Mystic Holdings Stock Market Value
| MSTH Stock | USD 0.01 0.00 0.00% |
| Symbol | Mystic |
Mystic 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 Mystic Holdings' 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 Mystic Holdings.
| 06/28/2025 |
| 12/25/2025 |
If you would invest 0.00 in Mystic Holdings on June 28, 2025 and sell it all today you would earn a total of 0.00 from holding Mystic Holdings or generate 0.0% return on investment in Mystic Holdings over 180 days. Mystic Holdings, Inc., through its subsidiaries, engages in the cultivation, production, and wholesale of medical and re... More
Mystic 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 Mystic Holdings' 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 Mystic Holdings upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1112 | |||
| Maximum Drawdown | 721.39 |
Mystic Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mystic Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mystic Holdings' standard deviation. In reality, there are many statistical measures that can use Mystic Holdings historical prices to predict the future Mystic Holdings' volatility.| Risk Adjusted Performance | 0.0888 | |||
| Jensen Alpha | 10.23 | |||
| Total Risk Alpha | 1.04 | |||
| Treynor Ratio | (1.09) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Mystic 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.
Mystic Holdings Backtested Returns
Mystic Holdings is out of control given 3 months investment horizon. Mystic Holdings has Sharpe Ratio of 0.11, which conveys that the firm had a 0.11 % return per unit of risk over the last 3 months. We were able to interpolate and analyze data for sixteen different technical indicators, which can help you to evaluate if expected returns of 10.08% are justified by taking the suggested risk. Use Mystic Holdings Standard Deviation of 85.82, risk adjusted performance of 0.0888, and Mean Deviation of 22.41 to evaluate company specific risk that cannot be diversified away. Mystic Holdings holds a performance score of 9 on a scale of zero to a hundred. The company secures a Beta (Market Risk) of -8.85, which conveys a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Mystic Holdings are expected to decrease by larger amounts. On the other hand, during market turmoil, Mystic Holdings is expected to outperform it. Use Mystic Holdings risk adjusted performance, variance, as well as the relationship between the Variance and kurtosis , to analyze future returns on Mystic Holdings.
Auto-correlation | 0.28 |
Poor predictability
Mystic Holdings has poor predictability. Overlapping area represents the amount of predictability between Mystic Holdings time series from 28th of June 2025 to 26th of September 2025 and 26th of September 2025 to 25th 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 Mystic Holdings price movement. The serial correlation of 0.28 indicates that nearly 28.0% of current Mystic Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.28 | |
| Spearman Rank Test | -0.01 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Mystic Holdings lagged returns against current returns
Autocorrelation, which is Mystic Holdings 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 Mystic Holdings' pink sheet expected returns. We can calculate the autocorrelation of Mystic Holdings returns to help us make a trade decision. For example, suppose you find that Mystic Holdings 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 |
Mystic 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 Mystic Holdings pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Mystic Holdings pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Mystic Holdings pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Mystic Holdings Lagged Returns
When evaluating Mystic Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Mystic Holdings pink sheet have on its future price. Mystic 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, Mystic Holdings autocorrelation shows the relationship between Mystic Holdings pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Mystic Holdings.
Regressed Prices |
| Timeline |
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Other Information on Investing in Mystic Pink Sheet
Mystic Holdings financial ratios help investors to determine whether Mystic 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 Mystic with respect to the benefits of owning Mystic Holdings security.