AB Science (France) Market Value
| AB Stock | EUR 1.36 0.03 2.16% |
| Symbol | AB Science |
AB Science '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 AB Science'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 AB Science.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in AB Science on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding AB Science SA or generate 0.0% return on investment in AB Science over 90 days. AB Science is related to or competes with Innate Pharma, Genfit, Nanobiotix, and Adocia. AB Science S.A., a pharmaceutical company, engages in the discovery, development, and commercialization of protein kinas... More
AB Science 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 AB Science'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 AB Science SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.44 | |||
| Information Ratio | 0.1303 | |||
| Maximum Drawdown | 91.63 | |||
| Value At Risk | (5.30) | |||
| Potential Upside | 8.21 |
AB Science Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for AB Science's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as AB Science's standard deviation. In reality, there are many statistical measures that can use AB Science historical prices to predict the future AB Science's volatility.| Risk Adjusted Performance | 0.1146 | |||
| Jensen Alpha | 1.18 | |||
| Total Risk Alpha | 2.62 | |||
| Sortino Ratio | 0.2559 | |||
| Treynor Ratio | (1.30) |
AB Science SA Backtested Returns
AB Science is abnormally volatile given 3 months investment horizon. AB Science SA retains Efficiency (Sharpe Ratio) of 0.11, which signifies that the company had a 0.11 % return per unit of price deviation over the last 3 months. We were able to interpolate data for thirty different technical indicators, which can help you to evaluate if expected returns of 1.16% are justified by taking the suggested risk. Use AB Science SA Standard Deviation of 10.68, market risk adjusted performance of (1.29), and Coefficient Of Variation of 825.99 to evaluate company specific risk that cannot be diversified away. AB Science holds a performance score of 8 on a scale of zero to a hundred. The firm owns a Beta (Systematic Risk) of -0.98, which signifies possible diversification benefits within a given portfolio. As the market becomes more bullish, returns on owning AB Science are expected to decrease slowly. On the other hand, during market turmoil, AB Science is expected to outperform it slightly. Use AB Science SA mean deviation, standard deviation, treynor ratio, as well as the relationship between the downside deviation and total risk alpha , to analyze future returns on AB Science SA.
Auto-correlation | -0.87 |
Excellent reverse predictability
AB Science SA has excellent reverse predictability. Overlapping area represents the amount of predictability between AB Science time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th 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 AB Science SA price movement. The serial correlation of -0.87 indicates that approximately 87.0% of current AB Science price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.87 | |
| Spearman Rank Test | -0.33 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
AB Science SA lagged returns against current returns
Autocorrelation, which is AB Science 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 AB Science's stock expected returns. We can calculate the autocorrelation of AB Science returns to help us make a trade decision. For example, suppose you find that AB Science 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 |
AB Science 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 AB Science stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if AB Science stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in AB Science stock over time.
Current vs Lagged Prices |
| Timeline |
AB Science Lagged Returns
When evaluating AB Science's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of AB Science stock have on its future price. AB Science 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, AB Science autocorrelation shows the relationship between AB Science stock current value and its past values and can show if there is a momentum factor associated with investing in AB Science SA.
Regressed Prices |
| Timeline |
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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.Other Information on Investing in AB Science Stock
AB Science financial ratios help investors to determine whether AB Science 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 AB Science with respect to the benefits of owning AB Science security.