Umbra Applied Technologies Stock Market Value
| UATG Stock | USD 0.0008 0.0001 14.29% |
| Symbol | Umbra |
Umbra Applied '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 Umbra Applied'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 Umbra Applied.
| 05/06/2025 |
| 08/04/2025 |
If you would invest 0.00 in Umbra Applied on May 6, 2025 and sell it all today you would earn a total of 0.00 from holding Umbra Applied Technologies or generate 0.0% return on investment in Umbra Applied over 90 days. Umbra Applied is related to or competes with NN, 3M, Global Tech, and Hitachi. Umbra Applied Technologies Group, Inc. operates as a green technology development, fabrication, and commercialization co... More
Umbra Applied 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 Umbra Applied'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 Umbra Applied Technologies upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 34.7 | |||
| Information Ratio | 0.0672 | |||
| Maximum Drawdown | 300.0 | |||
| Value At Risk | (28.57) | |||
| Potential Upside | 33.33 |
Umbra Applied Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Umbra Applied's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Umbra Applied's standard deviation. In reality, there are many statistical measures that can use Umbra Applied historical prices to predict the future Umbra Applied's volatility.| Risk Adjusted Performance | 0.0649 | |||
| Jensen Alpha | 3.78 | |||
| Total Risk Alpha | (2.58) | |||
| Sortino Ratio | 0.081 | |||
| Treynor Ratio | (0.35) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Umbra Applied'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.
Umbra Applied Techno Backtested Returns
Umbra Applied is out of control given 3 months investment horizon. Umbra Applied Techno owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0807, which indicates the firm had a 0.0807 % return per unit of risk over the last 3 months. We were able to interpolate and analyze data for twenty-eight different technical indicators, which can help you to evaluate if expected returns of 3.47% are justified by taking the suggested risk. Use Umbra Applied Techno Risk Adjusted Performance of 0.0649, semi deviation of 17.75, and Coefficient Of Variation of 1429.33 to evaluate company specific risk that cannot be diversified away. Umbra Applied holds a performance score of 6 on a scale of zero to a hundred. The entity has a beta of -8.37, which indicates a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Umbra Applied are expected to decrease by larger amounts. On the other hand, during market turmoil, Umbra Applied is expected to outperform it. Use Umbra Applied Techno jensen alpha and the relationship between the value at risk and day typical price , to analyze future returns on Umbra Applied Techno.
Auto-correlation | 0.32 |
Below average predictability
Umbra Applied Technologies has below average predictability. Overlapping area represents the amount of predictability between Umbra Applied time series from 6th of May 2025 to 20th of June 2025 and 20th of June 2025 to 4th 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 Umbra Applied Techno price movement. The serial correlation of 0.32 indicates that nearly 32.0% of current Umbra Applied price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.32 | |
| Spearman Rank Test | -0.75 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Umbra Applied Techno lagged returns against current returns
Autocorrelation, which is Umbra Applied 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 Umbra Applied's pink sheet expected returns. We can calculate the autocorrelation of Umbra Applied returns to help us make a trade decision. For example, suppose you find that Umbra Applied 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 |
Umbra Applied 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 Umbra Applied pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Umbra Applied pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Umbra Applied pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Umbra Applied Lagged Returns
When evaluating Umbra Applied's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Umbra Applied pink sheet have on its future price. Umbra Applied 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, Umbra Applied autocorrelation shows the relationship between Umbra Applied pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Umbra Applied Technologies.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
| USOI | Credit Suisse X Links | |
| ULTY | Tidal Trust II | |
| CONY | YieldMax N Option | |
| BCAT | BlackRock Capital Allocation | |
| PDI | Pimco Dynamic Income |
Other Information on Investing in Umbra Pink Sheet
Umbra Applied financial ratios help investors to determine whether Umbra 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 Umbra with respect to the benefits of owning Umbra Applied security.