Flagship Communities Real Stock Market Value
| MHCUF Stock | 19.44 0.05 0.26% |
| Symbol | Flagship |
Flagship Communities '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 Flagship Communities' 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 Flagship Communities.
| 11/28/2025 |
| 12/28/2025 |
If you would invest 0.00 in Flagship Communities on November 28, 2025 and sell it all today you would earn a total of 0.00 from holding Flagship Communities Real or generate 0.0% return on investment in Flagship Communities over 30 days.
Flagship Communities 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 Flagship Communities' 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 Flagship Communities Real upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.44 | |||
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 5.44 | |||
| Value At Risk | (1.64) | |||
| Potential Upside | 1.97 |
Flagship Communities Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Flagship Communities' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Flagship Communities' standard deviation. In reality, there are many statistical measures that can use Flagship Communities historical prices to predict the future Flagship Communities' volatility.| Risk Adjusted Performance | 0.0118 | |||
| Jensen Alpha | 0.0022 | |||
| Total Risk Alpha | (0.12) | |||
| Sortino Ratio | (0.05) | |||
| Treynor Ratio | 0.2595 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Flagship Communities' 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.
Flagship Communities Real Backtested Returns
At this point, Flagship Communities is very steady. Flagship Communities Real secures Sharpe Ratio (or Efficiency) of 0.033, which denotes the company had a 0.033 % return per unit of standard deviation over the last 3 months. We have found twenty-seven technical indicators for Flagship Communities Real, which you can use to evaluate the volatility of the firm. Please confirm Flagship Communities' Mean Deviation of 0.6242, downside deviation of 1.44, and Semi Deviation of 0.866 to check if the risk estimate we provide is consistent with the expected return of 0.0345%. Flagship Communities has a performance score of 2 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.012, which means not very significant fluctuations relative to the market. As returns on the market increase, Flagship Communities' returns are expected to increase less than the market. However, during the bear market, the loss of holding Flagship Communities is expected to be smaller as well. Flagship Communities Real right now shows a risk of 1.05%. Please confirm Flagship Communities Real coefficient of variation, potential upside, day median price, as well as the relationship between the sortino ratio and skewness , to decide if Flagship Communities Real will be following its price patterns.
Auto-correlation | -0.1 |
Very weak reverse predictability
Flagship Communities Real has very weak reverse predictability. Overlapping area represents the amount of predictability between Flagship Communities time series from 28th of November 2025 to 13th of December 2025 and 13th of December 2025 to 28th 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 Flagship Communities Real price movement. The serial correlation of -0.1 indicates that less than 10.0% of current Flagship Communities price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.1 | |
| Spearman Rank Test | -0.35 | |
| Residual Average | 0.0 | |
| Price Variance | 0.32 |
Flagship Communities Real lagged returns against current returns
Autocorrelation, which is Flagship Communities 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 Flagship Communities' pink sheet expected returns. We can calculate the autocorrelation of Flagship Communities returns to help us make a trade decision. For example, suppose you find that Flagship Communities 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 |
Flagship Communities 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 Flagship Communities pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Flagship Communities pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Flagship Communities pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Flagship Communities Lagged Returns
When evaluating Flagship Communities' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Flagship Communities pink sheet have on its future price. Flagship Communities 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, Flagship Communities autocorrelation shows the relationship between Flagship Communities pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Flagship Communities Real.
Regressed Prices |
| Timeline |