Stans Energy Corp Stock Market Value
| HREEF Stock | USD 0.0001 0.00 0.00% |
| Symbol | Stans |
Stans Energy '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 Stans Energy'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 Stans Energy.
| 10/31/2024 |
| 11/30/2024 |
If you would invest 0.00 in Stans Energy on October 31, 2024 and sell it all today you would earn a total of 0.00 from holding Stans Energy Corp or generate 0.0% return on investment in Stans Energy over 30 days. Stans Energy is related to or competes with South32, NioCorp Developments, HUMANA, SCOR PK, Ab Pennsylvania, Small Cap, and Thrivent High. Stans Energy Corp., a resource development company, focuses on rare and specialty metal properties and processing techno... More
Stans Energy 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 Stans Energy'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 Stans Energy Corp upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 150.0 |
Stans Energy Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Stans Energy's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Stans Energy's standard deviation. In reality, there are many statistical measures that can use Stans Energy historical prices to predict the future Stans Energy's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.77) | |||
| Total Risk Alpha | (3.38) | |||
| Treynor Ratio | (0.64) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Stans Energy'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.
Stans Energy Corp Backtested Returns
Stans Energy Corp owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.016, which indicates the firm had a -0.016% return per unit of risk over the last 3 months. Stans Energy Corp exposes seventeen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Stans Energy's Coefficient Of Variation of (2,602), variance of 269.89, and Risk Adjusted Performance of (0.02) to confirm the risk estimate we provide. The entity has a beta of 1.01, which indicates a somewhat significant risk relative to the market. Stans Energy returns are very sensitive to returns on the market. As the market goes up or down, Stans Energy is expected to follow. At this point, Stans Energy Corp has a negative expected return of -0.26%. Please make sure to validate Stans Energy's coefficient of variation and the relationship between the information ratio and day median price , to decide if Stans Energy Corp performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.00 |
No correlation between past and present
Stans Energy Corp has no correlation between past and present. Overlapping area represents the amount of predictability between Stans Energy time series from 31st of October 2024 to 15th of November 2024 and 15th of November 2024 to 30th 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 Stans Energy Corp price movement. The serial correlation of 0.0 indicates that just 0.0% of current Stans Energy price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Stans Energy Corp lagged returns against current returns
Autocorrelation, which is Stans Energy 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 Stans Energy's pink sheet expected returns. We can calculate the autocorrelation of Stans Energy returns to help us make a trade decision. For example, suppose you find that Stans Energy 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 |
Stans Energy 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 Stans Energy pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Stans Energy pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Stans Energy pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Stans Energy Lagged Returns
When evaluating Stans Energy's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Stans Energy pink sheet have on its future price. Stans Energy 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, Stans Energy autocorrelation shows the relationship between Stans Energy pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Stans Energy Corp.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Stans Pink Sheet
Stans Energy financial ratios help investors to determine whether Stans 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 Stans with respect to the benefits of owning Stans Energy security.