Stack Capital Group Stock Market Value
| STCGF Stock | USD 11.50 0.20 1.71% |
| Symbol | Stack |
Stack Capital '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 Stack Capital'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 Stack Capital.
| 01/19/2025 |
| 01/14/2026 |
If you would invest 0.00 in Stack Capital on January 19, 2025 and sell it all today you would earn a total of 0.00 from holding Stack Capital Group or generate 0.0% return on investment in Stack Capital over 360 days. Stack Capital is related to or competes with VietNam Holding, Bank Utica, First Acceptance, ENB Financial, Helios Fairfax, Main Street, and Community Bancorp. Stack Capital Group Inc. operates as an investment holding company More
Stack Capital 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 Stack Capital'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 Stack Capital Group upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.13 | |||
| Information Ratio | 0.0797 | |||
| Maximum Drawdown | 23.78 | |||
| Value At Risk | (4.15) | |||
| Potential Upside | 6.34 |
Stack Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Stack Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Stack Capital's standard deviation. In reality, there are many statistical measures that can use Stack Capital historical prices to predict the future Stack Capital's volatility.| Risk Adjusted Performance | 0.09 | |||
| Jensen Alpha | 0.3066 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | 0.0585 | |||
| Treynor Ratio | 1.51 |
Stack Capital Group Backtested Returns
Stack Capital appears to be somewhat reliable, given 3 months investment horizon. Stack Capital Group owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.11, which indicates the firm had a 0.11 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Stack Capital Group, which you can use to evaluate the volatility of the company. Please review Stack Capital's Risk Adjusted Performance of 0.09, semi deviation of 1.96, and Coefficient Of Variation of 907.15 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Stack Capital holds a performance score of 9. The entity has a beta of 0.22, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Stack Capital's returns are expected to increase less than the market. However, during the bear market, the loss of holding Stack Capital is expected to be smaller as well. Please check Stack Capital's coefficient of variation, maximum drawdown, skewness, as well as the relationship between the total risk alpha and downside variance , to make a quick decision on whether Stack Capital's existing price patterns will revert.
Auto-correlation | 0.64 |
Good predictability
Stack Capital Group has good predictability. Overlapping area represents the amount of predictability between Stack Capital time series from 19th of January 2025 to 18th of July 2025 and 18th of July 2025 to 14th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Stack Capital Group price movement. The serial correlation of 0.64 indicates that roughly 64.0% of current Stack Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.64 | |
| Spearman Rank Test | 0.47 | |
| Residual Average | 0.0 | |
| Price Variance | 0.59 |
Stack Capital Group lagged returns against current returns
Autocorrelation, which is Stack Capital 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 Stack Capital's pink sheet expected returns. We can calculate the autocorrelation of Stack Capital returns to help us make a trade decision. For example, suppose you find that Stack Capital 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 |
Stack Capital 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 Stack Capital pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Stack Capital pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Stack Capital pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Stack Capital Lagged Returns
When evaluating Stack Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Stack Capital pink sheet have on its future price. Stack Capital 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, Stack Capital autocorrelation shows the relationship between Stack Capital pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Stack Capital Group.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Stack Pink Sheet
Stack Capital financial ratios help investors to determine whether Stack 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 Stack with respect to the benefits of owning Stack Capital security.