North America Frac Stock Market Value
| NAFS Stock | USD 0.0001 0.00 0.00% |
| Symbol | North |
North America '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 North America'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 North America.
| 05/17/2025 |
| 08/15/2025 |
If you would invest 0.00 in North America on May 17, 2025 and sell it all today you would earn a total of 0.00 from holding North America Frac or generate 0.0% return on investment in North America over 90 days. North America is related to or competes with Oncology Institute, Aveanna Healthcare, P3 Health, Lifestance Health, Agilon Health, Pennant, and Universal Health. North America Frac Sand, Inc., doing business as Voycare, provides telemedicine and medical tourism services in the Unit... More
North America 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 North America'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 North America Frac upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.112 | |||
| Maximum Drawdown | 1000.0 |
North America Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for North America's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as North America's standard deviation. In reality, there are many statistical measures that can use North America historical prices to predict the future North America's volatility.| Risk Adjusted Performance | 0.0909 | |||
| Jensen Alpha | 12.53 | |||
| Total Risk Alpha | 0.2732 | |||
| Treynor Ratio | 0.5837 |
North America Frac Backtested Returns
North America is out of control given 3 months investment horizon. North America Frac has Sharpe Ratio of 0.11, which conveys that the firm had a 0.11 % return per unit of risk over the last 3 months. We were able to analyze and collect data for seventeen different technical indicators, which can help you to evaluate if expected returns of 14.52% are justified by taking the suggested risk. Use North America Frac Standard Deviation of 128.8, risk adjusted performance of 0.0909, and Mean Deviation of 34.55 to evaluate company specific risk that cannot be diversified away. North America holds a performance score of 8 on a scale of zero to a hundred. The company secures a Beta (Market Risk) of 24.85, which conveys 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, North America will likely underperform. Use North America Frac risk adjusted performance, variance, as well as the relationship between the Variance and kurtosis , to analyze future returns on North America Frac.
Auto-correlation | 0.08 |
Virtually no predictability
North America Frac has virtually no predictability. Overlapping area represents the amount of predictability between North America time series from 17th of May 2025 to 1st of July 2025 and 1st of July 2025 to 15th 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 North America Frac price movement. The serial correlation of 0.08 indicates that barely 8.0% of current North America price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.08 | |
| Spearman Rank Test | 0.09 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
North America Frac lagged returns against current returns
Autocorrelation, which is North America 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 North America's pink sheet expected returns. We can calculate the autocorrelation of North America returns to help us make a trade decision. For example, suppose you find that North America 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 |
North America 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 North America pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if North America pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in North America pink sheet over time.
Current vs Lagged Prices |
| Timeline |
North America Lagged Returns
When evaluating North America's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of North America pink sheet have on its future price. North America 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, North America autocorrelation shows the relationship between North America pink sheet current value and its past values and can show if there is a momentum factor associated with investing in North America Frac.
Regressed Prices |
| Timeline |
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Additional Tools for North Pink Sheet Analysis
When running North America's price analysis, check to measure North America'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 North America is operating at the current time. Most of North America's value examination focuses on studying past and present price action to predict the probability of North America's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move North America's price. Additionally, you may evaluate how the addition of North America to your portfolios can decrease your overall portfolio volatility.