 14th of August 2024 to 12th 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 Cavitation Techs price movement. The serial correlation of -0.57 indicates that roughly 57.0% of current Cavitation Techs price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.57 | |
| Spearman Rank Test | -0.18 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Cavitation Techs lagged returns against current returns
Autocorrelation, which is Cavitation Techs 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 Cavitation Techs' otc stock expected returns. We can calculate the autocorrelation of Cavitation Techs returns to help us make a trade decision. For example, suppose you find that Cavitation Techs 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 |
Cavitation Techs 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 Cavitation Techs otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Cavitation Techs otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Cavitation Techs otc stock over time.
Current vs Lagged Prices |
| Timeline |
Cavitation Techs Lagged Returns
When evaluating Cavitation Techs' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Cavitation Techs otc stock have on its future price. Cavitation Techs 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, Cavitation Techs autocorrelation shows the relationship between Cavitation Techs otc stock current value and its past values and can show if there is a momentum factor associated with investing in Cavitation Techs.
Regressed Prices |
| Timeline |
Thematic Opportunities
Explore Investment Opportunities
Additional Tools for Cavitation OTC Stock Analysis
When running Cavitation Techs' price analysis, check to measure Cavitation Techs' market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Cavitation Techs is operating at the current time. Most of Cavitation Techs' value examination focuses on studying past and present price action to predict the probability of Cavitation Techs' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Cavitation Techs' price. Additionally, you may evaluate how the addition of Cavitation Techs to your portfolios can decrease your overall portfolio volatility.