Oat Inc Stock Market Value
| OATN Stock | USD 0.01 0 47.76% |
| Symbol | OAT |
OAT '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 OAT'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 OAT.
| 04/29/2025 |
| 07/28/2025 |
If you would invest 0.00 in OAT on April 29, 2025 and sell it all today you would earn a total of 0.00 from holding OAT Inc or generate 0.0% return on investment in OAT over 90 days. OAT is related to or competes with Atlas Engineered, Armstrong World, Quanex Building, Apogee Enterprises, and Antelope Enterprise. O.A.T., Inc. operates as a natural resource development company More
OAT 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 OAT'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 OAT Inc upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 11.05 | |||
| Information Ratio | 0.0886 | |||
| Maximum Drawdown | 76.85 | |||
| Value At Risk | (8.08) | |||
| Potential Upside | 11.84 |
OAT Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for OAT's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as OAT's standard deviation. In reality, there are many statistical measures that can use OAT historical prices to predict the future OAT's volatility.| Risk Adjusted Performance | 0.0935 | |||
| Jensen Alpha | 0.8034 | |||
| Total Risk Alpha | (1.56) | |||
| Sortino Ratio | 0.0838 | |||
| Treynor Ratio | 0.6965 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of OAT'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.
OAT Inc Backtested Returns
OAT is out of control given 3 months investment horizon. OAT Inc maintains Sharpe Ratio (i.e., Efficiency) of 0.11, which implies the company had a 0.11 % return per unit of standard deviation over the last 3 months. We were able to interpolate and analyze data for twenty-nine different technical indicators, which can help you to evaluate if expected returns of 1.19% are justified by taking the suggested risk. Use OAT Mean Deviation of 4.04, market risk adjusted performance of 0.7065, and Coefficient Of Variation of 920.91 to evaluate company specific risk that cannot be diversified away. OAT holds a performance score of 8 on a scale of zero to a hundred. The firm holds a Beta of 1.62, which implies 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, OAT will likely underperform. Use OAT potential upside, as well as the relationship between the kurtosis and day typical price , to analyze future returns on OAT.
Auto-correlation | -0.35 |
Poor reverse predictability
OAT Inc has poor reverse predictability. Overlapping area represents the amount of predictability between OAT 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 OAT Inc price movement. The serial correlation of -0.35 indicates that nearly 35.0% of current OAT price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.35 | |
| Spearman Rank Test | -0.18 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
OAT Inc lagged returns against current returns
Autocorrelation, which is OAT 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 OAT's pink sheet expected returns. We can calculate the autocorrelation of OAT returns to help us make a trade decision. For example, suppose you find that OAT 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 |
OAT 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 OAT pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if OAT pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in OAT pink sheet over time.
Current vs Lagged Prices |
| Timeline |
OAT Lagged Returns
When evaluating OAT's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of OAT pink sheet have on its future price. OAT 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, OAT autocorrelation shows the relationship between OAT pink sheet current value and its past values and can show if there is a momentum factor associated with investing in OAT Inc.
Regressed Prices |
| Timeline |
Pair Trading with OAT
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 OAT 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 OAT will appreciate offsetting losses from the drop in the long position's value.Moving against OAT Pink Sheet
| 0.47 | DKILY | Daikin Industries | PairCorr |
| 0.45 | SWZNF | Schweizerische Nationalbank Earnings Call Tomorrow | PairCorr |
| 0.35 | PKX | POSCO Holdings | PairCorr |
The ability to find closely correlated positions to OAT could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace OAT 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 OAT - 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 OAT Inc to buy it.
The correlation of OAT 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 OAT moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if OAT Inc 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 OAT 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.Other Information on Investing in OAT Pink Sheet
OAT financial ratios help investors to determine whether OAT 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 OAT with respect to the benefits of owning OAT security.