Osceola Gold Stock Market Value
| OSCI Stock | USD 0.03 0 6.67% |
| Symbol | Osceola |
Osceola Gold '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 Osceola Gold'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 Osceola Gold.
| 10/31/2024 |
| 11/30/2024 |
If you would invest 0.00 in Osceola Gold on October 31, 2024 and sell it all today you would earn a total of 0.00 from holding Osceola Gold or generate 0.0% return on investment in Osceola Gold over 30 days. Osceola Gold is related to or competes with South32, NioCorp Developments, HUMANA, SCOR PK, Ab Pennsylvania, Small Cap, and Thrivent High. Osceola Gold, Inc. operates as a precious metal mining company More
Osceola Gold 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 Osceola Gold'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 Osceola Gold upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 22.99 | |||
| Information Ratio | 0.139 | |||
| Maximum Drawdown | 325.79 | |||
| Value At Risk | (33.33) | |||
| Potential Upside | 53.85 |
Osceola Gold Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Osceola Gold's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Osceola Gold's standard deviation. In reality, there are many statistical measures that can use Osceola Gold historical prices to predict the future Osceola Gold's volatility.| Risk Adjusted Performance | 0.1186 | |||
| Jensen Alpha | 6.66 | |||
| Total Risk Alpha | (1.04) | |||
| Sortino Ratio | 0.2529 | |||
| Treynor Ratio | (1.05) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Osceola Gold's 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.
Osceola Gold Backtested Returns
Osceola Gold is out of control given 3 months investment horizon. Osceola Gold maintains Sharpe Ratio (i.e., Efficiency) of 0.16, which implies the firm had a 0.16% return per unit of risk over the last 3 months. We were able to break down twenty-nine different technical indicators, which can help you to evaluate if expected returns of 6.69% are justified by taking the suggested risk. Use Osceola Gold Coefficient Of Variation of 702.92, risk adjusted performance of 0.1186, and Semi Deviation of 13.9 to evaluate company specific risk that cannot be diversified away. Osceola Gold holds a performance score of 12 on a scale of zero to a hundred. The company holds a Beta of -5.63, which implies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Osceola Gold are expected to decrease by larger amounts. On the other hand, during market turmoil, Osceola Gold is expected to outperform it. Use Osceola Gold downside variance, day median price, and the relationship between the treynor ratio and kurtosis , to analyze future returns on Osceola Gold.
Auto-correlation | -0.26 |
Weak reverse predictability
Osceola Gold has weak reverse predictability. Overlapping area represents the amount of predictability between Osceola Gold time series from 31st of October 2024 to 15th of November 2024 and 15th of November 2024 to 30th 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 Osceola Gold price movement. The serial correlation of -0.26 indicates that nearly 26.0% of current Osceola Gold price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.26 | |
| Spearman Rank Test | -0.01 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Osceola Gold lagged returns against current returns
Autocorrelation, which is Osceola Gold 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 Osceola Gold's pink sheet expected returns. We can calculate the autocorrelation of Osceola Gold returns to help us make a trade decision. For example, suppose you find that Osceola Gold 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 |
Osceola Gold 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 Osceola Gold pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Osceola Gold pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Osceola Gold pink sheet over time.
Current vs Lagged Prices |
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Osceola Gold Lagged Returns
When evaluating Osceola Gold's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Osceola Gold pink sheet have on its future price. Osceola Gold 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, Osceola Gold autocorrelation shows the relationship between Osceola Gold pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Osceola Gold.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Osceola Pink Sheet
Osceola Gold financial ratios help investors to determine whether Osceola 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 Osceola with respect to the benefits of owning Osceola Gold security.