Nsav Holding Stock Market Value
| NSAV Stock | USD 0.0008 0.0001 14.29% |
| Symbol | NSAV |
NSAV Holding '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 NSAV Holding'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 NSAV Holding.
| 10/28/2024 |
| 11/27/2024 |
If you would invest 0.00 in NSAV Holding on October 28, 2024 and sell it all today you would earn a total of 0.00 from holding NSAV Holding or generate 0.0% return on investment in NSAV Holding over 30 days. NSAV Holding is related to or competes with ABS-CBN Holdings. Net Savings Link, Inc. operates as a cryptocurrency, blockchain, and digital asset technology company More
NSAV Holding 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 NSAV Holding'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 NSAV Holding upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 19.7 | |||
| Information Ratio | 0.0081 | |||
| Maximum Drawdown | 255.56 | |||
| Value At Risk | (19.05) | |||
| Potential Upside | 19.05 |
NSAV Holding Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for NSAV Holding's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as NSAV Holding's standard deviation. In reality, there are many statistical measures that can use NSAV Holding historical prices to predict the future NSAV Holding's volatility.| Risk Adjusted Performance | 0.0194 | |||
| Jensen Alpha | 0.2076 | |||
| Total Risk Alpha | (4.18) | |||
| Sortino Ratio | 0.0118 | |||
| Treynor Ratio | 0.2928 |
NSAV Holding Backtested Returns
NSAV Holding appears to be out of control, given 3 months investment horizon. NSAV Holding retains Efficiency (Sharpe Ratio) of 0.0188, which conveys that the firm had a 0.0188% return per unit of return volatility over the last 3 months. By analyzing NSAV Holding's technical indicators, you can evaluate if the expected return of 0.55% is justified by implied risk. Please exercise NSAV Holding's Market Risk Adjusted Performance of 0.3028, mean deviation of 11.88, and Downside Deviation of 19.7 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, NSAV Holding holds a performance score of 1. The company owns a Beta (Systematic Risk) of 1.2, 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, NSAV Holding will likely underperform. Please check NSAV Holding's standard deviation, expected short fall, relative strength index, as well as the relationship between the maximum drawdown and rate of daily change , to make a quick decision on whether NSAV Holding's current price history will revert.
Auto-correlation | 0.62 |
Good predictability
NSAV Holding has good predictability. Overlapping area represents the amount of predictability between NSAV Holding time series from 28th of October 2024 to 12th of November 2024 and 12th of November 2024 to 27th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of NSAV Holding price movement. The serial correlation of 0.62 indicates that roughly 62.0% of current NSAV Holding price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.62 | |
| Spearman Rank Test | 0.26 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
NSAV Holding lagged returns against current returns
Autocorrelation, which is NSAV Holding 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 NSAV Holding's pink sheet expected returns. We can calculate the autocorrelation of NSAV Holding returns to help us make a trade decision. For example, suppose you find that NSAV Holding 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 |
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NSAV Holding 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 NSAV Holding pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if NSAV Holding pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in NSAV Holding pink sheet over time.
Current vs Lagged Prices |
| Timeline |
NSAV Holding Lagged Returns
When evaluating NSAV Holding's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of NSAV Holding pink sheet have on its future price. NSAV Holding 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, NSAV Holding autocorrelation shows the relationship between NSAV Holding pink sheet current value and its past values and can show if there is a momentum factor associated with investing in NSAV Holding.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for NSAV Pink Sheet Analysis
When running NSAV Holding's price analysis, check to measure NSAV Holding'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 NSAV Holding is operating at the current time. Most of NSAV Holding's value examination focuses on studying past and present price action to predict the probability of NSAV Holding's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move NSAV Holding's price. Additionally, you may evaluate how the addition of NSAV Holding to your portfolios can decrease your overall portfolio volatility.