A-Tech Solution (Korea) Market Value
| 071670 Stock | KRW 6,490 80.00 1.22% |
| Symbol | A-Tech |
A-Tech Solution '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 A-Tech Solution's 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 A-Tech Solution.
| 01/01/2025 |
| 03/02/2025 |
If you would invest 0.00 in A-Tech Solution on January 1, 2025 and sell it all today you would earn a total of 0.00 from holding A Tech Solution Co or generate 0.0% return on investment in A-Tech Solution over 60 days. A-Tech Solution is related to or competes with Dongbu Insurance, Ssangyong Information, KMH Hitech, Yura Tech, NICE Information, Nice Information, and DB Insurance. A-Tech Solution Co., Ltd. manufactures and sells injection molds and stamping dies for the exterior and interior of auto... More
A-Tech Solution 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 A-Tech Solution's 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 A Tech Solution Co upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.54 | |||
| Information Ratio | 0.0736 | |||
| Maximum Drawdown | 14.45 | |||
| Value At Risk | (4.44) | |||
| Potential Upside | 5.11 |
A-Tech Solution Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for A-Tech Solution's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as A-Tech Solution's standard deviation. In reality, there are many statistical measures that can use A-Tech Solution historical prices to predict the future A-Tech Solution's volatility.| Risk Adjusted Performance | 0.0585 | |||
| Jensen Alpha | 0.195 | |||
| Total Risk Alpha | 0.2886 | |||
| Sortino Ratio | 0.0861 | |||
| Treynor Ratio | (5.73) |
A Tech Solution Backtested Returns
A-Tech Solution appears to be very steady, given 3 months investment horizon. A Tech Solution secures Sharpe Ratio (or Efficiency) of 0.0912, which signifies that the company had a 0.0912 % return per unit of risk over the last 3 months. We have found thirty technical indicators for A Tech Solution Co, which you can use to evaluate the volatility of the entity. Please makes use of A-Tech Solution's Mean Deviation of 2.03, semi deviation of 2.27, and Coefficient Of Variation of 1444.76 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, A-Tech Solution holds a performance score of 7. The firm shows a Beta (market volatility) of -0.0342, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning A-Tech Solution are expected to decrease at a much lower rate. During the bear market, A-Tech Solution is likely to outperform the market. Please check A-Tech Solution's total risk alpha, treynor ratio, and the relationship between the jensen alpha and sortino ratio , to make a quick decision on whether A-Tech Solution's price patterns will revert.
Auto-correlation | -0.36 |
Poor reverse predictability
A Tech Solution Co has poor reverse predictability. Overlapping area represents the amount of predictability between A-Tech Solution time series from 1st of January 2025 to 31st of January 2025 and 31st of January 2025 to 2nd of March 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of A Tech Solution price movement. The serial correlation of -0.36 indicates that just about 36.0% of current A-Tech Solution price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.36 | |
| Spearman Rank Test | -0.18 | |
| Residual Average | 0.0 | |
| Price Variance | 109.2 K |
A Tech Solution lagged returns against current returns
Autocorrelation, which is A-Tech Solution 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 A-Tech Solution's stock expected returns. We can calculate the autocorrelation of A-Tech Solution returns to help us make a trade decision. For example, suppose you find that A-Tech Solution has exhibited high autocorrelation historically, and you observe that the 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 |
A-Tech Solution 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 A-Tech Solution stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if A-Tech Solution stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in A-Tech Solution stock over time.
Current vs Lagged Prices |
| Timeline |
A-Tech Solution Lagged Returns
When evaluating A-Tech Solution's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of A-Tech Solution stock have on its future price. A-Tech Solution 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, A-Tech Solution autocorrelation shows the relationship between A-Tech Solution stock current value and its past values and can show if there is a momentum factor associated with investing in A Tech Solution Co.
Regressed Prices |
| Timeline |
Pair Trading with A-Tech Solution
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if A-Tech Solution position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in A-Tech Solution will appreciate offsetting losses from the drop in the long position's value.The ability to find closely correlated positions to A-Tech Solution could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace A-Tech Solution when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back A-Tech Solution - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling A Tech Solution Co to buy it.
The correlation of A-Tech Solution is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as A-Tech Solution moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if A Tech Solution moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for A-Tech Solution can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Other Information on Investing in A-Tech Stock
A-Tech Solution financial ratios help investors to determine whether A-Tech 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 A-Tech with respect to the benefits of owning A-Tech Solution security.