Earth Science Tech Stock Market Value
| ETST Stock | USD 0.13 0.01 7.14% |
| Symbol | Earth |
Earth Science '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 Earth Science'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 Earth Science.
| 02/11/2025 |
| 03/13/2025 |
If you would invest 0.00 in Earth Science on February 11, 2025 and sell it all today you would earn a total of 0.00 from holding Earth Science Tech or generate 0.0% return on investment in Earth Science over 30 days. Earth Science is related to or competes with Grey Cloak. Earth Science Tech, Inc., a biotechnology company, focuses on delivering nutraceuticals, bioceuticals, and dietary suppl... More
Earth Science 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 Earth Science'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 Earth Science Tech upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 10.03 | |||
| Information Ratio | 0.0734 | |||
| Maximum Drawdown | 50.98 | |||
| Value At Risk | (14.29) | |||
| Potential Upside | 25.0 |
Earth Science Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Earth Science's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Earth Science's standard deviation. In reality, there are many statistical measures that can use Earth Science historical prices to predict the future Earth Science's volatility.| Risk Adjusted Performance | 0.0612 | |||
| Jensen Alpha | 0.942 | |||
| Total Risk Alpha | 2.29 | |||
| Sortino Ratio | 0.0784 | |||
| Treynor Ratio | 0.2961 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Earth Science'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.
Earth Science Tech Backtested Returns
Earth Science appears to be out of control, given 3 months investment horizon. Earth Science Tech secures Sharpe Ratio (or Efficiency) of 0.0625, which denotes the company had a 0.0625 % return per unit of risk over the last 3 months. By reviewing Earth Science's technical indicators, you can evaluate if the expected return of 0.67% is justified by implied risk. Please utilize Earth Science's Coefficient Of Variation of 1600.12, downside deviation of 10.03, and Mean Deviation of 8.05 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Earth Science holds a performance score of 4. The firm shows a Beta (market volatility) of 2.23, 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, Earth Science will likely underperform. Please check Earth Science's value at risk, as well as the relationship between the kurtosis and market facilitation index , to make a quick decision on whether Earth Science's price patterns will revert.
Auto-correlation | 0.72 |
Good predictability
Earth Science Tech has good predictability. Overlapping area represents the amount of predictability between Earth Science time series from 11th of February 2025 to 26th of February 2025 and 26th of February 2025 to 13th 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 Earth Science Tech price movement. The serial correlation of 0.72 indicates that around 72.0% of current Earth Science price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.72 | |
| Spearman Rank Test | 0.85 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Earth Science Tech lagged returns against current returns
Autocorrelation, which is Earth Science 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 Earth Science's pink sheet expected returns. We can calculate the autocorrelation of Earth Science returns to help us make a trade decision. For example, suppose you find that Earth Science 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 |
Earth Science 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 Earth Science pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Earth Science pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Earth Science pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Earth Science Lagged Returns
When evaluating Earth Science's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Earth Science pink sheet have on its future price. Earth Science 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, Earth Science autocorrelation shows the relationship between Earth Science pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Earth Science Tech.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Earth Pink Sheet Analysis
When running Earth Science's price analysis, check to measure Earth Science's 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 Earth Science is operating at the current time. Most of Earth Science's value examination focuses on studying past and present price action to predict the probability of Earth Science's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Earth Science's price. Additionally, you may evaluate how the addition of Earth Science to your portfolios can decrease your overall portfolio volatility.