Aquagold International Stock Market Value
| AQUI Stock | USD 0.0004 0.01 93.33% |
| Symbol | Aquagold |
Aquagold International '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 Aquagold International'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 Aquagold International.
| 01/04/2023 |
| 12/24/2024 |
If you would invest 0.00 in Aquagold International on January 4, 2023 and sell it all today you would earn a total of 0.00 from holding Aquagold International or generate 0.0% return on investment in Aquagold International over 720 days. Aquagold International is related to or competes with PepsiCo, Coca Cola, Monster Beverage, Celsius Holdings, and Keurig Dr. Aqua Gold International, Inc. provides Canadian spring water products worldwide More
Aquagold International 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 Aquagold International'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 Aquagold International upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.13) |
Aquagold International Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Aquagold International's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Aquagold International's standard deviation. In reality, there are many statistical measures that can use Aquagold International historical prices to predict the future Aquagold International's volatility.| Risk Adjusted Performance | (0.09) | |||
| Jensen Alpha | (1.42) | |||
| Total Risk Alpha | (1.76) | |||
| Treynor Ratio | 5.08 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Aquagold International'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.
Aquagold International Backtested Returns
Aquagold International secures Sharpe Ratio (or Efficiency) of -0.13, which signifies that the company had a -0.13% return per unit of risk over the last 3 months. Aquagold International exposes eighteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Aquagold International's Standard Deviation of 11.49, risk adjusted performance of (0.09), and Mean Deviation of 2.79 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.28, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Aquagold International are expected to decrease at a much lower rate. During the bear market, Aquagold International is likely to outperform the market. At this point, Aquagold International has a negative expected return of -1.48%. Please make sure to confirm Aquagold International's jensen alpha and day median price , to decide if Aquagold International performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.37 |
Poor reverse predictability
Aquagold International has poor reverse predictability. Overlapping area represents the amount of predictability between Aquagold International time series from 4th of January 2023 to 30th of December 2023 and 30th of December 2023 to 24th of December 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 Aquagold International price movement. The serial correlation of -0.37 indicates that just about 37.0% of current Aquagold International price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.37 | |
| Spearman Rank Test | -0.25 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Aquagold International lagged returns against current returns
Autocorrelation, which is Aquagold International 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 Aquagold International's pink sheet expected returns. We can calculate the autocorrelation of Aquagold International returns to help us make a trade decision. For example, suppose you find that Aquagold International 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 |
Aquagold International 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 Aquagold International pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Aquagold International pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Aquagold International pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Aquagold International Lagged Returns
When evaluating Aquagold International's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Aquagold International pink sheet have on its future price. Aquagold International 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, Aquagold International autocorrelation shows the relationship between Aquagold International pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Aquagold International.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Aquagold Pink Sheet
Aquagold International financial ratios help investors to determine whether Aquagold 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 Aquagold with respect to the benefits of owning Aquagold International security.