Remsleep Holdings Stock Market Value
| RMSL Stock | USD 0.01 0.0002 3.03% |
| Symbol | REMSleep |
REMSleep Holdings '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 REMSleep Holdings' otc stock 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 REMSleep Holdings.
| 12/18/2023 |
| 12/12/2024 |
If you would invest 0.00 in REMSleep Holdings on December 18, 2023 and sell it all today you would earn a total of 0.00 from holding REMSleep Holdings or generate 0.0% return on investment in REMSleep Holdings over 360 days. REMSleep Holdings is related to or competes with 908 Devices, Abbott Laboratories, Viemed Healthcare, Axogen, Apyx Medical, Tivic Health, and Lucid Diagnostics. REMSleep Holdings, Inc. focuses on the development and distribution of products to help people affected by sleep apnea w... More
REMSleep Holdings 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 REMSleep Holdings' otc stock 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 REMSleep Holdings upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.14) | |||
| Maximum Drawdown | 20.36 | |||
| Value At Risk | (6.74) | |||
| Potential Upside | 7.81 |
REMSleep Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for REMSleep Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as REMSleep Holdings' standard deviation. In reality, there are many statistical measures that can use REMSleep Holdings historical prices to predict the future REMSleep Holdings' volatility.| Risk Adjusted Performance | (0.07) | |||
| Jensen Alpha | (0.51) | |||
| Total Risk Alpha | (1.14) | |||
| Treynor Ratio | (1.34) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of REMSleep Holdings' 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.
REMSleep Holdings Backtested Returns
REMSleep Holdings maintains Sharpe Ratio (i.e., Efficiency) of -0.14, which implies the firm had a -0.14% return per unit of volatility over the last 3 months. REMSleep Holdings exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check REMSleep Holdings' risk adjusted performance of (0.07), and Coefficient Of Variation of (921.91) to confirm the risk estimate we provide. The company holds a Beta of 0.35, which implies possible diversification benefits within a given portfolio. As returns on the market increase, REMSleep Holdings' returns are expected to increase less than the market. However, during the bear market, the loss of holding REMSleep Holdings is expected to be smaller as well. At this point, REMSleep Holdings has a negative expected return of -0.59%. Please make sure to check REMSleep Holdings' total risk alpha, skewness, as well as the relationship between the Skewness and day median price , to decide if REMSleep Holdings performance from the past will be repeated at future time.
Auto-correlation | 0.33 |
Below average predictability
REMSleep Holdings has below average predictability. Overlapping area represents the amount of predictability between REMSleep Holdings time series from 18th of December 2023 to 15th of June 2024 and 15th of June 2024 to 12th 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 REMSleep Holdings price movement. The serial correlation of 0.33 indicates that nearly 33.0% of current REMSleep Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.33 | |
| Spearman Rank Test | -0.1 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
REMSleep Holdings lagged returns against current returns
Autocorrelation, which is REMSleep Holdings otc stock'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 REMSleep Holdings' otc stock expected returns. We can calculate the autocorrelation of REMSleep Holdings returns to help us make a trade decision. For example, suppose you find that REMSleep Holdings has exhibited high autocorrelation historically, and you observe that the otc stock 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 |
REMSleep Holdings 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 REMSleep Holdings otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if REMSleep Holdings otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in REMSleep Holdings otc stock over time.
Current vs Lagged Prices |
| Timeline |
REMSleep Holdings Lagged Returns
When evaluating REMSleep Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of REMSleep Holdings otc stock have on its future price. REMSleep Holdings 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, REMSleep Holdings autocorrelation shows the relationship between REMSleep Holdings otc stock current value and its past values and can show if there is a momentum factor associated with investing in REMSleep Holdings.
Regressed Prices |
| Timeline |
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Try AI Portfolio ArchitectOther Information on Investing in REMSleep OTC Stock
REMSleep Holdings financial ratios help investors to determine whether REMSleep OTC Stock 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 REMSleep with respect to the benefits of owning REMSleep Holdings security.