Organto Foods Stock Market Value
| OGOFF Stock | USD 0.07 0.01 18.75% |
| Symbol | Organto |
Organto Foods '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 Organto Foods' 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 Organto Foods.
| 12/13/2022 |
| 12/02/2024 |
If you would invest 0.00 in Organto Foods on December 13, 2022 and sell it all today you would earn a total of 0.00 from holding Organto Foods or generate 0.0% return on investment in Organto Foods over 720 days. Organto Foods is related to or competes with Calavo Growers, SpartanNash, Andersons, Chefs Warehouse, Hf Foods, Mission Produce, and AMCON Distributing. Organto Foods Inc. engages in the sourcing, processing, packaging, distribution, and marketing of organic and value-adde... More
Organto Foods 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 Organto Foods' 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 Organto Foods upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.15) | |||
| Maximum Drawdown | 26.88 | |||
| Value At Risk | (0.12) |
Organto Foods Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Organto Foods' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Organto Foods' standard deviation. In reality, there are many statistical measures that can use Organto Foods historical prices to predict the future Organto Foods' volatility.| Risk Adjusted Performance | (0.07) | |||
| Jensen Alpha | (0.24) | |||
| Total Risk Alpha | (0.74) | |||
| Treynor Ratio | 0.9216 |
Organto Foods Backtested Returns
Organto Foods maintains Sharpe Ratio (i.e., Efficiency) of -0.0997, which implies the firm had a -0.0997% return per unit of risk over the last 3 months. Organto Foods exposes twenty different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Organto Foods' Coefficient Of Variation of (1,011), variance of 7.61, and Risk Adjusted Performance of (0.07) to confirm the risk estimate we provide. The company holds a Beta of -0.31, which implies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Organto Foods are expected to decrease at a much lower rate. During the bear market, Organto Foods is likely to outperform the market. At this point, Organto Foods has a negative expected return of -0.28%. Please make sure to check Organto Foods' jensen alpha and the relationship between the skewness and price action indicator , to decide if Organto Foods performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.40 |
Average predictability
Organto Foods has average predictability. Overlapping area represents the amount of predictability between Organto Foods time series from 13th of December 2022 to 8th of December 2023 and 8th of December 2023 to 2nd of December 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 Organto Foods price movement. The serial correlation of 0.4 indicates that just about 40.0% of current Organto Foods price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.4 | |
| Spearman Rank Test | 0.58 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Organto Foods lagged returns against current returns
Autocorrelation, which is Organto Foods 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 Organto Foods' pink sheet expected returns. We can calculate the autocorrelation of Organto Foods returns to help us make a trade decision. For example, suppose you find that Organto Foods 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 |
Organto Foods 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 Organto Foods pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Organto Foods pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Organto Foods pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Organto Foods Lagged Returns
When evaluating Organto Foods' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Organto Foods pink sheet have on its future price. Organto Foods 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, Organto Foods autocorrelation shows the relationship between Organto Foods pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Organto Foods.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Organto Pink Sheet
Organto Foods financial ratios help investors to determine whether Organto 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 Organto with respect to the benefits of owning Organto Foods security.