Alkaline Water Stock Market Value
| WTER Stock | USD 0.13 0.01 8.33% |
| Symbol | Alkaline |
Alkaline Water '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 Alkaline Water'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 Alkaline Water.
| 12/13/2025 |
| 01/12/2026 |
If you would invest 0.00 in Alkaline Water on December 13, 2025 and sell it all today you would earn a total of 0.00 from holding Alkaline Water or generate 0.0% return on investment in Alkaline Water over 30 days. Alkaline Water is related to or competes with Dnd Technologies. The Alkaline Water Company Inc. produces, distributes, and markets bottled alkaline water in the United States More
Alkaline Water 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 Alkaline Water'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 Alkaline Water upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 12.62 | |||
| Information Ratio | 0.0417 | |||
| Maximum Drawdown | 54.66 | |||
| Value At Risk | (14.29) | |||
| Potential Upside | 20.0 |
Alkaline Water Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Alkaline Water's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Alkaline Water's standard deviation. In reality, there are many statistical measures that can use Alkaline Water historical prices to predict the future Alkaline Water's volatility.| Risk Adjusted Performance | 0.0469 | |||
| Jensen Alpha | 0.3654 | |||
| Total Risk Alpha | (0.67) | |||
| Sortino Ratio | 0.0347 | |||
| Treynor Ratio | 0.28 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Alkaline Water'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.
Alkaline Water Backtested Returns
Alkaline Water appears to be out of control, given 3 months investment horizon. Alkaline Water secures Sharpe Ratio (or Efficiency) of 0.0511, which signifies that the company had a 0.0511 % return per unit of risk over the last 3 months. By analyzing Alkaline Water's technical indicators, you can evaluate if the expected return of 0.54% is justified by implied risk. Please makes use of Alkaline Water's Risk Adjusted Performance of 0.0469, downside deviation of 12.62, and Mean Deviation of 7.06 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Alkaline Water holds a performance score of 4. The firm shows a Beta (market volatility) of 1.87, which signifies 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, Alkaline Water will likely underperform. Please check Alkaline Water's maximum drawdown and the relationship between the expected short fall and period momentum indicator , to make a quick decision on whether Alkaline Water's price patterns will revert.
Auto-correlation | -0.14 |
Insignificant reverse predictability
Alkaline Water has insignificant reverse predictability. Overlapping area represents the amount of predictability between Alkaline Water time series from 13th of December 2025 to 28th of December 2025 and 28th of December 2025 to 12th 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 Alkaline Water price movement. The serial correlation of -0.14 indicates that less than 14.0% of current Alkaline Water price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.14 | |
| Spearman Rank Test | -0.04 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Alkaline Water lagged returns against current returns
Autocorrelation, which is Alkaline Water 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 Alkaline Water's pink sheet expected returns. We can calculate the autocorrelation of Alkaline Water returns to help us make a trade decision. For example, suppose you find that Alkaline Water 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 |
Alkaline Water 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 Alkaline Water pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Alkaline Water pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Alkaline Water pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Alkaline Water Lagged Returns
When evaluating Alkaline Water's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Alkaline Water pink sheet have on its future price. Alkaline Water 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, Alkaline Water autocorrelation shows the relationship between Alkaline Water pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Alkaline Water.
Regressed Prices |
| Timeline |
Pair Trading with Alkaline Water
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 Alkaline Water 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 Alkaline Water will appreciate offsetting losses from the drop in the long position's value.Moving against Alkaline Pink Sheet
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| 0.63 | DD | Dupont De Nemours | PairCorr |
The ability to find closely correlated positions to Alkaline Water could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Alkaline Water 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 Alkaline Water - 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 Alkaline Water to buy it.
The correlation of Alkaline Water 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 Alkaline Water moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Alkaline Water 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 Alkaline Water 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 Alkaline Pink Sheet Analysis
When running Alkaline Water's price analysis, check to measure Alkaline Water'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 Alkaline Water is operating at the current time. Most of Alkaline Water's value examination focuses on studying past and present price action to predict the probability of Alkaline Water's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Alkaline Water's price. Additionally, you may evaluate how the addition of Alkaline Water to your portfolios can decrease your overall portfolio volatility.