Freeze Tag Stock Market Value
| FRZT Stock | USD 0.01 0 12.22% |
| Symbol | Freeze |
Freeze Tag '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 Freeze Tag'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 Freeze Tag.
| 11/18/2024 |
| 12/18/2024 |
If you would invest 0.00 in Freeze Tag on November 18, 2024 and sell it all today you would earn a total of 0.00 from holding Freeze Tag or generate 0.0% return on investment in Freeze Tag over 30 days. Freeze Tag is related to or competes with NEXON, Playstudios, Doubledown Interactive, Bragg Gaming, Golden Matrix, and Snail,. Freeze Tag, Inc. develops and publishes location-based mobile social games for consumers and businesses worldwide More
Freeze Tag 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 Freeze Tag'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 Freeze Tag upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 17.58 | |||
| Information Ratio | 0.0704 | |||
| Maximum Drawdown | 74.44 | |||
| Value At Risk | (20.00) | |||
| Potential Upside | 28.57 |
Freeze Tag Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Freeze Tag's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Freeze Tag's standard deviation. In reality, there are many statistical measures that can use Freeze Tag historical prices to predict the future Freeze Tag's volatility.| Risk Adjusted Performance | 0.0641 | |||
| Jensen Alpha | 1.09 | |||
| Total Risk Alpha | (0.07) | |||
| Sortino Ratio | 0.0547 | |||
| Treynor Ratio | (0.81) |
Freeze Tag Backtested Returns
Freeze Tag appears to be out of control, given 3 months investment horizon. Freeze Tag secures Sharpe Ratio (or Efficiency) of 0.0628, which denotes the company had a 0.0628% return per unit of risk over the last 3 months. By reviewing Freeze Tag's technical indicators, you can evaluate if the expected return of 0.89% is justified by implied risk. Please utilize Freeze Tag's Coefficient Of Variation of 1327.13, mean deviation of 7.89, and Downside Deviation of 17.58 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Freeze Tag holds a performance score of 4. The firm shows a Beta (market volatility) of -1.26, which means a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Freeze Tag are expected to decrease by larger amounts. On the other hand, during market turmoil, Freeze Tag is expected to outperform it. Please check Freeze Tag's total risk alpha, as well as the relationship between the downside variance and rate of daily change , to make a quick decision on whether Freeze Tag's price patterns will revert.
Auto-correlation | -0.44 |
Modest reverse predictability
Freeze Tag has modest reverse predictability. Overlapping area represents the amount of predictability between Freeze Tag time series from 18th of November 2024 to 3rd of December 2024 and 3rd of December 2024 to 18th 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 Freeze Tag price movement. The serial correlation of -0.44 indicates that just about 44.0% of current Freeze Tag price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.44 | |
| Spearman Rank Test | -0.29 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Freeze Tag lagged returns against current returns
Autocorrelation, which is Freeze Tag 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 Freeze Tag's pink sheet expected returns. We can calculate the autocorrelation of Freeze Tag returns to help us make a trade decision. For example, suppose you find that Freeze Tag 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 |
Freeze Tag 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 Freeze Tag pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Freeze Tag pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Freeze Tag pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Freeze Tag Lagged Returns
When evaluating Freeze Tag's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Freeze Tag pink sheet have on its future price. Freeze Tag 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, Freeze Tag autocorrelation shows the relationship between Freeze Tag pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Freeze Tag.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Freeze Pink Sheet Analysis
When running Freeze Tag's price analysis, check to measure Freeze Tag'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 Freeze Tag is operating at the current time. Most of Freeze Tag's value examination focuses on studying past and present price action to predict the probability of Freeze Tag's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Freeze Tag's price. Additionally, you may evaluate how the addition of Freeze Tag to your portfolios can decrease your overall portfolio volatility.