American Diversified Holdings Stock Market Value
| ADHC Stock | USD 0 0.0001 5.00% |
| Symbol | American |
American Diversified '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 American Diversified'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 American Diversified.
| 10/30/2024 |
| 11/29/2024 |
If you would invest 0.00 in American Diversified on October 30, 2024 and sell it all today you would earn a total of 0.00 from holding American Diversified Holdings or generate 0.0% return on investment in American Diversified over 30 days. American Diversified Holdings Corporation provides executive management, corporate governance, administrative support, a... More
American Diversified 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 American Diversified'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 American Diversified Holdings upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 12.04 | |||
| Information Ratio | 0.0447 | |||
| Maximum Drawdown | 54.61 | |||
| Value At Risk | (17.65) | |||
| Potential Upside | 26.92 |
American Diversified Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for American Diversified's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as American Diversified's standard deviation. In reality, there are many statistical measures that can use American Diversified historical prices to predict the future American Diversified's volatility.| Risk Adjusted Performance | 0.0513 | |||
| Jensen Alpha | 0.9057 | |||
| Total Risk Alpha | (1.21) | |||
| Sortino Ratio | 0.0466 | |||
| Treynor Ratio | (0.34) |
American Diversified Backtested Returns
American Diversified appears to be out of control, given 3 months investment horizon. American Diversified secures Sharpe Ratio (or Efficiency) of 0.0673, which signifies that the company had a 0.0673% return per unit of standard deviation over the last 3 months. By analyzing American Diversified's technical indicators, you can evaluate if the expected return of 0.86% is justified by implied risk. Please makes use of American Diversified's mean deviation of 9.9, and Risk Adjusted Performance of 0.0513 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, American Diversified holds a performance score of 5. The firm shows a Beta (market volatility) of -1.98, which signifies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning American Diversified are expected to decrease by larger amounts. On the other hand, during market turmoil, American Diversified is expected to outperform it. Please check American Diversified's jensen alpha, maximum drawdown, and the relationship between the coefficient of variation and sortino ratio , to make a quick decision on whether American Diversified's price patterns will revert.
Auto-correlation | 0.91 |
Excellent predictability
American Diversified Holdings has excellent predictability. Overlapping area represents the amount of predictability between American Diversified time series from 30th of October 2024 to 14th of November 2024 and 14th of November 2024 to 29th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of American Diversified price movement. The serial correlation of 0.91 indicates that approximately 91.0% of current American Diversified price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.91 | |
| Spearman Rank Test | 0.95 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
American Diversified lagged returns against current returns
Autocorrelation, which is American Diversified 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 American Diversified's pink sheet expected returns. We can calculate the autocorrelation of American Diversified returns to help us make a trade decision. For example, suppose you find that American Diversified 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 |
American Diversified 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 American Diversified pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if American Diversified pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in American Diversified pink sheet over time.
Current vs Lagged Prices |
| Timeline |
American Diversified Lagged Returns
When evaluating American Diversified's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of American Diversified pink sheet have on its future price. American Diversified 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, American Diversified autocorrelation shows the relationship between American Diversified pink sheet current value and its past values and can show if there is a momentum factor associated with investing in American Diversified Holdings.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in American Pink Sheet
American Diversified financial ratios help investors to determine whether American 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 American with respect to the benefits of owning American Diversified security.