Prostar Holdings Stock Market Value
| MAPS Stock | CAD 0.16 0.02 14.29% |
| Symbol | Prostar |
Prostar Holdings '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 Prostar Holdings' 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 Prostar Holdings.
| 12/12/2025 |
| 01/11/2026 |
If you would invest 0.00 in Prostar Holdings on December 12, 2025 and sell it all today you would earn a total of 0.00 from holding Prostar Holdings or generate 0.0% return on investment in Prostar Holdings over 30 days. Prostar Holdings is related to or competes with Clip Money, Plurilock Security, Ynvisible Interactive, AirIQ, Adcore, Riwi Corp, and Nubeva Technologies. ProStar Holdings Inc. develops geospatial intelligence software More
Prostar Holdings 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 Prostar Holdings' 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 Prostar Holdings upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 12.07 | |||
| Information Ratio | 0.0021 | |||
| Maximum Drawdown | 45.24 | |||
| Value At Risk | (15.38) | |||
| Potential Upside | 14.29 |
Prostar Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Prostar Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Prostar Holdings' standard deviation. In reality, there are many statistical measures that can use Prostar Holdings historical prices to predict the future Prostar Holdings' volatility.| Risk Adjusted Performance | 0.0184 | |||
| Jensen Alpha | 0.2199 | |||
| Total Risk Alpha | (0.92) | |||
| Sortino Ratio | 0.0015 | |||
| Treynor Ratio | (0.07) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Prostar Holdings' 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.
Prostar Holdings Backtested Returns
At this stage we consider Prostar Stock to be out of control. Prostar Holdings maintains Sharpe Ratio (i.e., Efficiency) of 0.0125, which implies the firm had a 0.0125 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Prostar Holdings, which you can use to evaluate the volatility of the company. Please check Prostar Holdings' Risk Adjusted Performance of 0.0184, coefficient of variation of 8028.86, and Semi Deviation of 6.58 to confirm if the risk estimate we provide is consistent with the expected return of 0.11%. The company holds a Beta of -1.39, which implies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Prostar Holdings are expected to decrease by larger amounts. On the other hand, during market turmoil, Prostar Holdings is expected to outperform it. Prostar Holdings right now holds a risk of 9.06%. Please check Prostar Holdings sortino ratio, maximum drawdown, and the relationship between the total risk alpha and treynor ratio , to decide if Prostar Holdings will be following its historical price patterns.
Auto-correlation | 0.45 |
Average predictability
Prostar Holdings has average predictability. Overlapping area represents the amount of predictability between Prostar Holdings time series from 12th of December 2025 to 27th of December 2025 and 27th of December 2025 to 11th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Prostar Holdings price movement. The serial correlation of 0.45 indicates that just about 45.0% of current Prostar Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.45 | |
| Spearman Rank Test | -0.59 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Prostar Holdings lagged returns against current returns
Autocorrelation, which is Prostar Holdings 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 Prostar Holdings' stock expected returns. We can calculate the autocorrelation of Prostar Holdings returns to help us make a trade decision. For example, suppose you find that Prostar Holdings has exhibited high autocorrelation historically, and you observe that the 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 |
Prostar Holdings 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 Prostar Holdings stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Prostar Holdings stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Prostar Holdings stock over time.
Current vs Lagged Prices |
| Timeline |
Prostar Holdings Lagged Returns
When evaluating Prostar Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Prostar Holdings stock have on its future price. Prostar Holdings 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, Prostar Holdings autocorrelation shows the relationship between Prostar Holdings stock current value and its past values and can show if there is a momentum factor associated with investing in Prostar Holdings.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Prostar Stock Analysis
When running Prostar Holdings' price analysis, check to measure Prostar Holdings' 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 Prostar Holdings is operating at the current time. Most of Prostar Holdings' value examination focuses on studying past and present price action to predict the probability of Prostar Holdings' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Prostar Holdings' price. Additionally, you may evaluate how the addition of Prostar Holdings to your portfolios can decrease your overall portfolio volatility.