Flow Capital Corp Stock Market Value
| AHFCF Stock | USD 0.61 0.00 0.00% |
| Symbol | Flow |
Flow Capital '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 Flow Capital'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 Flow Capital.
| 11/01/2024 |
| 12/01/2024 |
If you would invest 0.00 in Flow Capital on November 1, 2024 and sell it all today you would earn a total of 0.00 from holding Flow Capital Corp or generate 0.0% return on investment in Flow Capital over 30 days. Flow Capital is related to or competes with Guardian Capital, Urbana, Princeton Capital, Ameritrans Capital, and Azimut Holding. Flow Capital Corp. operates as an alternative asset investor and advisor in Canada, the United States, and the United Ki... More
Flow Capital 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 Flow Capital'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 Flow Capital Corp upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0661 | |||
| Maximum Drawdown | 19.61 |
Flow Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Flow Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Flow Capital's standard deviation. In reality, there are many statistical measures that can use Flow Capital historical prices to predict the future Flow Capital's volatility.| Risk Adjusted Performance | 0.1009 | |||
| Jensen Alpha | 0.2486 | |||
| Total Risk Alpha | (0.12) | |||
| Treynor Ratio | 0.9506 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Flow Capital'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.
Flow Capital Corp Backtested Returns
Flow Capital appears to be extremely dangerous, given 3 months investment horizon. Flow Capital Corp secures Sharpe Ratio (or Efficiency) of 0.13, which denotes the company had a 0.13% return per unit of risk over the last 3 months. We have found seventeen technical indicators for Flow Capital Corp, which you can use to evaluate the volatility of the firm. Please utilize Flow Capital's Standard Deviation of 2.41, variance of 5.83, and Mean Deviation of 0.5852 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Flow Capital holds a performance score of 9. The firm shows a Beta (market volatility) of 0.3, which means possible diversification benefits within a given portfolio. As returns on the market increase, Flow Capital's returns are expected to increase less than the market. However, during the bear market, the loss of holding Flow Capital is expected to be smaller as well. Please check Flow Capital's maximum drawdown, as well as the relationship between the rate of daily change and relative strength index , to make a quick decision on whether Flow Capital's price patterns will revert.
Auto-correlation | 0.00 |
No correlation between past and present
Flow Capital Corp has no correlation between past and present. Overlapping area represents the amount of predictability between Flow Capital time series from 1st of November 2024 to 16th of November 2024 and 16th of November 2024 to 1st of December 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 Flow Capital Corp price movement. The serial correlation of 0.0 indicates that just 0.0% of current Flow Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Flow Capital Corp lagged returns against current returns
Autocorrelation, which is Flow Capital 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 Flow Capital's pink sheet expected returns. We can calculate the autocorrelation of Flow Capital returns to help us make a trade decision. For example, suppose you find that Flow Capital 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 |
Flow Capital 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 Flow Capital pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Flow Capital pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Flow Capital pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Flow Capital Lagged Returns
When evaluating Flow Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Flow Capital pink sheet have on its future price. Flow Capital 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, Flow Capital autocorrelation shows the relationship between Flow Capital pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Flow Capital Corp.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Flow Pink Sheet
Flow Capital financial ratios help investors to determine whether Flow 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 Flow with respect to the benefits of owning Flow Capital security.