Undersea Recovery Corp Stock Market Value
| UNDR Stock | USD 0 0.00 0.00% |
| Symbol | UnderSea |
UnderSea Recovery '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 UnderSea Recovery'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 UnderSea Recovery.
| 04/30/2025 |
| 07/29/2025 |
If you would invest 0.00 in UnderSea Recovery on April 30, 2025 and sell it all today you would earn a total of 0.00 from holding UnderSea Recovery Corp or generate 0.0% return on investment in UnderSea Recovery over 90 days. UnderSea Recovery is related to or competes with Star Bulk, Genco Shipping, Global X, Diana Shipping, and Danaos. UnderSea Recovery Corporation explores, locates, recovers, and sells shipwrecks, artifacts, and other cultural resources... More
UnderSea Recovery 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 UnderSea Recovery'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 UnderSea Recovery Corp upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1176 | |||
| Maximum Drawdown | 2400.0 |
UnderSea Recovery Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for UnderSea Recovery's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as UnderSea Recovery's standard deviation. In reality, there are many statistical measures that can use UnderSea Recovery historical prices to predict the future UnderSea Recovery's volatility.| Risk Adjusted Performance | 0.1018 | |||
| Jensen Alpha | 49.4 | |||
| Total Risk Alpha | (41.05) | |||
| Treynor Ratio | (0.48) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of UnderSea Recovery'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.
UnderSea Recovery Corp Backtested Returns
UnderSea Recovery is out of control given 3 months investment horizon. UnderSea Recovery Corp owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.11, which indicates the firm had a 0.11 % return per unit of risk over the last 3 months. We were able to break down sixteen different technical indicators, which can help you to evaluate if expected returns of 14.44% are justified by taking the suggested risk. Use UnderSea Recovery Corp Risk Adjusted Performance of 0.1018, variance of 87496.15, and Coefficient Of Variation of 845.14 to evaluate company specific risk that cannot be diversified away. UnderSea Recovery holds a performance score of 8 on a scale of zero to a hundred. The entity has a beta of -72.23, which indicates a somewhat significant risk relative to the market. As returns on the market increase, returns on owning UnderSea Recovery are expected to decrease by larger amounts. On the other hand, during market turmoil, UnderSea Recovery is expected to outperform it. Use UnderSea Recovery Corp coefficient of variation, maximum drawdown, as well as the relationship between the Maximum Drawdown and day typical price , to analyze future returns on UnderSea Recovery Corp.
Auto-correlation | 0.00 |
No correlation between past and present
UnderSea Recovery Corp has no correlation between past and present. Overlapping area represents the amount of predictability between UnderSea Recovery time series from 30th of April 2025 to 14th of June 2025 and 14th of June 2025 to 29th 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 UnderSea Recovery Corp price movement. The serial correlation of 0.0 indicates that just 0.0% of current UnderSea Recovery price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 0.9 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
UnderSea Recovery Corp lagged returns against current returns
Autocorrelation, which is UnderSea Recovery 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 UnderSea Recovery's pink sheet expected returns. We can calculate the autocorrelation of UnderSea Recovery returns to help us make a trade decision. For example, suppose you find that UnderSea Recovery 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 |
UnderSea Recovery 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 UnderSea Recovery pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if UnderSea Recovery pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in UnderSea Recovery pink sheet over time.
Current vs Lagged Prices |
| Timeline |
UnderSea Recovery Lagged Returns
When evaluating UnderSea Recovery's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of UnderSea Recovery pink sheet have on its future price. UnderSea Recovery 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, UnderSea Recovery autocorrelation shows the relationship between UnderSea Recovery pink sheet current value and its past values and can show if there is a momentum factor associated with investing in UnderSea Recovery Corp.
Regressed Prices |
| Timeline |
Pair Trading with UnderSea Recovery
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 UnderSea Recovery 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 UnderSea Recovery will appreciate offsetting losses from the drop in the long position's value.Moving together with UnderSea Pink Sheet
| 0.67 | CVX | Chevron Corp Earnings Call This Week | PairCorr |
| 0.73 | DD | Dupont De Nemours Earnings Call Today | PairCorr |
Moving against UnderSea Pink Sheet
| 0.53 | PG | Procter Gamble Earnings Call Today | PairCorr |
| 0.49 | TRV | The Travelers Companies | PairCorr |
| 0.47 | KO | Coca Cola | PairCorr |
| 0.31 | MCD | McDonalds | PairCorr |
| 0.31 | WMT | Walmart Aggressive Push | PairCorr |
The ability to find closely correlated positions to UnderSea Recovery could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace UnderSea Recovery 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 UnderSea Recovery - 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 UnderSea Recovery Corp to buy it.
The correlation of UnderSea Recovery 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 UnderSea Recovery moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if UnderSea Recovery Corp 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 UnderSea Recovery 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 UnderSea Pink Sheet Analysis
When running UnderSea Recovery's price analysis, check to measure UnderSea Recovery'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 UnderSea Recovery is operating at the current time. Most of UnderSea Recovery's value examination focuses on studying past and present price action to predict the probability of UnderSea Recovery's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move UnderSea Recovery's price. Additionally, you may evaluate how the addition of UnderSea Recovery to your portfolios can decrease your overall portfolio volatility.