Orecap Invest Corp Stock Market Value
| OCI Stock | 0.11 0.00 0.00% |
| Symbol | Orecap |
Orecap Invest '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 Orecap Invest's 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 Orecap Invest.
| 11/30/2025 |
| 12/30/2025 |
If you would invest 0.00 in Orecap Invest on November 30, 2025 and sell it all today you would earn a total of 0.00 from holding Orecap Invest Corp or generate 0.0% return on investment in Orecap Invest over 30 days. Orecap Invest is related to or competes with Delta Resources, Sentry Select, Minnova Corp, GMV Minerals, OnGold Resources, and Viva Gold. More
Orecap Invest 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 Orecap Invest's 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 Orecap Invest Corp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 9.13 | |||
| Information Ratio | 0.099 | |||
| Maximum Drawdown | 27.5 | |||
| Value At Risk | (5.56) | |||
| Potential Upside | 6.25 |
Orecap Invest Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Orecap Invest's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Orecap Invest's standard deviation. In reality, there are many statistical measures that can use Orecap Invest historical prices to predict the future Orecap Invest's volatility.| Risk Adjusted Performance | 0.0912 | |||
| Jensen Alpha | 0.4842 | |||
| Total Risk Alpha | 0.0505 | |||
| Sortino Ratio | 0.0478 | |||
| Treynor Ratio | 1.44 |
Orecap Invest Corp Backtested Returns
Orecap Invest appears to be out of control, given 3 months investment horizon. Orecap Invest Corp maintains Sharpe Ratio (i.e., Efficiency) of 0.12, which implies the firm had a 0.12 % return per unit of risk over the last 3 months. By analyzing Orecap Invest's technical indicators, you can evaluate if the expected return of 0.52% is justified by implied risk. Please evaluate Orecap Invest's Semi Deviation of 3.14, coefficient of variation of 848.82, and Risk Adjusted Performance of 0.0912 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Orecap Invest holds a performance score of 9. The company holds a Beta of 0.35, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Orecap Invest's returns are expected to increase less than the market. However, during the bear market, the loss of holding Orecap Invest is expected to be smaller as well. Please check Orecap Invest's jensen alpha and the relationship between the maximum drawdown and rate of daily change , to make a quick decision on whether Orecap Invest's historical price patterns will revert.
Auto-correlation | -0.11 |
Insignificant reverse predictability
Orecap Invest Corp has insignificant reverse predictability. Overlapping area represents the amount of predictability between Orecap Invest time series from 30th of November 2025 to 15th of December 2025 and 15th of December 2025 to 30th 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 Orecap Invest Corp price movement. The serial correlation of -0.11 indicates that less than 11.0% of current Orecap Invest price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.11 | |
| Spearman Rank Test | 0.45 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Orecap Invest Corp lagged returns against current returns
Autocorrelation, which is Orecap Invest 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 Orecap Invest's stock expected returns. We can calculate the autocorrelation of Orecap Invest returns to help us make a trade decision. For example, suppose you find that Orecap Invest 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 |
Orecap Invest 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 Orecap Invest stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Orecap Invest stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Orecap Invest stock over time.
Current vs Lagged Prices |
| Timeline |
Orecap Invest Lagged Returns
When evaluating Orecap Invest's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Orecap Invest stock have on its future price. Orecap Invest 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, Orecap Invest autocorrelation shows the relationship between Orecap Invest stock current value and its past values and can show if there is a momentum factor associated with investing in Orecap Invest Corp.
Regressed Prices |
| Timeline |
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Additional Tools for Orecap Stock Analysis
When running Orecap Invest's price analysis, check to measure Orecap Invest'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 Orecap Invest is operating at the current time. Most of Orecap Invest's value examination focuses on studying past and present price action to predict the probability of Orecap Invest's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Orecap Invest's price. Additionally, you may evaluate how the addition of Orecap Invest to your portfolios can decrease your overall portfolio volatility.