Z Holdings Corp Stock Market Value
| YAHOY Stock | USD 4.47 0.05 1.13% |
| Symbol | YAHOY |
Z 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 Z Holdings' 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 Z Holdings.
| 04/30/2022 |
| 04/19/2024 |
If you would invest 0.00 in Z Holdings on April 30, 2022 and sell it all today you would earn a total of 0.00 from holding Z Holdings Corp or generate 0.0% return on investment in Z Holdings over 720 days. Z Holdings is related to or competes with 1StdibsCom, Natural Health, Hour Loop, Liquidity Services, and Qurate Retail. Z Holdings Corporation engages in media and commerce businesses in Japan More
Z 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 Z Holdings' 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 Z Holdings Corp upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.37) | |||
| Maximum Drawdown | 10.1 | |||
| Value At Risk | (3.14) | |||
| Potential Upside | 1.57 |
Z Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Z Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Z Holdings' standard deviation. In reality, there are many statistical measures that can use Z Holdings historical prices to predict the future Z Holdings' volatility.| Risk Adjusted Performance | (0.20) | |||
| Jensen Alpha | (0.61) | |||
| Total Risk Alpha | (0.74) | |||
| Treynor Ratio | (1.30) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Z 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.
Z Holdings Corp Backtested Returns
Z Holdings Corp shows Sharpe Ratio of -0.33, which attests that the company had a -0.33% return per unit of standard deviation over the last 3 months. Z Holdings Corp exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Z Holdings' Standard Deviation of 1.7, mean deviation of 1.23, and Risk Adjusted Performance of (0.20) to validate the risk estimate we provide. The firm maintains a market beta of 0.45, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Z Holdings' returns are expected to increase less than the market. However, during the bear market, the loss of holding Z Holdings is expected to be smaller as well. Z Holdings Corp has an expected return of -0.57%. Please make sure to check out Z Holdings Corp information ratio, skewness, as well as the relationship between the Skewness and day typical price , to decide if Z Holdings Corp performance from the past will be repeated sooner or later.
Auto-correlation | -0.27 |
Weak reverse predictability
Z Holdings Corp has weak reverse predictability. Overlapping area represents the amount of predictability between Z Holdings time series from 30th of April 2022 to 25th of April 2023 and 25th of April 2023 to 19th of April 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 Z Holdings Corp price movement. The serial correlation of -0.27 indicates that nearly 27.0% of current Z Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.27 | |
| Spearman Rank Test | -0.24 | |
| Residual Average | 0.0 | |
| Price Variance | 0.31 |
Z Holdings Corp lagged returns against current returns
Autocorrelation, which is Z Holdings 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 Z Holdings' pink sheet expected returns. We can calculate the autocorrelation of Z Holdings returns to help us make a trade decision. For example, suppose you find that Z Holdings 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 |
Z 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 Z Holdings pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Z Holdings pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Z Holdings pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Z Holdings Lagged Returns
When evaluating Z Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Z Holdings pink sheet have on its future price. Z 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, Z Holdings autocorrelation shows the relationship between Z Holdings pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Z Holdings Corp.
Regressed Prices |
| Timeline |
Also Currently Popular
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.Check out Z Holdings Correlation, Z Holdings Volatility and Z Holdings Alpha and Beta module to complement your research on Z Holdings. You can also try the Stock Tickers module to use high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websites.
Complementary Tools for YAHOY Pink Sheet analysis
When running Z Holdings' price analysis, check to measure Z Holdings' 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 Z Holdings is operating at the current time. Most of Z Holdings' value examination focuses on studying past and present price action to predict the probability of Z Holdings' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Z Holdings' price. Additionally, you may evaluate how the addition of Z Holdings to your portfolios can decrease your overall portfolio volatility.
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Z Holdings technical pink sheet analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, pink sheet market cycles, or different charting patterns.