Zimtu Capital Corp Stock Market Value
| ZC Stock | CAD 0.04 0.00 0.00% |
| Symbol | Zimtu |
Zimtu Capital Corp Price To Book Ratio
Zimtu 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 Zimtu Capital'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 Zimtu Capital.
| 10/31/2024 |
| 11/30/2024 |
If you would invest 0.00 in Zimtu Capital on October 31, 2024 and sell it all today you would earn a total of 0.00 from holding Zimtu Capital Corp or generate 0.0% return on investment in Zimtu Capital over 30 days. Zimtu Capital is related to or competes with Lomiko Metals. Zimtu Capital Corp. is a private equity and venture capital firm specializing in seed stage, early stage, acquisition, p... More
Zimtu 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 Zimtu Capital'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 Zimtu Capital Corp upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0749 | |||
| Maximum Drawdown | 58.33 |
Zimtu Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Zimtu Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Zimtu Capital's standard deviation. In reality, there are many statistical measures that can use Zimtu Capital historical prices to predict the future Zimtu Capital's volatility.| Risk Adjusted Performance | 0.0821 | |||
| Jensen Alpha | 0.6032 | |||
| Total Risk Alpha | (0.48) | |||
| Treynor Ratio | 4.38 |
Zimtu Capital Corp Backtested Returns
Zimtu Capital appears to be out of control, given 3 months investment horizon. Zimtu Capital Corp shows Sharpe Ratio of 0.0981, which attests that the company had a 0.0981% return per unit of risk over the last 3 months. By examining Zimtu Capital's technical indicators, you can evaluate if the expected return of 0.66% is justified by implied risk. Please utilize Zimtu Capital's Market Risk Adjusted Performance of 4.39, mean deviation of 1.98, and Standard Deviation of 6.59 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Zimtu Capital holds a performance score of 7. The firm maintains a market beta of 0.14, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Zimtu Capital's returns are expected to increase less than the market. However, during the bear market, the loss of holding Zimtu Capital is expected to be smaller as well. Please check Zimtu Capital's treynor ratio and rate of daily change , to make a quick decision on whether Zimtu Capital's historical returns will revert.
Auto-correlation | 0.10 |
Insignificant predictability
Zimtu Capital Corp has insignificant predictability. Overlapping area represents the amount of predictability between Zimtu Capital time series from 31st of October 2024 to 15th of November 2024 and 15th of November 2024 to 30th 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 Zimtu Capital Corp price movement. The serial correlation of 0.1 indicates that less than 10.0% of current Zimtu Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.1 | |
| Spearman Rank Test | 0.99 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Zimtu Capital Corp lagged returns against current returns
Autocorrelation, which is Zimtu Capital 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 Zimtu Capital's stock expected returns. We can calculate the autocorrelation of Zimtu Capital returns to help us make a trade decision. For example, suppose you find that Zimtu Capital 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 |
Zimtu 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 Zimtu Capital stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Zimtu Capital stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Zimtu Capital stock over time.
Current vs Lagged Prices |
| Timeline |
Zimtu Capital Lagged Returns
When evaluating Zimtu Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Zimtu Capital stock have on its future price. Zimtu 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, Zimtu Capital autocorrelation shows the relationship between Zimtu Capital stock current value and its past values and can show if there is a momentum factor associated with investing in Zimtu Capital Corp.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Zimtu Stock Analysis
When running Zimtu Capital's price analysis, check to measure Zimtu Capital'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 Zimtu Capital is operating at the current time. Most of Zimtu Capital's value examination focuses on studying past and present price action to predict the probability of Zimtu Capital's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Zimtu Capital's price. Additionally, you may evaluate how the addition of Zimtu Capital to your portfolios can decrease your overall portfolio volatility.