ATRIUM MORTGAGE (Germany) Market Value
| 74O Stock | EUR 7.20 0.45 5.88% |
| Symbol | ATRIUM |
ATRIUM MORTGAGE '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 ATRIUM MORTGAGE'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 ATRIUM MORTGAGE.
| 11/22/2024 |
| 12/22/2024 |
If you would invest 0.00 in ATRIUM MORTGAGE on November 22, 2024 and sell it all today you would earn a total of 0.00 from holding ATRIUM MORTGAGE INVESTM or generate 0.0% return on investment in ATRIUM MORTGAGE over 30 days. ATRIUM MORTGAGE is related to or competes with Mr Cooper, OSB GROUP, FIRST NATIONAL, Deutsche Pfandbriefbank, ELLINGTON FINL, LOANDEPOT INC, and TIMBERCREEK FINL. Atrium Mortgage Investment Corporation provides financing solutions to the real estate communities in Ontario, Alberta, ... More
ATRIUM MORTGAGE 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 ATRIUM MORTGAGE'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 ATRIUM MORTGAGE INVESTM upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.59 | |||
| Information Ratio | 0.0085 | |||
| Maximum Drawdown | 11.99 | |||
| Value At Risk | (5.22) | |||
| Potential Upside | 4.9 |
ATRIUM MORTGAGE Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for ATRIUM MORTGAGE's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ATRIUM MORTGAGE's standard deviation. In reality, there are many statistical measures that can use ATRIUM MORTGAGE historical prices to predict the future ATRIUM MORTGAGE's volatility.| Risk Adjusted Performance | 0.0243 | |||
| Jensen Alpha | 0.0556 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | 0.0075 | |||
| Treynor Ratio | (0.07) |
ATRIUM MORTGAGE INVESTM Backtested Returns
At this point, ATRIUM MORTGAGE is somewhat reliable. ATRIUM MORTGAGE INVESTM secures Sharpe Ratio (or Efficiency) of 0.0085, which signifies that the company had a 0.0085% return per unit of risk over the last 3 months. We have found thirty technical indicators for ATRIUM MORTGAGE INVESTM, which you can use to evaluate the volatility of the firm. Please confirm ATRIUM MORTGAGE's mean deviation of 1.45, and Risk Adjusted Performance of 0.0243 to double-check if the risk estimate we provide is consistent with the expected return of 0.0193%. The firm shows a Beta (market volatility) of -0.63, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning ATRIUM MORTGAGE are expected to decrease at a much lower rate. During the bear market, ATRIUM MORTGAGE is likely to outperform the market. ATRIUM MORTGAGE INVESTM currently shows a risk of 2.28%. Please confirm ATRIUM MORTGAGE INVESTM total risk alpha, treynor ratio, and the relationship between the jensen alpha and sortino ratio , to decide if ATRIUM MORTGAGE INVESTM will be following its price patterns.
Auto-correlation | 0.05 |
Virtually no predictability
ATRIUM MORTGAGE INVESTM has virtually no predictability. Overlapping area represents the amount of predictability between ATRIUM MORTGAGE time series from 22nd of November 2024 to 7th of December 2024 and 7th of December 2024 to 22nd 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 ATRIUM MORTGAGE INVESTM price movement. The serial correlation of 0.05 indicates that only as little as 5.0% of current ATRIUM MORTGAGE price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.05 | |
| Spearman Rank Test | -0.54 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
ATRIUM MORTGAGE INVESTM lagged returns against current returns
Autocorrelation, which is ATRIUM MORTGAGE 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 ATRIUM MORTGAGE's stock expected returns. We can calculate the autocorrelation of ATRIUM MORTGAGE returns to help us make a trade decision. For example, suppose you find that ATRIUM MORTGAGE 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 |
ATRIUM MORTGAGE 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 ATRIUM MORTGAGE stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if ATRIUM MORTGAGE stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in ATRIUM MORTGAGE stock over time.
Current vs Lagged Prices |
| Timeline |
ATRIUM MORTGAGE Lagged Returns
When evaluating ATRIUM MORTGAGE's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of ATRIUM MORTGAGE stock have on its future price. ATRIUM MORTGAGE 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, ATRIUM MORTGAGE autocorrelation shows the relationship between ATRIUM MORTGAGE stock current value and its past values and can show if there is a momentum factor associated with investing in ATRIUM MORTGAGE INVESTM.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in ATRIUM Stock
ATRIUM MORTGAGE financial ratios help investors to determine whether ATRIUM 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 ATRIUM with respect to the benefits of owning ATRIUM MORTGAGE security.