Seafarer Exploration Stock Market Value
| SFRX Stock | USD 0 0.0001 2.33% |
| Symbol | Seafarer |
Seafarer Exploration '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 Seafarer Exploration'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 Seafarer Exploration.
| 12/22/2024 |
| 01/21/2025 |
If you would invest 0.00 in Seafarer Exploration on December 22, 2024 and sell it all today you would earn a total of 0.00 from holding Seafarer Exploration or generate 0.0% return on investment in Seafarer Exploration over 30 days. Seafarer Exploration is related to or competes with BIO Key, LogicMark, Knightscope, Guardforce, Supercom, SSC Security, and Iveda Solutions. Seafarer Exploration Corp. engages in the archaeological research, archaeologically-sensitive exploration, and recovery ... More
Seafarer Exploration 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 Seafarer Exploration'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 Seafarer Exploration upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.10) | |||
| Maximum Drawdown | 23.36 | |||
| Value At Risk | (9.09) | |||
| Potential Upside | 6.0 |
Seafarer Exploration Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Seafarer Exploration's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Seafarer Exploration's standard deviation. In reality, there are many statistical measures that can use Seafarer Exploration historical prices to predict the future Seafarer Exploration's volatility.| Risk Adjusted Performance | (0.07) | |||
| Jensen Alpha | (0.52) | |||
| Total Risk Alpha | (0.66) | |||
| Treynor Ratio | (0.85) |
Seafarer Exploration Backtested Returns
Seafarer Exploration owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0508, which indicates the firm had a -0.0508 % return per unit of risk over the last 3 months. Seafarer Exploration exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Seafarer Exploration's Risk Adjusted Performance of (0.07), variance of 25.84, and Coefficient Of Variation of (1,030) to confirm the risk estimate we provide. The entity has a beta of 0.6, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Seafarer Exploration's returns are expected to increase less than the market. However, during the bear market, the loss of holding Seafarer Exploration is expected to be smaller as well. At this point, Seafarer Exploration has a negative expected return of -0.23%. Please make sure to validate Seafarer Exploration's mean deviation, treynor ratio, as well as the relationship between the Treynor Ratio and daily balance of power , to decide if Seafarer Exploration performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.30 |
Below average predictability
Seafarer Exploration has below average predictability. Overlapping area represents the amount of predictability between Seafarer Exploration time series from 22nd of December 2024 to 6th of January 2025 and 6th of January 2025 to 21st 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 Seafarer Exploration price movement. The serial correlation of 0.3 indicates that nearly 30.0% of current Seafarer Exploration price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.3 | |
| Spearman Rank Test | 0.13 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Seafarer Exploration lagged returns against current returns
Autocorrelation, which is Seafarer Exploration 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 Seafarer Exploration's pink sheet expected returns. We can calculate the autocorrelation of Seafarer Exploration returns to help us make a trade decision. For example, suppose you find that Seafarer Exploration 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 |
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Seafarer Exploration 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 Seafarer Exploration pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Seafarer Exploration pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Seafarer Exploration pink sheet over time.
Current vs Lagged Prices |
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Seafarer Exploration Lagged Returns
When evaluating Seafarer Exploration's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Seafarer Exploration pink sheet have on its future price. Seafarer Exploration 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, Seafarer Exploration autocorrelation shows the relationship between Seafarer Exploration pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Seafarer Exploration.
Regressed Prices |
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Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for Seafarer Pink Sheet Analysis
When running Seafarer Exploration's price analysis, check to measure Seafarer Exploration'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 Seafarer Exploration is operating at the current time. Most of Seafarer Exploration's value examination focuses on studying past and present price action to predict the probability of Seafarer Exploration's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Seafarer Exploration's price. Additionally, you may evaluate how the addition of Seafarer Exploration to your portfolios can decrease your overall portfolio volatility.