Saddle Ranch Media Stock Market Value
| SRMX Stock | USD 0.0002 0.0001 33.33% |
| Symbol | Saddle |
Saddle Ranch '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 Saddle Ranch'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 Saddle Ranch.
| 11/04/2024 |
| 12/04/2024 |
If you would invest 0.00 in Saddle Ranch on November 4, 2024 and sell it all today you would earn a total of 0.00 from holding Saddle Ranch Media or generate 0.0% return on investment in Saddle Ranch over 30 days. Saddle Ranch is related to or competes with Keyence, Garmin, Keysight Technologies, Fortive Corp, Teledyne Technologies, Trimble, and Coherent. Sky Fidelity, Inc., a diversified technology company, provides cloud managed services , as well as solar power, satellit... More
Saddle Ranch 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 Saddle Ranch'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 Saddle Ranch Media upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 40.3 | |||
| Information Ratio | 0.1513 | |||
| Maximum Drawdown | 150.0 | |||
| Value At Risk | (50.00) | |||
| Potential Upside | 100.0 |
Saddle Ranch Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Saddle Ranch's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Saddle Ranch's standard deviation. In reality, there are many statistical measures that can use Saddle Ranch historical prices to predict the future Saddle Ranch's volatility.| Risk Adjusted Performance | 0.1277 | |||
| Jensen Alpha | 5.32 | |||
| Total Risk Alpha | 0.6746 | |||
| Sortino Ratio | 0.135 | |||
| Treynor Ratio | 2.54 |
Saddle Ranch Media Backtested Returns
Saddle Ranch is out of control given 3 months investment horizon. Saddle Ranch Media owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.15, which indicates the firm had a 0.15% return per unit of risk over the last 3 months. We have collected data for twenty-eight different technical indicators, which can help you to evaluate if expected returns of 5.56% are justified by taking the suggested risk. Use Saddle Ranch Media Risk Adjusted Performance of 0.1277, coefficient of variation of 647.36, and Semi Deviation of 20.21 to evaluate company specific risk that cannot be diversified away. Saddle Ranch holds a performance score of 12 on a scale of zero to a hundred. The entity has a beta of 2.18, which indicates 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, Saddle Ranch will likely underperform. Use Saddle Ranch Media sortino ratio, as well as the relationship between the semi variance and day median price , to analyze future returns on Saddle Ranch Media.
Auto-correlation | -0.12 |
Insignificant reverse predictability
Saddle Ranch Media has insignificant reverse predictability. Overlapping area represents the amount of predictability between Saddle Ranch time series from 4th of November 2024 to 19th of November 2024 and 19th of November 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 Saddle Ranch Media price movement. The serial correlation of -0.12 indicates that less than 12.0% of current Saddle Ranch price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.12 | |
| Spearman Rank Test | 0.07 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Saddle Ranch Media lagged returns against current returns
Autocorrelation, which is Saddle Ranch 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 Saddle Ranch's pink sheet expected returns. We can calculate the autocorrelation of Saddle Ranch returns to help us make a trade decision. For example, suppose you find that Saddle Ranch 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 |
Saddle Ranch 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 Saddle Ranch pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Saddle Ranch pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Saddle Ranch pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Saddle Ranch Lagged Returns
When evaluating Saddle Ranch's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Saddle Ranch pink sheet have on its future price. Saddle Ranch 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, Saddle Ranch autocorrelation shows the relationship between Saddle Ranch pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Saddle Ranch Media.
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.Additional Tools for Saddle Pink Sheet Analysis
When running Saddle Ranch's price analysis, check to measure Saddle Ranch's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Saddle Ranch is operating at the current time. Most of Saddle Ranch's value examination focuses on studying past and present price action to predict the probability of Saddle Ranch's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Saddle Ranch's price. Additionally, you may evaluate how the addition of Saddle Ranch to your portfolios can decrease your overall portfolio volatility.