Acadia Healthcare (Germany) Market Value
| 7RA Stock | 39.40 0.40 1.01% |
| Symbol | Acadia |
Acadia Healthcare '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 Acadia Healthcare'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 Acadia Healthcare.
| 11/05/2024 |
| 01/04/2025 |
If you would invest 0.00 in Acadia Healthcare on November 5, 2024 and sell it all today you would earn a total of 0.00 from holding Acadia Healthcare Co or generate 0.0% return on investment in Acadia Healthcare over 60 days.
Acadia Healthcare 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 Acadia Healthcare'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 Acadia Healthcare Co upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.18) | |||
| Maximum Drawdown | 21.0 | |||
| Value At Risk | (4.67) | |||
| Potential Upside | 3.11 |
Acadia Healthcare Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Acadia Healthcare's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Acadia Healthcare's standard deviation. In reality, there are many statistical measures that can use Acadia Healthcare historical prices to predict the future Acadia Healthcare's volatility.| Risk Adjusted Performance | (0.13) | |||
| Jensen Alpha | (0.72) | |||
| Total Risk Alpha | (0.79) | |||
| Treynor Ratio | 1.35 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Acadia Healthcare'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.
Acadia Healthcare Backtested Returns
Acadia Healthcare secures Sharpe Ratio (or Efficiency) of -0.11, which signifies that the company had a -0.11% return per unit of standard deviation over the last 3 months. Acadia Healthcare Co exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Acadia Healthcare's mean deviation of 2.46, and Risk Adjusted Performance of (0.13) to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.54, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Acadia Healthcare are expected to decrease at a much lower rate. During the bear market, Acadia Healthcare is likely to outperform the market. At this point, Acadia Healthcare has a negative expected return of -0.37%. Please make sure to confirm Acadia Healthcare's standard deviation, potential upside, day typical price, as well as the relationship between the jensen alpha and daily balance of power , to decide if Acadia Healthcare performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.63 |
Good predictability
Acadia Healthcare Co has good predictability. Overlapping area represents the amount of predictability between Acadia Healthcare time series from 5th of November 2024 to 5th of December 2024 and 5th of December 2024 to 4th of January 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 Acadia Healthcare price movement. The serial correlation of 0.63 indicates that roughly 63.0% of current Acadia Healthcare price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.63 | |
| Spearman Rank Test | 0.31 | |
| Residual Average | 0.0 | |
| Price Variance | 1.2 |
Acadia Healthcare lagged returns against current returns
Autocorrelation, which is Acadia Healthcare 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 Acadia Healthcare's stock expected returns. We can calculate the autocorrelation of Acadia Healthcare returns to help us make a trade decision. For example, suppose you find that Acadia Healthcare 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 |
Acadia Healthcare 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 Acadia Healthcare stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Acadia Healthcare stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Acadia Healthcare stock over time.
Current vs Lagged Prices |
| Timeline |
Acadia Healthcare Lagged Returns
When evaluating Acadia Healthcare's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Acadia Healthcare stock have on its future price. Acadia Healthcare 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, Acadia Healthcare autocorrelation shows the relationship between Acadia Healthcare stock current value and its past values and can show if there is a momentum factor associated with investing in Acadia Healthcare Co.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Acadia Stock Analysis
When running Acadia Healthcare's price analysis, check to measure Acadia Healthcare'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 Acadia Healthcare is operating at the current time. Most of Acadia Healthcare's value examination focuses on studying past and present price action to predict the probability of Acadia Healthcare's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Acadia Healthcare's price. Additionally, you may evaluate how the addition of Acadia Healthcare to your portfolios can decrease your overall portfolio volatility.