Fdctech Stock Market Value
| FDCT Stock | USD 0.01 0 900.00% |
| Symbol | FDCTech |
FDCTech '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 FDCTech'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 FDCTech.
| 10/31/2024 |
| 11/30/2024 |
If you would invest 0.00 in FDCTech on October 31, 2024 and sell it all today you would earn a total of 0.00 from holding FDCTech or generate 0.0% return on investment in FDCTech over 30 days. FDCTech is related to or competes with Armada Mercantile, Cipher Mining, Terawulf, Iris Energy, Stronghold Digital, Argo Blockchain, and Netcapital. FDCTech, Inc. operates as a technology provider and software developer in the cryptocurrency or digital asset space More
FDCTech 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 FDCTech'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 FDCTech upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1562 | |||
| Maximum Drawdown | 2993.75 | |||
| Value At Risk | (12.50) | |||
| Potential Upside | 42.86 |
FDCTech Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for FDCTech's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as FDCTech's standard deviation. In reality, there are many statistical measures that can use FDCTech historical prices to predict the future FDCTech's volatility.| Risk Adjusted Performance | 0.1297 | |||
| Jensen Alpha | 53.15 | |||
| Total Risk Alpha | (3.87) | |||
| Treynor Ratio | 1.44 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of FDCTech'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.
FDCTech Backtested Returns
FDCTech is out of control given 3 months investment horizon. FDCTech retains Efficiency (Sharpe Ratio) of 0.18, which denotes the company had a 0.18% return per unit of risk over the last 3 months. We were able to break down twenty-four different technical indicators, which can help you to evaluate if expected returns of 30.45% are justified by taking the suggested risk. Use FDCTech Variance of 138730.59, standard deviation of 372.47, and Market Risk Adjusted Performance of 1.45 to evaluate company specific risk that cannot be diversified away. FDCTech holds a performance score of 14 on a scale of zero to a hundred. The firm owns a Beta (Systematic Risk) of 40.46, 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, FDCTech will likely underperform. Use FDCTech total risk alpha and the relationship between the skewness and relative strength index , to analyze future returns on FDCTech.
Auto-correlation | -0.58 |
Good reverse predictability
FDCTech has good reverse predictability. Overlapping area represents the amount of predictability between FDCTech time series from 31st of October 2024 to 15th of November 2024 and 15th of November 2024 to 30th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of FDCTech price movement. The serial correlation of -0.58 indicates that roughly 58.0% of current FDCTech price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.58 | |
| Spearman Rank Test | -0.21 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
FDCTech lagged returns against current returns
Autocorrelation, which is FDCTech 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 FDCTech's pink sheet expected returns. We can calculate the autocorrelation of FDCTech returns to help us make a trade decision. For example, suppose you find that FDCTech 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 |
FDCTech 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 FDCTech pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if FDCTech pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in FDCTech pink sheet over time.
Current vs Lagged Prices |
| Timeline |
FDCTech Lagged Returns
When evaluating FDCTech's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of FDCTech pink sheet have on its future price. FDCTech 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, FDCTech autocorrelation shows the relationship between FDCTech pink sheet current value and its past values and can show if there is a momentum factor associated with investing in FDCTech.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for FDCTech Pink Sheet Analysis
When running FDCTech's price analysis, check to measure FDCTech'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 FDCTech is operating at the current time. Most of FDCTech's value examination focuses on studying past and present price action to predict the probability of FDCTech's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move FDCTech's price. Additionally, you may evaluate how the addition of FDCTech to your portfolios can decrease your overall portfolio volatility.