Highcom Global Security Stock Market Value
| HCGS Stock | USD 0.0004 0.0001 33.33% |
| Symbol | HighCom |
HighCom Global '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 HighCom Global'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 HighCom Global.
| 06/28/2025 |
| 12/25/2025 |
If you would invest 0.00 in HighCom Global on June 28, 2025 and sell it all today you would earn a total of 0.00 from holding HighCom Global Security or generate 0.0% return on investment in HighCom Global over 180 days. HighCom Global is related to or competes with Experian Plc, Experian PLC, Citic, Schindler Holding, Marubeni Corp, Sandvik AB, and Marubeni. HighCom Global Security, Inc., together with its subsidiaries, designs, develops, manufactures, and distributes security... More
HighCom Global 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 HighCom Global'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 HighCom Global Security upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1187 | |||
| Maximum Drawdown | 100.0 |
HighCom Global Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for HighCom Global's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as HighCom Global's standard deviation. In reality, there are many statistical measures that can use HighCom Global historical prices to predict the future HighCom Global's volatility.| Risk Adjusted Performance | 0.0962 | |||
| Jensen Alpha | 2.41 | |||
| Total Risk Alpha | 0.4194 | |||
| Treynor Ratio | (1.11) |
HighCom Global Security Backtested Returns
HighCom Global is out of control given 3 months investment horizon. HighCom Global Security holds Efficiency (Sharpe) Ratio of 0.13, which attests that the entity had a 0.13 % return per unit of risk over the last 3 months. We were able to analyze and collect data for nineteen different technical indicators, which can help you to evaluate if expected returns of 2.47% are justified by taking the suggested risk. Use HighCom Global Security Risk Adjusted Performance of 0.0962, standard deviation of 18.46, and Market Risk Adjusted Performance of (1.10) to evaluate company specific risk that cannot be diversified away. HighCom Global holds a performance score of 10 on a scale of zero to a hundred. The company retains a Market Volatility (i.e., Beta) of -2.04, which attests to a somewhat significant risk relative to the market. As returns on the market increase, returns on owning HighCom Global are expected to decrease by larger amounts. On the other hand, during market turmoil, HighCom Global is expected to outperform it. Use HighCom Global Security coefficient of variation, total risk alpha, as well as the relationship between the Total Risk Alpha and day median price , to analyze future returns on HighCom Global Security.
Auto-correlation | 0.01 |
Virtually no predictability
HighCom Global Security has virtually no predictability. Overlapping area represents the amount of predictability between HighCom Global time series from 28th of June 2025 to 26th of September 2025 and 26th of September 2025 to 25th of December 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 HighCom Global Security price movement. The serial correlation of 0.01 indicates that just 1.0% of current HighCom Global price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.01 | |
| Spearman Rank Test | 0.94 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
HighCom Global Security lagged returns against current returns
Autocorrelation, which is HighCom Global 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 HighCom Global's pink sheet expected returns. We can calculate the autocorrelation of HighCom Global returns to help us make a trade decision. For example, suppose you find that HighCom Global 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 |
HighCom Global 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 HighCom Global pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if HighCom Global pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in HighCom Global pink sheet over time.
Current vs Lagged Prices |
| Timeline |
HighCom Global Lagged Returns
When evaluating HighCom Global's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of HighCom Global pink sheet have on its future price. HighCom Global 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, HighCom Global autocorrelation shows the relationship between HighCom Global pink sheet current value and its past values and can show if there is a momentum factor associated with investing in HighCom Global Security.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for HighCom Pink Sheet Analysis
When running HighCom Global's price analysis, check to measure HighCom Global'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 HighCom Global is operating at the current time. Most of HighCom Global's value examination focuses on studying past and present price action to predict the probability of HighCom Global's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move HighCom Global's price. Additionally, you may evaluate how the addition of HighCom Global to your portfolios can decrease your overall portfolio volatility.