Embarr Downs Stock Market Value
| EMBR Stock | USD 0.0006 0.0001 14.29% |
| Symbol | Embarr |
Embarr Downs '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 Embarr Downs' 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 Embarr Downs.
| 04/29/2025 |
| 07/28/2025 |
If you would invest 0.00 in Embarr Downs on April 29, 2025 and sell it all today you would earn a total of 0.00 from holding Embarr Downs or generate 0.0% return on investment in Embarr Downs over 90 days. Embarr Downs is related to or competes with DraftKings. Embarr Downs, Inc., through its subsidiaries, engages in buying, selling, and racing thoroughbreds in the United States More
Embarr Downs 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 Embarr Downs' 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 Embarr Downs upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 28.55 | |||
| Information Ratio | 0.1186 | |||
| Maximum Drawdown | 133.33 | |||
| Value At Risk | (25.00) | |||
| Potential Upside | 50.0 |
Embarr Downs Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Embarr Downs' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Embarr Downs' standard deviation. In reality, there are many statistical measures that can use Embarr Downs historical prices to predict the future Embarr Downs' volatility.| Risk Adjusted Performance | 0.1099 | |||
| Jensen Alpha | 2.52 | |||
| Total Risk Alpha | (2.49) | |||
| Sortino Ratio | 0.0806 | |||
| Treynor Ratio | (22.57) |
Embarr Downs Backtested Returns
Embarr Downs is out of control given 3 months investment horizon. Embarr Downs secures Sharpe Ratio (or Efficiency) of 0.0869, which denotes the company had a 0.0869 % return per unit of standard deviation over the last 3 months. We have analyzed twenty-seven different technical indicators, which can help you to evaluate if expected returns of 1.57% are justified by taking the suggested risk. Use Embarr Downs Downside Deviation of 28.55, semi deviation of 8.16, and Mean Deviation of 9.14 to evaluate company specific risk that cannot be diversified away. Embarr Downs holds a performance score of 6 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of -0.11, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Embarr Downs are expected to decrease at a much lower rate. During the bear market, Embarr Downs is likely to outperform the market. Use Embarr Downs coefficient of variation and the relationship between the treynor ratio and rate of daily change , to analyze future returns on Embarr Downs.
Auto-correlation | -0.26 |
Weak reverse predictability
Embarr Downs has weak reverse predictability. Overlapping area represents the amount of predictability between Embarr Downs time series from 29th of April 2025 to 13th of June 2025 and 13th of June 2025 to 28th of July 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 Embarr Downs price movement. The serial correlation of -0.26 indicates that nearly 26.0% of current Embarr Downs price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.26 | |
| Spearman Rank Test | 0.07 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Embarr Downs lagged returns against current returns
Autocorrelation, which is Embarr Downs 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 Embarr Downs' pink sheet expected returns. We can calculate the autocorrelation of Embarr Downs returns to help us make a trade decision. For example, suppose you find that Embarr Downs 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 |
Embarr Downs 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 Embarr Downs pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Embarr Downs pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Embarr Downs pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Embarr Downs Lagged Returns
When evaluating Embarr Downs' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Embarr Downs pink sheet have on its future price. Embarr Downs 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, Embarr Downs autocorrelation shows the relationship between Embarr Downs pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Embarr Downs.
Regressed Prices |
| Timeline |
Pair Trading with Embarr Downs
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 Embarr Downs 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 Embarr Downs will appreciate offsetting losses from the drop in the long position's value.Moving against Embarr Pink Sheet
The ability to find closely correlated positions to Embarr Downs could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Embarr Downs 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 Embarr Downs - 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 Embarr Downs to buy it.
The correlation of Embarr Downs 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 Embarr Downs moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Embarr Downs 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 Embarr Downs 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 Embarr Pink Sheet Analysis
When running Embarr Downs' price analysis, check to measure Embarr Downs' 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 Embarr Downs is operating at the current time. Most of Embarr Downs' value examination focuses on studying past and present price action to predict the probability of Embarr Downs' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Embarr Downs' price. Additionally, you may evaluate how the addition of Embarr Downs to your portfolios can decrease your overall portfolio volatility.