Funr Stock Market Value
| FUNR Stock | USD 0.0005 0.0001 16.67% |
| Symbol | FUNR |
FUNR '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 FUNR'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 FUNR.
| 05/15/2025 |
| 08/13/2025 |
If you would invest 0.00 in FUNR on May 15, 2025 and sell it all today you would earn a total of 0.00 from holding FUNR or generate 0.0% return on investment in FUNR over 90 days. FUNR is related to or competes with Bayfirst Financial, Base Carbon, Coastal Carolina, and Third Millennium. FUNR creates and distributes herbal energy juices to energy beverage market worldwide More
FUNR 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 FUNR'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 FUNR upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 16.77 | |||
| Information Ratio | (0) | |||
| Maximum Drawdown | 58.33 | |||
| Value At Risk | (22.22) | |||
| Potential Upside | 28.57 |
FUNR Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for FUNR's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as FUNR's standard deviation. In reality, there are many statistical measures that can use FUNR historical prices to predict the future FUNR's volatility.| Risk Adjusted Performance | 0.0133 | |||
| Jensen Alpha | 0.3863 | |||
| Total Risk Alpha | (1.78) | |||
| Sortino Ratio | (0) | |||
| Treynor Ratio | (0.02) |
FUNR Backtested Returns
FUNR secures Sharpe Ratio (or Efficiency) of -0.0111, which denotes the company had a -0.0111 % return per unit of risk over the last 3 months. FUNR exposes twenty-eight different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm FUNR's Semi Deviation of 10.33, mean deviation of 9.53, and Downside Deviation of 16.77 to check the risk estimate we provide. The firm shows a Beta (market volatility) of -3.2, which means a somewhat significant risk relative to the market. As returns on the market increase, returns on owning FUNR are expected to decrease by larger amounts. On the other hand, during market turmoil, FUNR is expected to outperform it. At this point, FUNR has a negative expected return of -0.16%. Please make sure to confirm FUNR's treynor ratio and the relationship between the semi variance and period momentum indicator , to decide if FUNR performance from the past will be repeated at future time.
Auto-correlation | 0.28 |
Poor predictability
FUNR has poor predictability. Overlapping area represents the amount of predictability between FUNR time series from 15th of May 2025 to 29th of June 2025 and 29th of June 2025 to 13th of August 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 FUNR price movement. The serial correlation of 0.28 indicates that nearly 28.0% of current FUNR price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.28 | |
| Spearman Rank Test | -0.13 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
FUNR lagged returns against current returns
Autocorrelation, which is FUNR 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 FUNR's pink sheet expected returns. We can calculate the autocorrelation of FUNR returns to help us make a trade decision. For example, suppose you find that FUNR 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 |
FUNR 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 FUNR pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if FUNR pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in FUNR pink sheet over time.
Current vs Lagged Prices |
| Timeline |
FUNR Lagged Returns
When evaluating FUNR's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of FUNR pink sheet have on its future price. FUNR 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, FUNR autocorrelation shows the relationship between FUNR pink sheet current value and its past values and can show if there is a momentum factor associated with investing in FUNR.
Regressed Prices |
| Timeline |
Pair Trading with FUNR
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 FUNR 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 FUNR will appreciate offsetting losses from the drop in the long position's value.Moving together with FUNR Pink Sheet
Moving against FUNR Pink Sheet
| 0.82 | AVGO | Broadcom Aggressive Push | PairCorr |
| 0.81 | MSFT | Microsoft | PairCorr |
| 0.8 | HCM | HUTCHMED DRC | PairCorr |
| 0.79 | NVDA | NVIDIA | PairCorr |
| 0.78 | META | Meta Platforms Aggressive Push | PairCorr |
The ability to find closely correlated positions to FUNR could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace FUNR 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 FUNR - 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 FUNR to buy it.
The correlation of FUNR 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 FUNR moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if FUNR 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 FUNR 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 FUNR Pink Sheet Analysis
When running FUNR's price analysis, check to measure FUNR'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 FUNR is operating at the current time. Most of FUNR's value examination focuses on studying past and present price action to predict the probability of FUNR's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move FUNR's price. Additionally, you may evaluate how the addition of FUNR to your portfolios can decrease your overall portfolio volatility.