Automatic Data (UK) Market Value

0HJI Stock   291.50  0.72  0.25%   
Automatic Data's market value is the price at which a share of Automatic Data trades on a public exchange. It measures the collective expectations of Automatic Data Processing investors about its performance. Automatic Data is selling for under 291.50 as of the 16th of March 2025; that is 0.25% down since the beginning of the trading day. The stock's lowest day price was 289.9.
With this module, you can estimate the performance of a buy and hold strategy of Automatic Data Processing and determine expected loss or profit from investing in Automatic Data over a given investment horizon. Check out Automatic Data Correlation, Automatic Data Volatility and Automatic Data Alpha and Beta module to complement your research on Automatic Data.
Symbol

Please note, there is a significant difference between Automatic Data's value and its price as these two are different measures arrived at by different means. Investors typically determine if Automatic Data is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Automatic Data's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

Automatic Data '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 Automatic Data'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 Automatic Data.
0.00
12/16/2024
No Change 0.00  0.0 
In 2 months and 31 days
03/16/2025
0.00
If you would invest  0.00  in Automatic Data on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Automatic Data Processing or generate 0.0% return on investment in Automatic Data over 90 days. Automatic Data is related to or competes with Medical Properties, Southwest Airlines, X-FAB Silicon, Coor Service, Ondine Biomedical, Microchip Technology, and Vitec Software. Automatic Data is entity of United Kingdom More

Automatic Data 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 Automatic Data'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 Automatic Data Processing upside and downside potential and time the market with a certain degree of confidence.

Automatic Data Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Automatic Data's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Automatic Data's standard deviation. In reality, there are many statistical measures that can use Automatic Data historical prices to predict the future Automatic Data's volatility.
Hype
Prediction
LowEstimatedHigh
269.07294.91320.75
Details
Intrinsic
Valuation
LowRealHigh
185.90211.74320.65
Details

Automatic Data Processing Backtested Returns

Automatic Data is not too volatile given 3 months investment horizon. Automatic Data Processing secures Sharpe Ratio (or Efficiency) of 0.0766, which signifies that the company had a 0.0766 % return per unit of risk over the last 3 months. We are able to interpolate and collect twenty-nine different technical indicators, which can help you to evaluate if expected returns of 1.98% are justified by taking the suggested risk. Use Automatic Data Downside Deviation of 12.03, mean deviation of 5.85, and Risk Adjusted Performance of 0.075 to evaluate company specific risk that cannot be diversified away. Automatic Data holds a performance score of 6 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of -2.24, which signifies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Automatic Data are expected to decrease by larger amounts. On the other hand, during market turmoil, Automatic Data is expected to outperform it. Use Automatic Data standard deviation, total risk alpha, treynor ratio, as well as the relationship between the jensen alpha and sortino ratio , to analyze future returns on Automatic Data.

Auto-correlation

    
  0.01  

Virtually no predictability

Automatic Data Processing has virtually no predictability. Overlapping area represents the amount of predictability between Automatic Data time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th 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 Automatic Data Processing price movement. The serial correlation of 0.01 indicates that just 1.0% of current Automatic Data price fluctuation can be explain by its past prices.
Correlation Coefficient0.01
Spearman Rank Test0.23
Residual Average0.0
Price Variance1264.43

Automatic Data Processing lagged returns against current returns

Autocorrelation, which is Automatic Data 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 Automatic Data's stock expected returns. We can calculate the autocorrelation of Automatic Data returns to help us make a trade decision. For example, suppose you find that Automatic Data 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  

Automatic Data 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 Automatic Data stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Automatic Data stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Automatic Data stock over time.
   Current vs Lagged Prices   
       Timeline  

Automatic Data Lagged Returns

When evaluating Automatic Data's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Automatic Data stock have on its future price. Automatic Data 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, Automatic Data autocorrelation shows the relationship between Automatic Data stock current value and its past values and can show if there is a momentum factor associated with investing in Automatic Data Processing.
   Regressed Prices   
       Timeline  

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Additional Tools for Automatic Stock Analysis

When running Automatic Data's price analysis, check to measure Automatic Data'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 Automatic Data is operating at the current time. Most of Automatic Data's value examination focuses on studying past and present price action to predict the probability of Automatic Data's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Automatic Data's price. Additionally, you may evaluate how the addition of Automatic Data to your portfolios can decrease your overall portfolio volatility.