Datatrak International Stock Market Value
| DTRK Stock | USD 0.43 0.03 7.50% |
| Symbol | DATATRAK |
DATATRAK International '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 DATATRAK International'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 DATATRAK International.
| 12/10/2025 |
| 01/09/2026 |
If you would invest 0.00 in DATATRAK International on December 10, 2025 and sell it all today you would earn a total of 0.00 from holding DATATRAK International or generate 0.0% return on investment in DATATRAK International over 30 days. DATATRAK International is related to or competes with Bank of America, Atlas Copco, Coca Cola, Merck, Recruit Holdings, Wartsila Oyj, and Bank of America. DATATRAK International, Inc., a technology and services company, provides unified clinical solutions and related service... More
DATATRAK International 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 DATATRAK International'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 DATATRAK International upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 81.18 | |||
| Value At Risk | (17.65) | |||
| Potential Upside | 17.0 |
DATATRAK International Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for DATATRAK International's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as DATATRAK International's standard deviation. In reality, there are many statistical measures that can use DATATRAK International historical prices to predict the future DATATRAK International's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.91) | |||
| Total Risk Alpha | (2.20) | |||
| Treynor Ratio | (0.47) |
DATATRAK International Backtested Returns
DATATRAK International secures Sharpe Ratio (or Efficiency) of -0.0548, which denotes the company had a -0.0548 % return per unit of volatility over the last 3 months. DATATRAK International exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm DATATRAK International's Market Risk Adjusted Performance of (0.46), standard deviation of 12.59, and Mean Deviation of 6.74 to check the risk estimate we provide. The firm shows a Beta (market volatility) of 1.63, which means a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, DATATRAK International will likely underperform. At this point, DATATRAK International has a negative expected return of -0.69%. Please make sure to confirm DATATRAK International's jensen alpha, kurtosis, as well as the relationship between the Kurtosis and price action indicator , to decide if DATATRAK International performance from the past will be repeated in the future.
Auto-correlation | 0.61 |
Good predictability
DATATRAK International has good predictability. Overlapping area represents the amount of predictability between DATATRAK International time series from 10th of December 2025 to 25th of December 2025 and 25th of December 2025 to 9th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of DATATRAK International price movement. The serial correlation of 0.61 indicates that roughly 61.0% of current DATATRAK International price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.61 | |
| Spearman Rank Test | 0.82 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
DATATRAK International lagged returns against current returns
Autocorrelation, which is DATATRAK International 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 DATATRAK International's pink sheet expected returns. We can calculate the autocorrelation of DATATRAK International returns to help us make a trade decision. For example, suppose you find that DATATRAK International 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 |
DATATRAK International 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 DATATRAK International pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if DATATRAK International pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in DATATRAK International pink sheet over time.
Current vs Lagged Prices |
| Timeline |
DATATRAK International Lagged Returns
When evaluating DATATRAK International's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of DATATRAK International pink sheet have on its future price. DATATRAK International 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, DATATRAK International autocorrelation shows the relationship between DATATRAK International pink sheet current value and its past values and can show if there is a momentum factor associated with investing in DATATRAK International.
Regressed Prices |
| Timeline |
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DATATRAK International financial ratios help investors to determine whether DATATRAK 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 DATATRAK with respect to the benefits of owning DATATRAK International security.