Marimed Stock Market Value
| MRMD Stock | USD 0.11 0.01 8.33% |
| Symbol | Marimed |
Marimed '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 Marimed's otc 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 Marimed.
| 01/02/2025 |
| 02/01/2025 |
If you would invest 0.00 in Marimed on January 2, 2025 and sell it all today you would earn a total of 0.00 from holding Marimed or generate 0.0% return on investment in Marimed over 30 days. Marimed is related to or competes with Verano Holdings, Cresco Labs, AYR Strategies, Green Thumb, Trulieve Cannabis, Goodness Growth, and Grown Rogue. MariMed Inc. engages in cultivation, production, and dispensing of medicinal and recreational cannabis in the United Sta... More
Marimed 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 Marimed's otc 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 Marimed upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.09) | |||
| Maximum Drawdown | 29.76 | |||
| Value At Risk | (8.33) | |||
| Potential Upside | 9.09 |
Marimed Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Marimed's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Marimed's standard deviation. In reality, there are many statistical measures that can use Marimed historical prices to predict the future Marimed's volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.61) | |||
| Total Risk Alpha | (1.03) | |||
| Treynor Ratio | (0.21) |
Marimed Backtested Returns
Marimed has Sharpe Ratio of -0.0744, which conveys that the firm had a -0.0744 % return per unit of risk over the last 3 months. Marimed exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Marimed's Standard Deviation of 5.63, mean deviation of 3.64, and Risk Adjusted Performance of (0.05) to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 2.05, which conveys a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Marimed will likely underperform. At this point, Marimed has a negative expected return of -0.45%. Please make sure to verify Marimed's skewness, as well as the relationship between the rate of daily change and period momentum indicator , to decide if Marimed performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.55 |
Modest predictability
Marimed has modest predictability. Overlapping area represents the amount of predictability between Marimed time series from 2nd of January 2025 to 17th of January 2025 and 17th of January 2025 to 1st of February 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 Marimed price movement. The serial correlation of 0.55 indicates that about 55.0% of current Marimed price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.55 | |
| Spearman Rank Test | -0.16 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Marimed lagged returns against current returns
Autocorrelation, which is Marimed otc 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 Marimed's otc stock expected returns. We can calculate the autocorrelation of Marimed returns to help us make a trade decision. For example, suppose you find that Marimed has exhibited high autocorrelation historically, and you observe that the otc 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 |
Marimed 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 Marimed otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Marimed otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Marimed otc stock over time.
Current vs Lagged Prices |
| Timeline |
Marimed Lagged Returns
When evaluating Marimed's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Marimed otc stock have on its future price. Marimed 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, Marimed autocorrelation shows the relationship between Marimed otc stock current value and its past values and can show if there is a momentum factor associated with investing in Marimed.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Marimed OTC Stock
Marimed financial ratios help investors to determine whether Marimed OTC Stock 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 Marimed with respect to the benefits of owning Marimed security.