Osaic Financial Services, Stock Market Value
| LTSAP Stock | 18.20 0.26 1.41% |
| Symbol | Osaic |
Osaic Financial '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 Osaic Financial'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 Osaic Financial.
| 06/09/2024 |
| 12/31/2025 |
If you would invest 0.00 in Osaic Financial on June 9, 2024 and sell it all today you would earn a total of 0.00 from holding Osaic Financial Services, or generate 0.0% return on investment in Osaic Financial over 570 days. Osaic Financial is related to or competes with Compagnie Financière, TP ICAP, Matsui Securities, Ladenburg Thalmann, AMP, AmTrust Financial, and FlatexDEGIRO. More
Osaic Financial 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 Osaic Financial'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 Osaic Financial Services, upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.9 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 7.14 | |||
| Value At Risk | (2.15) | |||
| Potential Upside | 2.19 |
Osaic Financial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Osaic Financial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Osaic Financial's standard deviation. In reality, there are many statistical measures that can use Osaic Financial historical prices to predict the future Osaic Financial's volatility.| Risk Adjusted Performance | 0.021 | |||
| Jensen Alpha | 0.0199 | |||
| Total Risk Alpha | (0.09) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | (8.24) |
Osaic Financial Services, Backtested Returns
Currently, Osaic Financial Services, is very steady. Osaic Financial Services, maintains Sharpe Ratio (i.e., Efficiency) of 0.0237, which implies the firm had a 0.0237 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Osaic Financial Services,, which you can use to evaluate the volatility of the company. Please check Osaic Financial's Risk Adjusted Performance of 0.021, semi deviation of 1.12, and Coefficient Of Variation of 4214.15 to confirm if the risk estimate we provide is consistent with the expected return of 0.0298%. Osaic Financial has a performance score of 1 on a scale of 0 to 100. The company holds a Beta of -0.0024, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Osaic Financial are expected to decrease at a much lower rate. During the bear market, Osaic Financial is likely to outperform the market. Osaic Financial Services, right now holds a risk of 1.25%. Please check Osaic Financial Services, standard deviation, expected short fall, period momentum indicator, as well as the relationship between the maximum drawdown and rate of daily change , to decide if Osaic Financial Services, will be following its historical price patterns.
Auto-correlation | 0.64 |
Good predictability
Osaic Financial Services, has good predictability. Overlapping area represents the amount of predictability between Osaic Financial time series from 9th of June 2024 to 21st of March 2025 and 21st of March 2025 to 31st 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 Osaic Financial Services, price movement. The serial correlation of 0.64 indicates that roughly 64.0% of current Osaic Financial price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.64 | |
| Spearman Rank Test | 0.68 | |
| Residual Average | 0.0 | |
| Price Variance | 0.54 |
Osaic Financial Services, lagged returns against current returns
Autocorrelation, which is Osaic Financial 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 Osaic Financial's pink sheet expected returns. We can calculate the autocorrelation of Osaic Financial returns to help us make a trade decision. For example, suppose you find that Osaic Financial 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 |
Osaic Financial 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 Osaic Financial pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Osaic Financial pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Osaic Financial pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Osaic Financial Lagged Returns
When evaluating Osaic Financial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Osaic Financial pink sheet have on its future price. Osaic Financial 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, Osaic Financial autocorrelation shows the relationship between Osaic Financial pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Osaic Financial Services,.
Regressed Prices |
| Timeline |
Pair Trading with Osaic Financial
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 Osaic Financial 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 Osaic Financial will appreciate offsetting losses from the drop in the long position's value.The ability to find closely correlated positions to Osaic Financial could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Osaic Financial 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 Osaic Financial - 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 Osaic Financial Services, to buy it.
The correlation of Osaic Financial 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 Osaic Financial moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Osaic Financial Services, 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 Osaic Financial 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 Osaic Pink Sheet Analysis
When running Osaic Financial's price analysis, check to measure Osaic Financial'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 Osaic Financial is operating at the current time. Most of Osaic Financial's value examination focuses on studying past and present price action to predict the probability of Osaic Financial's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Osaic Financial's price. Additionally, you may evaluate how the addition of Osaic Financial to your portfolios can decrease your overall portfolio volatility.