Zimtu Capital Corp Stock Market Value
| ZTMUF Stock | USD 0.54 0.00 0.00% |
| Symbol | Zimtu |
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 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 Zimtu Capital.
| 01/09/2024 |
| 12/29/2025 |
If you would invest 0.00 in Zimtu Capital on January 9, 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 720 days. Zimtu Capital is related to or competes with NGE Capital, Regency Affiliates, Luminar Media, Teton Advisors, Flow Capital, Torrent Capital, and Arogo Capital. 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 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 Zimtu Capital Corp upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1235 | |||
| Maximum Drawdown | 4400.0 |
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 | 0.0967 | |||
| Jensen Alpha | 63.27 | |||
| Total Risk Alpha | 8.88 | |||
| Treynor Ratio | 1.36 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Zimtu Capital'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.
Zimtu Capital Corp Backtested Returns
Zimtu Capital is out of control given 3 months investment horizon. Zimtu Capital Corp shows Sharpe Ratio of 0.13, which attests that the company had a 0.13 % return per unit of risk over the last 3 months. We are able to break down and analyze data for seventeen different technical indicators, which can help you to evaluate if expected returns of 16.19% are justified by taking the suggested risk. Use Zimtu Capital Corp Standard Deviation of 541.57, market risk adjusted performance of 1.37, and Mean Deviation of 131.3 to evaluate company specific risk that cannot be diversified away. Zimtu Capital holds a performance score of 10 on a scale of zero to a hundred. The firm maintains a market beta of 49.09, 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, Zimtu Capital will likely underperform. Use Zimtu Capital Corp jensen alpha and day median price , to analyze future returns on Zimtu Capital Corp.
Auto-correlation | -0.43 |
Modest reverse predictability
Zimtu Capital Corp has modest reverse predictability. Overlapping area represents the amount of predictability between Zimtu Capital time series from 9th of January 2024 to 3rd of January 2025 and 3rd of January 2025 to 29th 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 Zimtu Capital Corp price movement. The serial correlation of -0.43 indicates that just about 43.0% of current Zimtu Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.43 | |
| Spearman Rank Test | 0.14 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
Zimtu Capital Corp lagged returns against current returns
Autocorrelation, which is Zimtu Capital 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 Zimtu Capital's pink sheet 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 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 |
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 pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Zimtu Capital pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Zimtu Capital pink sheet 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 pink sheet 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 pink sheet 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 |
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Other Information on Investing in Zimtu Pink Sheet
Zimtu Capital financial ratios help investors to determine whether Zimtu 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 Zimtu with respect to the benefits of owning Zimtu Capital security.