Zalemark Holding Co Stock Market Value
| ZMRK Stock | USD 0.0005 0.0001 25.00% |
| Symbol | Zalemark |
Zalemark Holding '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 Zalemark Holding'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 Zalemark Holding.
| 06/01/2024 |
| 11/28/2024 |
If you would invest 0.00 in Zalemark Holding on June 1, 2024 and sell it all today you would earn a total of 0.00 from holding Zalemark Holding Co or generate 0.0% return on investment in Zalemark Holding over 180 days. Zalemark Holding Company Inc. designs, develops, manufactures, and markets fine jewelry products More
Zalemark Holding 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 Zalemark Holding'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 Zalemark Holding Co upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 19.31 | |||
| Information Ratio | 0.0038 | |||
| Maximum Drawdown | 60.0 | |||
| Value At Risk | (16.67) | |||
| Potential Upside | 25.0 |
Zalemark Holding Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Zalemark Holding's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Zalemark Holding's standard deviation. In reality, there are many statistical measures that can use Zalemark Holding historical prices to predict the future Zalemark Holding's volatility.| Risk Adjusted Performance | 0.022 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (1.31) | |||
| Sortino Ratio | 0.0019 | |||
| Treynor Ratio | 0.1083 |
Zalemark Holding Backtested Returns
Zalemark Holding appears to be out of control, given 3 months investment horizon. Zalemark Holding shows Sharpe Ratio of 0.0448, which attests that the company had a 0.0448% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Zalemark Holding, which you can use to evaluate the volatility of the company. Please utilize Zalemark Holding's Downside Deviation of 19.31, mean deviation of 4.07, and Market Risk Adjusted Performance of 0.1183 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Zalemark Holding holds a performance score of 3. The firm maintains a market beta of 1.41, which attests to 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, Zalemark Holding will likely underperform. Please check Zalemark Holding's value at risk, as well as the relationship between the skewness and day typical price , to make a quick decision on whether Zalemark Holding's historical returns will revert.
Auto-correlation | 0.01 |
Virtually no predictability
Zalemark Holding Co has virtually no predictability. Overlapping area represents the amount of predictability between Zalemark Holding time series from 1st of June 2024 to 30th of August 2024 and 30th of August 2024 to 28th 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 Zalemark Holding price movement. The serial correlation of 0.01 indicates that just 1.0% of current Zalemark Holding price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.01 | |
| Spearman Rank Test | -0.17 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Zalemark Holding lagged returns against current returns
Autocorrelation, which is Zalemark Holding 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 Zalemark Holding's pink sheet expected returns. We can calculate the autocorrelation of Zalemark Holding returns to help us make a trade decision. For example, suppose you find that Zalemark Holding 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 |
Zalemark Holding 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 Zalemark Holding pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Zalemark Holding pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Zalemark Holding pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Zalemark Holding Lagged Returns
When evaluating Zalemark Holding's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Zalemark Holding pink sheet have on its future price. Zalemark Holding 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, Zalemark Holding autocorrelation shows the relationship between Zalemark Holding pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Zalemark Holding Co.
Regressed Prices |
| Timeline |
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Zalemark Holding financial ratios help investors to determine whether Zalemark 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 Zalemark with respect to the benefits of owning Zalemark Holding security.