OCULUS VISIONTECH (Germany) Market Value
| USF1 Stock | EUR 0.04 0.01 16.28% |
| Symbol | OCULUS |
OCULUS VISIONTECH '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 OCULUS VISIONTECH's stock 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 OCULUS VISIONTECH.
| 07/05/2023 |
| 11/26/2024 |
If you would invest 0.00 in OCULUS VISIONTECH on July 5, 2023 and sell it all today you would earn a total of 0.00 from holding OCULUS VISIONTECH or generate 0.0% return on investment in OCULUS VISIONTECH over 510 days. OCULUS VISIONTECH is related to or competes with Gamma Communications, Cleanaway Waste, WillScot Mobile, Chunghwa Telecom, OFFICE DEPOT, Ribbon Communications, and MAVEN WIRELESS. Oculus VisionTech, Inc. designs and markets digital marking technology to business customers in the United States and Ca... More
OCULUS VISIONTECH 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 OCULUS VISIONTECH's stock 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 OCULUS VISIONTECH upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 41.67 | |||
| Information Ratio | 0.2134 | |||
| Maximum Drawdown | 203.94 | |||
| Value At Risk | (53.06) | |||
| Potential Upside | 113.04 |
OCULUS VISIONTECH Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for OCULUS VISIONTECH's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as OCULUS VISIONTECH's standard deviation. In reality, there are many statistical measures that can use OCULUS VISIONTECH historical prices to predict the future OCULUS VISIONTECH's volatility.| Risk Adjusted Performance | 0.1749 | |||
| Jensen Alpha | 11.25 | |||
| Total Risk Alpha | 3.02 | |||
| Sortino Ratio | 0.2558 | |||
| Treynor Ratio | (2.72) |
OCULUS VISIONTECH Backtested Returns
OCULUS VISIONTECH is out of control given 3 months investment horizon. OCULUS VISIONTECH maintains Sharpe Ratio (i.e., Efficiency) of 0.22, which implies the company had a 0.22% return per unit of standard deviation over the last 3 months. We were able to analyze and collect data for twenty-seven different technical indicators, which can help you to evaluate if expected returns of 11.0% are justified by taking the suggested risk. Use OCULUS VISIONTECH Coefficient Of Variation of 463.1, market risk adjusted performance of (2.71), and Mean Deviation of 37.33 to evaluate company specific risk that cannot be diversified away. OCULUS VISIONTECH holds a performance score of 17 on a scale of zero to a hundred. The firm holds a Beta of -3.96, which implies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning OCULUS VISIONTECH are expected to decrease by larger amounts. On the other hand, during market turmoil, OCULUS VISIONTECH is expected to outperform it. Use OCULUS VISIONTECH potential upside, semi variance, and the relationship between the value at risk and downside variance , to analyze future returns on OCULUS VISIONTECH.
Auto-correlation | -0.12 |
Insignificant reverse predictability
OCULUS VISIONTECH has insignificant reverse predictability. Overlapping area represents the amount of predictability between OCULUS VISIONTECH time series from 5th of July 2023 to 16th of March 2024 and 16th of March 2024 to 26th 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 OCULUS VISIONTECH price movement. The serial correlation of -0.12 indicates that less than 12.0% of current OCULUS VISIONTECH price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.12 | |
| Spearman Rank Test | -0.12 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
OCULUS VISIONTECH lagged returns against current returns
Autocorrelation, which is OCULUS VISIONTECH stock'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 OCULUS VISIONTECH's stock expected returns. We can calculate the autocorrelation of OCULUS VISIONTECH returns to help us make a trade decision. For example, suppose you find that OCULUS VISIONTECH has exhibited high autocorrelation historically, and you observe that the stock 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 |
OCULUS VISIONTECH 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 OCULUS VISIONTECH stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if OCULUS VISIONTECH stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in OCULUS VISIONTECH stock over time.
Current vs Lagged Prices |
| Timeline |
OCULUS VISIONTECH Lagged Returns
When evaluating OCULUS VISIONTECH's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of OCULUS VISIONTECH stock have on its future price. OCULUS VISIONTECH 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, OCULUS VISIONTECH autocorrelation shows the relationship between OCULUS VISIONTECH stock current value and its past values and can show if there is a momentum factor associated with investing in OCULUS VISIONTECH.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in OCULUS Stock
OCULUS VISIONTECH financial ratios help investors to determine whether OCULUS Stock 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 OCULUS with respect to the benefits of owning OCULUS VISIONTECH security.