Sidechannel Stock Market Value
| SDCH Stock | USD 0.04 0.01 21.21% |
| Symbol | SideChannel |
SideChannel '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 SideChannel's otc 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 SideChannel.
| 12/19/2024 |
| 01/18/2025 |
If you would invest 0.00 in SideChannel on December 19, 2024 and sell it all today you would earn a total of 0.00 from holding SideChannel or generate 0.0% return on investment in SideChannel over 30 days. SideChannel is related to or competes with Arax Holdings, AppTech Payments, Arbe Robotics, Fortinet, and Adobe Systems. It offers RealCISO, a software platform that helps companies to understand and manage cyber risk More
SideChannel 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 SideChannel's otc 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 SideChannel upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 11.01 | |||
| Information Ratio | 0.0321 | |||
| Maximum Drawdown | 55.89 | |||
| Value At Risk | (15.11) | |||
| Potential Upside | 18.92 |
SideChannel Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SideChannel's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SideChannel's standard deviation. In reality, there are many statistical measures that can use SideChannel historical prices to predict the future SideChannel's volatility.| Risk Adjusted Performance | 0.0385 | |||
| Jensen Alpha | 0.3531 | |||
| Total Risk Alpha | 0.1053 | |||
| Sortino Ratio | 0.0293 | |||
| Treynor Ratio | (0.61) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of SideChannel'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.
SideChannel Backtested Returns
SideChannel appears to be out of control, given 3 months investment horizon. SideChannel owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0668, which indicates the firm had a 0.0668% return per unit of risk over the last 3 months. By inspecting SideChannel's technical indicators, you can evaluate if the expected return of 0.68% is justified by implied risk. Please review SideChannel's Semi Deviation of 8.51, coefficient of variation of 2854.41, and Risk Adjusted Performance of 0.0385 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, SideChannel holds a performance score of 5. The entity has a beta of -0.56, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning SideChannel are expected to decrease at a much lower rate. During the bear market, SideChannel is likely to outperform the market. Please check SideChannel's information ratio, value at risk, kurtosis, as well as the relationship between the sortino ratio and semi variance , to make a quick decision on whether SideChannel's existing price patterns will revert.
Auto-correlation | 0.00 |
No correlation between past and present
SideChannel has no correlation between past and present. Overlapping area represents the amount of predictability between SideChannel time series from 19th of December 2024 to 3rd of January 2025 and 3rd of January 2025 to 18th of January 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 SideChannel price movement. The serial correlation of 0.0 indicates that just 0.0% of current SideChannel price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | -0.37 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
SideChannel lagged returns against current returns
Autocorrelation, which is SideChannel otc 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 SideChannel's otc stock expected returns. We can calculate the autocorrelation of SideChannel returns to help us make a trade decision. For example, suppose you find that SideChannel has exhibited high autocorrelation historically, and you observe that the otc 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 |
SideChannel 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 SideChannel otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if SideChannel otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in SideChannel otc stock over time.
Current vs Lagged Prices |
| Timeline |
SideChannel Lagged Returns
When evaluating SideChannel's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of SideChannel otc stock have on its future price. SideChannel 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, SideChannel autocorrelation shows the relationship between SideChannel otc stock current value and its past values and can show if there is a momentum factor associated with investing in SideChannel.
Regressed Prices |
| Timeline |
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Other Information on Investing in SideChannel OTC Stock
SideChannel financial ratios help investors to determine whether SideChannel OTC Stock 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 SideChannel with respect to the benefits of owning SideChannel security.