Roth Ch Acquisition Stock Market Value
| USCTF Stock | 1.90 0.00 0.00% |
| Symbol | Roth |
Roth CH '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 Roth CH'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 Roth CH.
| 06/28/2025 |
| 12/25/2025 |
If you would invest 0.00 in Roth CH on June 28, 2025 and sell it all today you would earn a total of 0.00 from holding Roth CH Acquisition or generate 0.0% return on investment in Roth CH over 180 days.
Roth CH 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 Roth CH'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 Roth CH Acquisition upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 19.6 | |||
| Information Ratio | 0.1042 | |||
| Maximum Drawdown | 156.36 | |||
| Value At Risk | (9.26) | |||
| Potential Upside | 4.84 |
Roth CH Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Roth CH's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Roth CH's standard deviation. In reality, there are many statistical measures that can use Roth CH historical prices to predict the future Roth CH's volatility.| Risk Adjusted Performance | 0.0853 | |||
| Jensen Alpha | 1.83 | |||
| Total Risk Alpha | 0.4498 | |||
| Sortino Ratio | 0.099 | |||
| Treynor Ratio | 0.7009 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Roth CH'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.
Roth CH Acquisition Backtested Returns
Roth CH is out of control given 3 months investment horizon. Roth CH Acquisition maintains Sharpe Ratio (i.e., Efficiency) of 0.11, which implies the firm had a 0.11 % return per unit of risk over the last 3 months. We were able to interpolate and analyze data for twenty-four different technical indicators, which can help you to evaluate if expected returns of 2.21% are justified by taking the suggested risk. Use Roth CH Coefficient Of Variation of 927.48, semi deviation of 6.72, and Risk Adjusted Performance of 0.0853 to evaluate company specific risk that cannot be diversified away. Roth CH holds a performance score of 8 on a scale of zero to a hundred. The company holds a Beta of 2.85, which implies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Roth CH will likely underperform. Use Roth CH potential upside, as well as the relationship between the skewness and day typical price , to analyze future returns on Roth CH.
Auto-correlation | 0.28 |
Poor predictability
Roth CH Acquisition has poor predictability. Overlapping area represents the amount of predictability between Roth CH 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 Roth CH Acquisition price movement. The serial correlation of 0.28 indicates that nearly 28.0% of current Roth CH price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.28 | |
| Spearman Rank Test | 0.18 | |
| Residual Average | 0.0 | |
| Price Variance | 0.36 |
Roth CH Acquisition lagged returns against current returns
Autocorrelation, which is Roth CH 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 Roth CH's pink sheet expected returns. We can calculate the autocorrelation of Roth CH returns to help us make a trade decision. For example, suppose you find that Roth CH 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 |
Roth CH 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 Roth CH pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Roth CH pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Roth CH pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Roth CH Lagged Returns
When evaluating Roth CH's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Roth CH pink sheet have on its future price. Roth CH 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, Roth CH autocorrelation shows the relationship between Roth CH pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Roth CH Acquisition.
Regressed Prices |
| Timeline |