National Storm Recovery Stock Market Value
| SGTM Stock | USD 0.35 0.03 7.89% |
| Symbol | National |
National Storm '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 National Storm'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 National Storm.
| 10/28/2024 |
| 11/27/2024 |
If you would invest 0.00 in National Storm on October 28, 2024 and sell it all today you would earn a total of 0.00 from holding National Storm Recovery or generate 0.0% return on investment in National Storm over 30 days. National Storm is related to or competes with Canfor, Conifex Timber, and Simpson Manufacturing. Sustainable Green Team, Ltd., through its subsidiaries, provides stormdisaster recovery services More
National Storm 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 National Storm'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 National Storm Recovery upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 12.12 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 90.5 | |||
| Value At Risk | (17.65) | |||
| Potential Upside | 25.49 |
National Storm Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for National Storm's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as National Storm's standard deviation. In reality, there are many statistical measures that can use National Storm historical prices to predict the future National Storm's volatility.| Risk Adjusted Performance | 0.0103 | |||
| Jensen Alpha | (0.12) | |||
| Total Risk Alpha | (2.14) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.0055 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of National Storm'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.
National Storm Recovery Backtested Returns
National Storm appears to be out of control, given 3 months investment horizon. National Storm Recovery has Sharpe Ratio of 0.0226, which conveys that the firm had a 0.0226% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for National Storm, which you can use to evaluate the volatility of the firm. Please exercise National Storm's Risk Adjusted Performance of 0.0103, mean deviation of 9.17, and Downside Deviation of 12.12 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, National Storm holds a performance score of 1. The company secures a Beta (Market Risk) of 1.04, which conveys a somewhat significant risk relative to the market. National Storm returns are very sensitive to returns on the market. As the market goes up or down, National Storm is expected to follow. Please check National Storm's downside variance, as well as the relationship between the daily balance of power and period momentum indicator , to make a quick decision on whether National Storm's current price movements will revert.
Auto-correlation | 0.71 |
Good predictability
National Storm Recovery has good predictability. Overlapping area represents the amount of predictability between National Storm time series from 28th of October 2024 to 12th of November 2024 and 12th of November 2024 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 National Storm Recovery price movement. The serial correlation of 0.71 indicates that around 71.0% of current National Storm price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.71 | |
| Spearman Rank Test | 0.64 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
National Storm Recovery lagged returns against current returns
Autocorrelation, which is National Storm 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 National Storm's pink sheet expected returns. We can calculate the autocorrelation of National Storm returns to help us make a trade decision. For example, suppose you find that National Storm 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 |
National Storm 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 National Storm pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if National Storm pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in National Storm pink sheet over time.
Current vs Lagged Prices |
| Timeline |
National Storm Lagged Returns
When evaluating National Storm's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of National Storm pink sheet have on its future price. National Storm 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, National Storm autocorrelation shows the relationship between National Storm pink sheet current value and its past values and can show if there is a momentum factor associated with investing in National Storm Recovery.
Regressed Prices |
| Timeline |
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National Storm financial ratios help investors to determine whether National 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 National with respect to the benefits of owning National Storm security.