Valiant Eagle Stock Market Value
| PSRU Stock | USD 0.0001 0.00 0.00% |
| Symbol | Valiant |
Valiant Eagle '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 Valiant Eagle'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 Valiant Eagle.
| 10/26/2024 |
| 11/25/2024 |
If you would invest 0.00 in Valiant Eagle on October 26, 2024 and sell it all today you would earn a total of 0.00 from holding Valiant Eagle or generate 0.0% return on investment in Valiant Eagle over 30 days. Valiant Eagle is related to or competes with Element Solutions, Orion Engineered, Minerals Technologies, Ingevity Corp, Hawkins, Crown Electrokinetics, and Core Molding. Valiant Eagle Inc. engages in the celebrity entertainment, social media, and television communications More
Valiant Eagle 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 Valiant Eagle'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 Valiant Eagle upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0708 | |||
| Maximum Drawdown | 150.0 |
Valiant Eagle Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Valiant Eagle's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Valiant Eagle's standard deviation. In reality, there are many statistical measures that can use Valiant Eagle historical prices to predict the future Valiant Eagle's volatility.| Risk Adjusted Performance | 0.069 | |||
| Jensen Alpha | 1.78 | |||
| Total Risk Alpha | (1.57) | |||
| Treynor Ratio | (0.66) |
Valiant Eagle Backtested Returns
Valiant Eagle is out of control given 3 months investment horizon. Valiant Eagle owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.19, which indicates the firm had a 0.19% return per unit of risk over the last 3 months. We were able to interpolate data for seventeen different technical indicators, which can help you to evaluate if expected returns of 41.54% are justified by taking the suggested risk. Use Valiant Eagle Variance of 382.28, risk adjusted performance of 0.069, and Coefficient Of Variation of 1290.44 to evaluate company specific risk that cannot be diversified away. Valiant Eagle holds a performance score of 15 on a scale of zero to a hundred. The entity has a beta of -2.29, which indicates a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Valiant Eagle are expected to decrease by larger amounts. On the other hand, during market turmoil, Valiant Eagle is expected to outperform it. Use Valiant Eagle information ratio and day median price , to analyze future returns on Valiant Eagle.
Auto-correlation | 0.00 |
No correlation between past and present
Valiant Eagle has no correlation between past and present. Overlapping area represents the amount of predictability between Valiant Eagle time series from 26th of October 2024 to 10th of November 2024 and 10th of November 2024 to 25th 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 Valiant Eagle price movement. The serial correlation of 0.0 indicates that just 0.0% of current Valiant Eagle price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Valiant Eagle lagged returns against current returns
Autocorrelation, which is Valiant Eagle 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 Valiant Eagle's pink sheet expected returns. We can calculate the autocorrelation of Valiant Eagle returns to help us make a trade decision. For example, suppose you find that Valiant Eagle 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 |
Valiant Eagle 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 Valiant Eagle pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Valiant Eagle pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Valiant Eagle pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Valiant Eagle Lagged Returns
When evaluating Valiant Eagle's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Valiant Eagle pink sheet have on its future price. Valiant Eagle 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, Valiant Eagle autocorrelation shows the relationship between Valiant Eagle pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Valiant Eagle.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Valiant Pink Sheet Analysis
When running Valiant Eagle's price analysis, check to measure Valiant Eagle'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 Valiant Eagle is operating at the current time. Most of Valiant Eagle's value examination focuses on studying past and present price action to predict the probability of Valiant Eagle's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Valiant Eagle's price. Additionally, you may evaluate how the addition of Valiant Eagle to your portfolios can decrease your overall portfolio volatility.