Guerrilla Rf Stock Market Value
| GUER Stock | USD 0.85 0.65 43.33% |
| Symbol | Guerrilla |
Guerrilla '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 Guerrilla's otc stock 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 Guerrilla.
| 12/04/2022 |
| 11/23/2024 |
If you would invest 0.00 in Guerrilla on December 4, 2022 and sell it all today you would earn a total of 0.00 from holding Guerrilla RF or generate 0.0% return on investment in Guerrilla over 720 days. Guerrilla is related to or competes with Ams AG, Archer Materials, Alphawave, Aeluma, NVE, Power Integrations, and Everspin Technologies. Guerrilla RF, Inc., a fabless semiconductor company, provides radio frequency solutions to customers in underserved mark... More
Guerrilla 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 Guerrilla's otc stock 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 Guerrilla RF upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.18) | |||
| Maximum Drawdown | 43.32 | |||
| Value At Risk | (13.33) | |||
| Potential Upside | 8.44 |
Guerrilla Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Guerrilla's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Guerrilla's standard deviation. In reality, there are many statistical measures that can use Guerrilla historical prices to predict the future Guerrilla's volatility.| Risk Adjusted Performance | (0.11) | |||
| Jensen Alpha | (1.15) | |||
| Total Risk Alpha | (2.58) | |||
| Treynor Ratio | 1.05 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Guerrilla'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.
Guerrilla RF Backtested Returns
Guerrilla RF holds Efficiency (Sharpe) Ratio of -0.2, which attests that the entity had a -0.2% return per unit of risk over the last 3 months. Guerrilla RF exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Guerrilla's Market Risk Adjusted Performance of 1.06, risk adjusted performance of (0.11), and Standard Deviation of 8.09 to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of -1.24, which attests to a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Guerrilla are expected to decrease by larger amounts. On the other hand, during market turmoil, Guerrilla is expected to outperform it. At this point, Guerrilla RF has a negative expected return of -1.6%. Please make sure to check out Guerrilla's treynor ratio, as well as the relationship between the kurtosis and day typical price , to decide if Guerrilla RF performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.60 |
Good predictability
Guerrilla RF has good predictability. Overlapping area represents the amount of predictability between Guerrilla time series from 4th of December 2022 to 29th of November 2023 and 29th of November 2023 to 23rd 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 Guerrilla RF price movement. The serial correlation of 0.6 indicates that roughly 60.0% of current Guerrilla price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.6 | |
| Spearman Rank Test | 0.5 | |
| Residual Average | 0.0 | |
| Price Variance | 0.65 |
Guerrilla RF lagged returns against current returns
Autocorrelation, which is Guerrilla otc stock'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 Guerrilla's otc stock expected returns. We can calculate the autocorrelation of Guerrilla returns to help us make a trade decision. For example, suppose you find that Guerrilla has exhibited high autocorrelation historically, and you observe that the otc stock 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 |
Guerrilla 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 Guerrilla otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Guerrilla otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Guerrilla otc stock over time.
Current vs Lagged Prices |
| Timeline |
Guerrilla Lagged Returns
When evaluating Guerrilla's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Guerrilla otc stock have on its future price. Guerrilla 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, Guerrilla autocorrelation shows the relationship between Guerrilla otc stock current value and its past values and can show if there is a momentum factor associated with investing in Guerrilla RF.
Regressed Prices |
| Timeline |
Pair Trading with Guerrilla
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 Guerrilla 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 Guerrilla will appreciate offsetting losses from the drop in the long position's value.Moving against Guerrilla OTC Stock
| 0.82 | NVDA | NVIDIA | PairCorr |
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| 0.56 | MU | Micron Technology Sell-off Trend | PairCorr |
The ability to find closely correlated positions to Guerrilla could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Guerrilla 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 Guerrilla - 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 Guerrilla RF to buy it.
The correlation of Guerrilla 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 Guerrilla moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Guerrilla RF 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 Guerrilla 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.Additional Tools for Guerrilla OTC Stock Analysis
When running Guerrilla's price analysis, check to measure Guerrilla'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 Guerrilla is operating at the current time. Most of Guerrilla's value examination focuses on studying past and present price action to predict the probability of Guerrilla's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Guerrilla's price. Additionally, you may evaluate how the addition of Guerrilla to your portfolios can decrease your overall portfolio volatility.