Urbana Stock Market Value
| URNAF Stock | USD 4.35 0.05 1.16% |
| Symbol | Urbana |
Urbana '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 Urbana'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 Urbana.
| 01/17/2025 |
| 02/16/2025 |
If you would invest 0.00 in Urbana on January 17, 2025 and sell it all today you would earn a total of 0.00 from holding Urbana or generate 0.0% return on investment in Urbana over 30 days. Urbana is related to or competes with Princeton Capital, Clarke, and Guardian Capital. Urbana Corporation is an investment fund launched and managed by Caldwell Investment Management Ltd More
Urbana 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 Urbana'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 Urbana upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.44 | |||
| Information Ratio | 0.0839 | |||
| Maximum Drawdown | 18.28 | |||
| Value At Risk | (2.34) | |||
| Potential Upside | 2.87 |
Urbana Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Urbana's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Urbana's standard deviation. In reality, there are many statistical measures that can use Urbana historical prices to predict the future Urbana's volatility.| Risk Adjusted Performance | 0.0697 | |||
| Jensen Alpha | 0.1918 | |||
| Total Risk Alpha | 0.1879 | |||
| Sortino Ratio | 0.0781 | |||
| Treynor Ratio | (0.58) |
Urbana Backtested Returns
Urbana appears to be moderately volatile, given 3 months investment horizon. Urbana owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0905, which indicates the firm had a 0.0905 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Urbana, which you can use to evaluate the volatility of the company. Please review Urbana's Risk Adjusted Performance of 0.0697, semi deviation of 1.0, and Coefficient Of Variation of 1126.8 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Urbana holds a performance score of 7. The entity has a beta of -0.33, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Urbana are expected to decrease at a much lower rate. During the bear market, Urbana is likely to outperform the market. Please check Urbana'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 Urbana's existing price patterns will revert.
Auto-correlation | -0.31 |
Poor reverse predictability
Urbana has poor reverse predictability. Overlapping area represents the amount of predictability between Urbana time series from 17th of January 2025 to 1st of February 2025 and 1st of February 2025 to 16th of February 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 Urbana price movement. The serial correlation of -0.31 indicates that nearly 31.0% of current Urbana price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.31 | |
| Spearman Rank Test | 0.1 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Urbana lagged returns against current returns
Autocorrelation, which is Urbana 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 Urbana's pink sheet expected returns. We can calculate the autocorrelation of Urbana returns to help us make a trade decision. For example, suppose you find that Urbana 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 |
Urbana 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 Urbana pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Urbana pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Urbana pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Urbana Lagged Returns
When evaluating Urbana's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Urbana pink sheet have on its future price. Urbana 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, Urbana autocorrelation shows the relationship between Urbana pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Urbana.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Urbana Pink Sheet
Urbana financial ratios help investors to determine whether Urbana 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 Urbana with respect to the benefits of owning Urbana security.