Flameret Stock Market Value
| FLRE Stock | USD 0.0005 0.0003 37.50% |
| Symbol | Flameret |
Flameret '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 Flameret'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 Flameret.
| 08/06/2024 |
| 12/04/2024 |
If you would invest 0.00 in Flameret on August 6, 2024 and sell it all today you would earn a total of 0.00 from holding Flameret or generate 0.0% return on investment in Flameret over 120 days. Flameret, Inc., a development stage company, focuses on manufacturing and distributing fire barrier product named Flamer... More
Flameret 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 Flameret'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 Flameret upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 83.33 | |||
| Value At Risk | (20.00) | |||
| Potential Upside | 11.11 |
Flameret Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Flameret's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Flameret's standard deviation. In reality, there are many statistical measures that can use Flameret historical prices to predict the future Flameret's volatility.| Risk Adjusted Performance | (0) | |||
| Jensen Alpha | (0.33) | |||
| Total Risk Alpha | (1.80) | |||
| Treynor Ratio | (0.12) |
Flameret Backtested Returns
Flameret secures Sharpe Ratio (or Efficiency) of -0.0282, which denotes the company had a -0.0282% return per unit of standard deviation over the last 3 months. Flameret exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Flameret's Standard Deviation of 12.02, mean deviation of 5.38, and Coefficient Of Variation of (7,360) to check the risk estimate we provide. The firm shows a Beta (market volatility) of 1.49, which means 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, Flameret will likely underperform. At this point, Flameret has a negative expected return of -0.34%. Please make sure to confirm Flameret's standard deviation and the relationship between the treynor ratio and day typical price , to decide if Flameret performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.61 |
Good predictability
Flameret has good predictability. Overlapping area represents the amount of predictability between Flameret time series from 6th of August 2024 to 5th of October 2024 and 5th of October 2024 to 4th 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 Flameret price movement. The serial correlation of 0.61 indicates that roughly 61.0% of current Flameret price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.61 | |
| Spearman Rank Test | 0.32 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Flameret lagged returns against current returns
Autocorrelation, which is Flameret 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 Flameret's pink sheet expected returns. We can calculate the autocorrelation of Flameret returns to help us make a trade decision. For example, suppose you find that Flameret 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 |
Flameret 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 Flameret pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Flameret pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Flameret pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Flameret Lagged Returns
When evaluating Flameret's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Flameret pink sheet have on its future price. Flameret 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, Flameret autocorrelation shows the relationship between Flameret pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Flameret.
Regressed Prices |
| Timeline |
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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 Flameret Pink Sheet
Flameret financial ratios help investors to determine whether Flameret 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 Flameret with respect to the benefits of owning Flameret security.