Favo Capital Stock Market Value
| FAVO Stock | USD 6.88 1.13 19.65% |
| Symbol | FAVO |
FAVO Capital '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 FAVO Capital'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 FAVO Capital.
| 11/27/2025 |
| 12/27/2025 |
If you would invest 0.00 in FAVO Capital on November 27, 2025 and sell it all today you would earn a total of 0.00 from holding FAVO Capital or generate 0.0% return on investment in FAVO Capital over 30 days. FAVO Capital is related to or competes with Sun Hung, Propel Holdings, Alpha Investment, International Personal, PHI, Guardian Capital, and Farmers Merchants. FAVO Capital, Inc., a direct funding company, provides customized and short-term funding to small and mid-sized business... More
FAVO Capital 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 FAVO Capital'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 FAVO Capital upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 11.98 | |||
| Information Ratio | 0.1217 | |||
| Maximum Drawdown | 94.05 | |||
| Value At Risk | (16.67) | |||
| Potential Upside | 19.65 |
FAVO Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for FAVO Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as FAVO Capital's standard deviation. In reality, there are many statistical measures that can use FAVO Capital historical prices to predict the future FAVO Capital's volatility.| Risk Adjusted Performance | 0.0993 | |||
| Jensen Alpha | 1.44 | |||
| Total Risk Alpha | 0.3652 | |||
| Sortino Ratio | 0.1373 | |||
| Treynor Ratio | 0.44 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of FAVO Capital'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.
FAVO Capital Backtested Returns
FAVO Capital is very risky given 3 months investment horizon. FAVO Capital secures Sharpe Ratio (or Efficiency) of 0.13, which denotes the company had a 0.13 % return per unit of volatility over the last 3 months. We were able to interpolate and analyze data for twenty-nine different technical indicators, which can help you to evaluate if expected returns of 1.79% are justified by taking the suggested risk. Use FAVO Capital Downside Deviation of 11.98, mean deviation of 7.66, and Market Risk Adjusted Performance of 0.45 to evaluate company specific risk that cannot be diversified away. FAVO Capital holds a performance score of 10 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of 3.9, 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, FAVO Capital will likely underperform. Use FAVO Capital potential upside, as well as the relationship between the kurtosis and day typical price , to analyze future returns on FAVO Capital.
Auto-correlation | 0.25 |
Poor predictability
FAVO Capital has poor predictability. Overlapping area represents the amount of predictability between FAVO Capital time series from 27th of November 2025 to 12th of December 2025 and 12th of December 2025 to 27th 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 FAVO Capital price movement. The serial correlation of 0.25 indicates that over 25.0% of current FAVO Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.25 | |
| Spearman Rank Test | -0.16 | |
| Residual Average | 0.0 | |
| Price Variance | 0.11 |
FAVO Capital lagged returns against current returns
Autocorrelation, which is FAVO Capital 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 FAVO Capital's pink sheet expected returns. We can calculate the autocorrelation of FAVO Capital returns to help us make a trade decision. For example, suppose you find that FAVO Capital 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 |
FAVO Capital 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 FAVO Capital pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if FAVO Capital pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in FAVO Capital pink sheet over time.
Current vs Lagged Prices |
| Timeline |
FAVO Capital Lagged Returns
When evaluating FAVO Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of FAVO Capital pink sheet have on its future price. FAVO Capital 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, FAVO Capital autocorrelation shows the relationship between FAVO Capital pink sheet current value and its past values and can show if there is a momentum factor associated with investing in FAVO Capital.
Regressed Prices |
| Timeline |
Pair Trading with FAVO Capital
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 FAVO Capital 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 FAVO Capital will appreciate offsetting losses from the drop in the long position's value.Moving together with FAVO Pink Sheet
Moving against FAVO Pink Sheet
| 0.74 | PYPL | PayPal Holdings Sell-off Trend | PairCorr |
| 0.5 | BASE | Couchbase | PairCorr |
| 0.42 | VHAI | VHAI | PairCorr |
| 0.33 | BKLRF | Berkeley Energy | PairCorr |
The ability to find closely correlated positions to FAVO Capital could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace FAVO Capital 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 FAVO Capital - 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 FAVO Capital to buy it.
The correlation of FAVO Capital 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 FAVO Capital moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if FAVO Capital 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 FAVO Capital 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 FAVO Pink Sheet
FAVO Capital financial ratios help investors to determine whether FAVO 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 FAVO with respect to the benefits of owning FAVO Capital security.