Flexpoint Sensor Systems Stock Market Value
| FLXT Stock | USD 0 0.0003 13.04% |
| Symbol | Flexpoint |
Flexpoint Sensor '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 Flexpoint Sensor'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 Flexpoint Sensor.
| 01/08/2025 |
| 02/07/2025 |
If you would invest 0.00 in Flexpoint Sensor on January 8, 2025 and sell it all today you would earn a total of 0.00 from holding Flexpoint Sensor Systems or generate 0.0% return on investment in Flexpoint Sensor over 30 days. Flexpoint Sensor Systems, Inc. designs, engineers, manufactures, and sells bend sensor technology and products using its... More
Flexpoint Sensor 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 Flexpoint Sensor'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 Flexpoint Sensor Systems upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 20.03 | |||
| Information Ratio | 0.0175 | |||
| Maximum Drawdown | 91.54 | |||
| Value At Risk | (19.23) | |||
| Potential Upside | 23.81 |
Flexpoint Sensor Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Flexpoint Sensor's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Flexpoint Sensor's standard deviation. In reality, there are many statistical measures that can use Flexpoint Sensor historical prices to predict the future Flexpoint Sensor's volatility.| Risk Adjusted Performance | 0.0289 | |||
| Jensen Alpha | 0.2421 | |||
| Total Risk Alpha | (1.36) | |||
| Sortino Ratio | 0.0143 | |||
| Treynor Ratio | 0.2481 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Flexpoint Sensor'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.
Flexpoint Sensor Systems Backtested Returns
Flexpoint Sensor appears to be out of control, given 3 months investment horizon. Flexpoint Sensor Systems secures Sharpe Ratio (or Efficiency) of 0.0236, which denotes the company had a 0.0236 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Flexpoint Sensor Systems, which you can use to evaluate the volatility of the firm. Please utilize Flexpoint Sensor's Coefficient Of Variation of 4269.81, downside deviation of 20.03, and Mean Deviation of 10.35 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Flexpoint Sensor holds a performance score of 1. The firm shows a Beta (market volatility) of 1.51, 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, Flexpoint Sensor will likely underperform. Please check Flexpoint Sensor's total risk alpha and the relationship between the downside variance and period momentum indicator , to make a quick decision on whether Flexpoint Sensor's price patterns will revert.
Auto-correlation | -0.36 |
Poor reverse predictability
Flexpoint Sensor Systems has poor reverse predictability. Overlapping area represents the amount of predictability between Flexpoint Sensor time series from 8th of January 2025 to 23rd of January 2025 and 23rd of January 2025 to 7th of February 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 Flexpoint Sensor Systems price movement. The serial correlation of -0.36 indicates that just about 36.0% of current Flexpoint Sensor price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.36 | |
| Spearman Rank Test | 0.41 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Flexpoint Sensor Systems lagged returns against current returns
Autocorrelation, which is Flexpoint Sensor 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 Flexpoint Sensor's pink sheet expected returns. We can calculate the autocorrelation of Flexpoint Sensor returns to help us make a trade decision. For example, suppose you find that Flexpoint Sensor 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 |
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Flexpoint Sensor 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 Flexpoint Sensor pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Flexpoint Sensor pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Flexpoint Sensor pink sheet over time.
Current vs Lagged Prices |
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Flexpoint Sensor Lagged Returns
When evaluating Flexpoint Sensor's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Flexpoint Sensor pink sheet have on its future price. Flexpoint Sensor 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, Flexpoint Sensor autocorrelation shows the relationship between Flexpoint Sensor pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Flexpoint Sensor Systems.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Flexpoint Pink Sheet Analysis
When running Flexpoint Sensor's price analysis, check to measure Flexpoint Sensor'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 Flexpoint Sensor is operating at the current time. Most of Flexpoint Sensor's value examination focuses on studying past and present price action to predict the probability of Flexpoint Sensor's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Flexpoint Sensor's price. Additionally, you may evaluate how the addition of Flexpoint Sensor to your portfolios can decrease your overall portfolio volatility.