Rjd Green Stock Market Value
| RJDG Stock | USD 0.01 0.0008 11.59% |
| Symbol | Rjd |
Rjd Green '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 Rjd Green'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 Rjd Green.
| 12/08/2022 |
| 11/27/2024 |
If you would invest 0.00 in Rjd Green on December 8, 2022 and sell it all today you would earn a total of 0.00 from holding Rjd Green or generate 0.0% return on investment in Rjd Green over 720 days. Rjd Green is related to or competes with Alaska Power, Windrock Land, and 3M. RJD Green, Inc., a development stage company, focuses on acquiring and managing assets and companies in green environmen... More
Rjd Green 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 Rjd Green'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 Rjd Green upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.13) | |||
| Maximum Drawdown | 27.05 | |||
| Value At Risk | (9.09) | |||
| Potential Upside | 9.09 |
Rjd Green Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Rjd Green's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Rjd Green's standard deviation. In reality, there are many statistical measures that can use Rjd Green historical prices to predict the future Rjd Green's volatility.| Risk Adjusted Performance | (0.07) | |||
| Jensen Alpha | (0.78) | |||
| Total Risk Alpha | (1.39) | |||
| Treynor Ratio | (0.33) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Rjd Green'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.
Rjd Green Backtested Returns
Rjd Green maintains Sharpe Ratio (i.e., Efficiency) of -0.2, which implies the firm had a -0.2% return per unit of risk over the last 3 months. Rjd Green exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Rjd Green's Variance of 27.63, risk adjusted performance of (0.07), and Coefficient Of Variation of (924.59) to confirm the risk estimate we provide. The company holds a Beta of 1.74, which implies 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, Rjd Green will likely underperform. At this point, Rjd Green has a negative expected return of -1.04%. Please make sure to check Rjd Green's total risk alpha and the relationship between the skewness and period momentum indicator , to decide if Rjd Green performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.32 |
Poor reverse predictability
Rjd Green has poor reverse predictability. Overlapping area represents the amount of predictability between Rjd Green time series from 8th of December 2022 to 3rd of December 2023 and 3rd of December 2023 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 Rjd Green price movement. The serial correlation of -0.32 indicates that nearly 32.0% of current Rjd Green price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.32 | |
| Spearman Rank Test | -0.1 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Rjd Green lagged returns against current returns
Autocorrelation, which is Rjd Green 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 Rjd Green's pink sheet expected returns. We can calculate the autocorrelation of Rjd Green returns to help us make a trade decision. For example, suppose you find that Rjd Green 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 |
Rjd Green 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 Rjd Green pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Rjd Green pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Rjd Green pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Rjd Green Lagged Returns
When evaluating Rjd Green's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Rjd Green pink sheet have on its future price. Rjd Green 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, Rjd Green autocorrelation shows the relationship between Rjd Green pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Rjd Green.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Rjd Pink Sheet
Rjd Green financial ratios help investors to determine whether Rjd 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 Rjd with respect to the benefits of owning Rjd Green security.