Signal Advance Stock Market Value
| SIGL Stock | USD 0.07 0 2.70% |
| Symbol | Signal |
Signal Advance '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 Signal Advance'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 Signal Advance.
| 11/16/2024 |
| 12/16/2024 |
If you would invest 0.00 in Signal Advance on November 16, 2024 and sell it all today you would earn a total of 0.00 from holding Signal Advance or generate 0.0% return on investment in Signal Advance over 30 days. Signal Advance is related to or competes with Mind Technology, Wrap Technologies, Cepton, Microvision, Blacksky Technology, Coherent, and Sobr Safe. Signal Advance, Inc. engages in the engineering research and technology development business More
Signal Advance 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 Signal Advance'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 Signal Advance upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 16.68 | |||
| Information Ratio | 0.031 | |||
| Maximum Drawdown | 71.86 | |||
| Value At Risk | (27.66) | |||
| Potential Upside | 22.08 |
Signal Advance Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Signal Advance's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Signal Advance's standard deviation. In reality, there are many statistical measures that can use Signal Advance historical prices to predict the future Signal Advance's volatility.| Risk Adjusted Performance | 0.0373 | |||
| Total Risk Alpha | (1.18) | |||
| Sortino Ratio | 0.0254 |
Signal Advance Backtested Returns
Signal Advance appears to be out of control, given 3 months investment horizon. Signal Advance owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0695, which indicates the firm had a 0.0695% return per unit of risk over the last 3 months. By inspecting Signal Advance's technical indicators, you can evaluate if the expected return of 0.93% is justified by implied risk. Please review Signal Advance's Standard Deviation of 13.65, risk adjusted performance of 0.0373, and Downside Deviation of 16.68 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Signal Advance holds a performance score of 5. The entity has a beta of 0.0, which indicates not very significant fluctuations relative to the market. the returns on MARKET and Signal Advance are completely uncorrelated. Please check Signal Advance's value at risk, as well as the relationship between the skewness and day typical price , to make a quick decision on whether Signal Advance's existing price patterns will revert.
Auto-correlation | -0.16 |
Insignificant reverse predictability
Signal Advance has insignificant reverse predictability. Overlapping area represents the amount of predictability between Signal Advance time series from 16th of November 2024 to 1st of December 2024 and 1st of December 2024 to 16th 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 Signal Advance price movement. The serial correlation of -0.16 indicates that over 16.0% of current Signal Advance price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.16 | |
| Spearman Rank Test | 0.09 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Signal Advance lagged returns against current returns
Autocorrelation, which is Signal Advance 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 Signal Advance's pink sheet expected returns. We can calculate the autocorrelation of Signal Advance returns to help us make a trade decision. For example, suppose you find that Signal Advance 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 |
Signal Advance 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 Signal Advance pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Signal Advance pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Signal Advance pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Signal Advance Lagged Returns
When evaluating Signal Advance's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Signal Advance pink sheet have on its future price. Signal Advance 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, Signal Advance autocorrelation shows the relationship between Signal Advance pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Signal Advance.
Regressed Prices |
| Timeline |
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Try AI Portfolio ArchitectOther Information on Investing in Signal Pink Sheet
Signal Advance financial ratios help investors to determine whether Signal 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 Signal with respect to the benefits of owning Signal Advance security.