Freedom Holdings Stock Market Value
| FHLD Stock | USD 0.15 0.02 15.38% |
| Symbol | Freedom |
Freedom Holdings '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 Freedom Holdings' 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 Freedom Holdings.
| 12/13/2022 |
| 12/02/2024 |
If you would invest 0.00 in Freedom Holdings on December 13, 2022 and sell it all today you would earn a total of 0.00 from holding Freedom Holdings or generate 0.0% return on investment in Freedom Holdings over 720 days. Freedom Holdings is related to or competes with RTL Group, ITV Plc, ITV PLC, IHeartMedia, ProSiebenSat1 Media, and RTL Group. Freedom Holdings, Inc. does not have significant operations More
Freedom Holdings 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 Freedom Holdings' 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 Freedom Holdings upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 29.99 | |||
| Information Ratio | 0.0973 | |||
| Maximum Drawdown | 160.0 | |||
| Value At Risk | (28.57) | |||
| Potential Upside | 40.0 |
Freedom Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Freedom Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Freedom Holdings' standard deviation. In reality, there are many statistical measures that can use Freedom Holdings historical prices to predict the future Freedom Holdings' volatility.| Risk Adjusted Performance | 0.0885 | |||
| Jensen Alpha | 2.73 | |||
| Total Risk Alpha | (1.53) | |||
| Sortino Ratio | 0.0771 | |||
| Treynor Ratio | (1.07) |
Freedom Holdings Backtested Returns
Freedom Holdings is out of control given 3 months investment horizon. Freedom Holdings secures Sharpe Ratio (or Efficiency) of 0.0667, which denotes the company had a 0.0667% return per unit of risk over the last 3 months. We were able to break down and interpolate twenty-seven different technical indicators, which can help you to evaluate if expected returns of 1.52% are justified by taking the suggested risk. Use Freedom Holdings Downside Deviation of 29.99, mean deviation of 12.78, and Coefficient Of Variation of 969.92 to evaluate company specific risk that cannot be diversified away. Freedom Holdings holds a performance score of 5 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of -2.28, which means a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Freedom Holdings are expected to decrease by larger amounts. On the other hand, during market turmoil, Freedom Holdings is expected to outperform it. Use Freedom Holdings coefficient of variation, maximum drawdown, skewness, as well as the relationship between the total risk alpha and downside variance , to analyze future returns on Freedom Holdings.
Auto-correlation | -0.19 |
Insignificant reverse predictability
Freedom Holdings has insignificant reverse predictability. Overlapping area represents the amount of predictability between Freedom Holdings time series from 13th of December 2022 to 8th of December 2023 and 8th of December 2023 to 2nd of December 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 Freedom Holdings price movement. The serial correlation of -0.19 indicates that over 19.0% of current Freedom Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.19 | |
| Spearman Rank Test | 0.43 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Freedom Holdings lagged returns against current returns
Autocorrelation, which is Freedom Holdings 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 Freedom Holdings' pink sheet expected returns. We can calculate the autocorrelation of Freedom Holdings returns to help us make a trade decision. For example, suppose you find that Freedom Holdings 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 |
Freedom Holdings 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 Freedom Holdings pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Freedom Holdings pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Freedom Holdings pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Freedom Holdings Lagged Returns
When evaluating Freedom Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Freedom Holdings pink sheet have on its future price. Freedom Holdings 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, Freedom Holdings autocorrelation shows the relationship between Freedom Holdings pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Freedom Holdings.
Regressed Prices |
| Timeline |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Freedom Pink Sheet
Freedom Holdings financial ratios help investors to determine whether Freedom 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 Freedom with respect to the benefits of owning Freedom Holdings security.