Vystar Corp Stock Market Value
| VYST Stock | USD 0.02 0 14.29% |
| Symbol | Vystar |
Vystar Corp '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 Vystar Corp'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 Vystar Corp.
| 06/09/2023 |
| 11/30/2024 |
If you would invest 0.00 in Vystar Corp on June 9, 2023 and sell it all today you would earn a total of 0.00 from holding Vystar Corp or generate 0.0% return on investment in Vystar Corp over 540 days. Vystar Corp is related to or competes with Sherwin Williams, Air Liquide, LAir Liquide, Air Products, Ecolab, Sika AG, and Sika AG. Vystar Corporation manufactures and sells air purifiers in the United States More
Vystar Corp 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 Vystar Corp'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 Vystar Corp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 48.68 | |||
| Information Ratio | 0.1725 | |||
| Maximum Drawdown | 793.33 | |||
| Value At Risk | (45.00) | |||
| Potential Upside | 96.85 |
Vystar Corp Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vystar Corp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vystar Corp's standard deviation. In reality, there are many statistical measures that can use Vystar Corp historical prices to predict the future Vystar Corp's volatility.| Risk Adjusted Performance | 0.1428 | |||
| Jensen Alpha | 15.47 | |||
| Total Risk Alpha | 0.6676 | |||
| Sortino Ratio | 0.3461 | |||
| Treynor Ratio | 1.44 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Vystar Corp's 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.
Vystar Corp Backtested Returns
Vystar Corp is out of control given 3 months investment horizon. Vystar Corp owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.18, which indicates the firm had a 0.18% return per unit of risk over the last 3 months. We are able to interpolate and collect thirty different technical indicators, which can help you to evaluate if expected returns of 17.61% are justified by taking the suggested risk. Use Vystar Corp Coefficient Of Variation of 575.16, risk adjusted performance of 0.1428, and Semi Deviation of 20.1 to evaluate company specific risk that cannot be diversified away. Vystar Corp holds a performance score of 13 on a scale of zero to a hundred. The entity has a beta of 11.8, 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, Vystar Corp will likely underperform. Use Vystar Corp semi variance, as well as the relationship between the rate of daily change and relative strength index , to analyze future returns on Vystar Corp.
Auto-correlation | 0.08 |
Virtually no predictability
Vystar Corp has virtually no predictability. Overlapping area represents the amount of predictability between Vystar Corp time series from 9th of June 2023 to 5th of March 2024 and 5th of March 2024 to 30th of November 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 Vystar Corp price movement. The serial correlation of 0.08 indicates that barely 8.0% of current Vystar Corp price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.08 | |
| Spearman Rank Test | -0.15 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Vystar Corp lagged returns against current returns
Autocorrelation, which is Vystar Corp 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 Vystar Corp's pink sheet expected returns. We can calculate the autocorrelation of Vystar Corp returns to help us make a trade decision. For example, suppose you find that Vystar Corp 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 |
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Vystar Corp 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 Vystar Corp pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vystar Corp pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vystar Corp pink sheet over time.
Current vs Lagged Prices |
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Vystar Corp Lagged Returns
When evaluating Vystar Corp's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vystar Corp pink sheet have on its future price. Vystar Corp 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, Vystar Corp autocorrelation shows the relationship between Vystar Corp pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Vystar Corp.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Vystar Pink Sheet Analysis
When running Vystar Corp's price analysis, check to measure Vystar Corp'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 Vystar Corp is operating at the current time. Most of Vystar Corp's value examination focuses on studying past and present price action to predict the probability of Vystar Corp's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Vystar Corp's price. Additionally, you may evaluate how the addition of Vystar Corp to your portfolios can decrease your overall portfolio volatility.