Voip Palcom Stock Market Value
| VPLM Stock | USD 0.01 0.0009 15.00% |
| Symbol | Voip |
Voip PalCom '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 Voip PalCom's 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 Voip PalCom.
| 11/19/2023 |
| 12/13/2024 |
If you would invest 0.00 in Voip PalCom on November 19, 2023 and sell it all today you would earn a total of 0.00 from holding Voip PalCom or generate 0.0% return on investment in Voip PalCom over 390 days. Voip PalCom is related to or competes with Crexendo, FingerMotion, Tele2 AB, KORE Group, IDT, Magyar Telekom, and Consolidated Communications. Voip-Pal.com Inc. owns and develops a portfolio of Voice-over-Internet Protocol services in the United States More
Voip PalCom 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 Voip PalCom's 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 Voip PalCom upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 29.97 | |||
| Value At Risk | (9.90) | |||
| Potential Upside | 10.77 |
Voip PalCom Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Voip PalCom's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Voip PalCom's standard deviation. In reality, there are many statistical measures that can use Voip PalCom historical prices to predict the future Voip PalCom's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.46) | |||
| Total Risk Alpha | (1.36) | |||
| Treynor Ratio | 0.6325 |
Voip PalCom Backtested Returns
Voip PalCom owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0909, which indicates the firm had a -0.0909% return per unit of risk over the last 3 months. Voip PalCom exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Voip PalCom's Risk Adjusted Performance of (0.06), variance of 33.68, and Coefficient Of Variation of (1,079) to confirm the risk estimate we provide. The entity has a beta of -0.87, which indicates possible diversification benefits within a given portfolio. As the market becomes more bullish, returns on owning Voip PalCom are expected to decrease slowly. On the other hand, during market turmoil, Voip PalCom is expected to outperform it slightly. At this point, Voip PalCom has a negative expected return of -0.54%. Please make sure to validate Voip PalCom's information ratio, potential upside, as well as the relationship between the Potential Upside and rate of daily change , to decide if Voip PalCom performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.67 |
Good predictability
Voip PalCom has good predictability. Overlapping area represents the amount of predictability between Voip PalCom time series from 19th of November 2023 to 1st of June 2024 and 1st of June 2024 to 13th 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 Voip PalCom price movement. The serial correlation of 0.67 indicates that around 67.0% of current Voip PalCom price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.67 | |
| Spearman Rank Test | 0.69 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Voip PalCom lagged returns against current returns
Autocorrelation, which is Voip PalCom 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 Voip PalCom's otc stock expected returns. We can calculate the autocorrelation of Voip PalCom returns to help us make a trade decision. For example, suppose you find that Voip PalCom 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 |
Voip PalCom 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 Voip PalCom otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Voip PalCom otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Voip PalCom otc stock over time.
Current vs Lagged Prices |
| Timeline |
Voip PalCom Lagged Returns
When evaluating Voip PalCom's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Voip PalCom otc stock have on its future price. Voip PalCom 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, Voip PalCom autocorrelation shows the relationship between Voip PalCom otc stock current value and its past values and can show if there is a momentum factor associated with investing in Voip PalCom.
Regressed Prices |
| Timeline |
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Try AI Portfolio ArchitectOther Information on Investing in Voip OTC Stock
Voip PalCom financial ratios help investors to determine whether Voip 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 Voip with respect to the benefits of owning Voip PalCom security.