Skytop Lodge Stock Market Value
| SKTP Stock | USD 1,760 0.00 0.00% |
| Symbol | Skytop |
Skytop Lodge '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 Skytop Lodge'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 Skytop Lodge.
| 06/28/2025 |
| 12/25/2025 |
If you would invest 0.00 in Skytop Lodge on June 28, 2025 and sell it all today you would earn a total of 0.00 from holding Skytop Lodge or generate 0.0% return on investment in Skytop Lodge over 180 days. Skytop Lodge is related to or competes with Bowlin Travel, Unisync Corp, Goodfood Market, Electric Last, Henderson Investment, and Aegis Brands. Its amenities include lodging and accommodations, and a floral shop wedding venues, executive conferences centers, and c... More
Skytop Lodge 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 Skytop Lodge'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 Skytop Lodge upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0501 | |||
| Maximum Drawdown | 7.2 |
Skytop Lodge Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Skytop Lodge's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Skytop Lodge's standard deviation. In reality, there are many statistical measures that can use Skytop Lodge historical prices to predict the future Skytop Lodge's volatility.| Risk Adjusted Performance | 0.1009 | |||
| Jensen Alpha | 0.1092 | |||
| Total Risk Alpha | 0.026 | |||
| Treynor Ratio | 1.47 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Skytop Lodge'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.
Skytop Lodge Backtested Returns
Currently, Skytop Lodge is very steady. Skytop Lodge owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.14, which indicates the firm had a 0.14 % return per unit of risk over the last 3 months. We have found sixteen technical indicators for Skytop Lodge, which you can use to evaluate the volatility of the company. Please validate Skytop Lodge's Variance of 0.7895, risk adjusted performance of 0.1009, and Coefficient Of Variation of 712.33 to confirm if the risk estimate we provide is consistent with the expected return of 0.13%. Skytop Lodge has a performance score of 11 on a scale of 0 to 100. The entity has a beta of 0.0783, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Skytop Lodge's returns are expected to increase less than the market. However, during the bear market, the loss of holding Skytop Lodge is expected to be smaller as well. Skytop Lodge right now has a risk of 0.91%. Please validate Skytop Lodge market risk adjusted performance, treynor ratio, as well as the relationship between the Treynor Ratio and day typical price , to decide if Skytop Lodge will be following its existing price patterns.
Auto-correlation | 0.80 |
Very good predictability
Skytop Lodge has very good predictability. Overlapping area represents the amount of predictability between Skytop Lodge time series from 28th of June 2025 to 26th of September 2025 and 26th of September 2025 to 25th of December 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 Skytop Lodge price movement. The serial correlation of 0.8 indicates that around 80.0% of current Skytop Lodge price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.8 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 3380.67 |
Skytop Lodge lagged returns against current returns
Autocorrelation, which is Skytop Lodge 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 Skytop Lodge's pink sheet expected returns. We can calculate the autocorrelation of Skytop Lodge returns to help us make a trade decision. For example, suppose you find that Skytop Lodge 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 |
Skytop Lodge 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 Skytop Lodge pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Skytop Lodge pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Skytop Lodge pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Skytop Lodge Lagged Returns
When evaluating Skytop Lodge's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Skytop Lodge pink sheet have on its future price. Skytop Lodge 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, Skytop Lodge autocorrelation shows the relationship between Skytop Lodge pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Skytop Lodge.
Regressed Prices |
| Timeline |
Pair Trading with Skytop Lodge
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Skytop Lodge position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Skytop Lodge will appreciate offsetting losses from the drop in the long position's value.Moving together with Skytop Pink Sheet
| 0.75 | MAR | Marriott International | PairCorr |
| 0.73 | IHG | InterContinental Hotels | PairCorr |
| 0.62 | ICHGF | InterContinental Hotels | PairCorr |
| 0.91 | ACCYY | Accor SA | PairCorr |
Moving against Skytop Pink Sheet
| 0.96 | WTBCF | Whitbread plc | PairCorr |
| 0.85 | WTBDY | Whitbread PLC ADR | PairCorr |
| 0.69 | WH | Wyndham Hotels Resorts | PairCorr |
| 0.56 | PTAIF | PT Astra International | PairCorr |
The ability to find closely correlated positions to Skytop Lodge could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Skytop Lodge when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Skytop Lodge - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Skytop Lodge to buy it.
The correlation of Skytop Lodge is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Skytop Lodge moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Skytop Lodge moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Skytop Lodge can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Additional Tools for Skytop Pink Sheet Analysis
When running Skytop Lodge's price analysis, check to measure Skytop Lodge'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 Skytop Lodge is operating at the current time. Most of Skytop Lodge's value examination focuses on studying past and present price action to predict the probability of Skytop Lodge's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Skytop Lodge's price. Additionally, you may evaluate how the addition of Skytop Lodge to your portfolios can decrease your overall portfolio volatility.