Proconcept Marketing Group Stock Market Value
| LNTO Stock | USD 0.06 0.03 35.33% |
| Symbol | ProConcept |
ProConcept Marketing '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 ProConcept Marketing'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 ProConcept Marketing.
| 06/03/2024 |
| 11/30/2024 |
If you would invest 0.00 in ProConcept Marketing on June 3, 2024 and sell it all today you would earn a total of 0.00 from holding ProConcept Marketing Group or generate 0.0% return on investment in ProConcept Marketing over 180 days. Lelantos Holdings Inc. engages in strategic marketing and business management activities in the United States and Canada More
ProConcept Marketing 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 ProConcept Marketing'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 ProConcept Marketing Group upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 115.83 | |||
| Value At Risk | (35.33) | |||
| Potential Upside | 15.38 |
ProConcept Marketing Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for ProConcept Marketing's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ProConcept Marketing's standard deviation. In reality, there are many statistical measures that can use ProConcept Marketing historical prices to predict the future ProConcept Marketing's volatility.| Risk Adjusted Performance | (0.0001) | |||
| Jensen Alpha | (0.17) | |||
| Total Risk Alpha | (3.35) | |||
| Treynor Ratio | 0.3911 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of ProConcept Marketing'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.
ProConcept Marketing Backtested Returns
ProConcept Marketing appears to be out of control, given 3 months investment horizon. ProConcept Marketing maintains Sharpe Ratio (i.e., Efficiency) of 0.0217, which implies the firm had a 0.0217% return per unit of risk over the last 3 months. We have found twenty-four technical indicators for ProConcept Marketing, which you can use to evaluate the volatility of the company. Please evaluate ProConcept Marketing's Risk Adjusted Performance of (0.0001), coefficient of variation of (7,869), and Variance of 346.72 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, ProConcept Marketing holds a performance score of 1. The company holds a Beta of -0.63, which implies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning ProConcept Marketing are expected to decrease at a much lower rate. During the bear market, ProConcept Marketing is likely to outperform the market. Please check ProConcept Marketing's skewness, as well as the relationship between the day median price and relative strength index , to make a quick decision on whether ProConcept Marketing's historical price patterns will revert.
Auto-correlation | 0.27 |
Poor predictability
ProConcept Marketing Group has poor predictability. Overlapping area represents the amount of predictability between ProConcept Marketing time series from 3rd of June 2024 to 1st of September 2024 and 1st of September 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 ProConcept Marketing price movement. The serial correlation of 0.27 indicates that nearly 27.0% of current ProConcept Marketing price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.27 | |
| Spearman Rank Test | -0.07 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
ProConcept Marketing lagged returns against current returns
Autocorrelation, which is ProConcept Marketing 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 ProConcept Marketing's pink sheet expected returns. We can calculate the autocorrelation of ProConcept Marketing returns to help us make a trade decision. For example, suppose you find that ProConcept Marketing 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 |
ProConcept Marketing 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 ProConcept Marketing pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if ProConcept Marketing pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in ProConcept Marketing pink sheet over time.
Current vs Lagged Prices |
| Timeline |
ProConcept Marketing Lagged Returns
When evaluating ProConcept Marketing's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of ProConcept Marketing pink sheet have on its future price. ProConcept Marketing 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, ProConcept Marketing autocorrelation shows the relationship between ProConcept Marketing pink sheet current value and its past values and can show if there is a momentum factor associated with investing in ProConcept Marketing Group.
Regressed Prices |
| Timeline |
Pair Trading with ProConcept Marketing
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 ProConcept Marketing 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 ProConcept Marketing will appreciate offsetting losses from the drop in the long position's value.Moving against ProConcept Pink Sheet
| 0.61 | MS-PA | Morgan Stanley | PairCorr |
| 0.55 | IBKR | Interactive Brokers Fiscal Year End 21st of January 2025 | PairCorr |
| 0.49 | MS | Morgan Stanley Fiscal Year End 21st of January 2025 | PairCorr |
| 0.46 | SCHW | Charles Schwab Corp Fiscal Year End 15th of January 2025 | PairCorr |
| 0.43 | KB | KB Financial Group | PairCorr |
The ability to find closely correlated positions to ProConcept Marketing could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace ProConcept Marketing 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 ProConcept Marketing - 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 ProConcept Marketing Group to buy it.
The correlation of ProConcept Marketing 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 ProConcept Marketing moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if ProConcept Marketing 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 ProConcept Marketing 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.Other Information on Investing in ProConcept Pink Sheet
ProConcept Marketing financial ratios help investors to determine whether ProConcept 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 ProConcept with respect to the benefits of owning ProConcept Marketing security.