Ecc Cap Corp Stock Market Value
| ECRO Stock | USD 0.11 0.01 10.00% |
| Symbol | Ecc |
Ecc Cap '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 Ecc Cap'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 Ecc Cap.
| 01/04/2025 |
| 12/30/2025 |
If you would invest 0.00 in Ecc Cap on January 4, 2025 and sell it all today you would earn a total of 0.00 from holding Ecc Cap Corp or generate 0.0% return on investment in Ecc Cap over 360 days. ECC Capital Corporation, a real estate investment trust , invests in residential mortgage loans in the United States More
Ecc Cap 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 Ecc Cap'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 Ecc Cap Corp upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0911 | |||
| Maximum Drawdown | 46.59 | |||
| Value At Risk | (9.09) | |||
| Potential Upside | 10.0 |
Ecc Cap Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ecc Cap's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ecc Cap's standard deviation. In reality, there are many statistical measures that can use Ecc Cap historical prices to predict the future Ecc Cap's volatility.| Risk Adjusted Performance | 0.0822 | |||
| Jensen Alpha | 0.6522 | |||
| Total Risk Alpha | (0.01) | |||
| Treynor Ratio | (56.15) |
Ecc Cap Corp Backtested Returns
Ecc Cap appears to be out of control, given 3 months investment horizon. Ecc Cap Corp secures Sharpe Ratio (or Efficiency) of 0.11, which denotes the company had a 0.11 % return per unit of standard deviation over the last 3 months. By reviewing Ecc Cap's technical indicators, you can evaluate if the expected return of 0.69% is justified by implied risk. Please utilize Ecc Cap's Mean Deviation of 2.76, coefficient of variation of 959.18, and Standard Deviation of 6.34 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Ecc Cap holds a performance score of 8. The firm shows a Beta (market volatility) of -0.0116, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Ecc Cap are expected to decrease at a much lower rate. During the bear market, Ecc Cap is likely to outperform the market. Please check Ecc Cap's total risk alpha and the relationship between the skewness and relative strength index , to make a quick decision on whether Ecc Cap's price patterns will revert.
Auto-correlation | 0.31 |
Below average predictability
Ecc Cap Corp has below average predictability. Overlapping area represents the amount of predictability between Ecc Cap time series from 4th of January 2025 to 3rd of July 2025 and 3rd of July 2025 to 30th of December 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 Ecc Cap Corp price movement. The serial correlation of 0.31 indicates that nearly 31.0% of current Ecc Cap price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.31 | |
| Spearman Rank Test | 0.53 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Ecc Cap Corp lagged returns against current returns
Autocorrelation, which is Ecc Cap 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 Ecc Cap's pink sheet expected returns. We can calculate the autocorrelation of Ecc Cap returns to help us make a trade decision. For example, suppose you find that Ecc Cap 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 |
Ecc Cap 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 Ecc Cap pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ecc Cap pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ecc Cap pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Ecc Cap Lagged Returns
When evaluating Ecc Cap's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ecc Cap pink sheet have on its future price. Ecc Cap 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, Ecc Cap autocorrelation shows the relationship between Ecc Cap pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Ecc Cap Corp.
Regressed Prices |
| Timeline |
Pair Trading with Ecc Cap
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Ecc Cap position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Ecc Cap will appreciate offsetting losses from the drop in the long position's value.Moving together with Ecc Pink Sheet
Moving against Ecc Pink Sheet
The ability to find closely correlated positions to Ecc Cap could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Ecc Cap when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Ecc Cap - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Ecc Cap Corp to buy it.
The correlation of Ecc Cap is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Ecc Cap moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Ecc Cap Corp moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Ecc Cap can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Other Information on Investing in Ecc Pink Sheet
Ecc Cap financial ratios help investors to determine whether Ecc 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 Ecc with respect to the benefits of owning Ecc Cap security.