ACADEMY PRESS (Nigeria) Market Value
| ACADEMY Stock | 2.88 0.26 9.92% |
| Symbol | ACADEMY |
ACADEMY PRESS '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 ACADEMY PRESS'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 ACADEMY PRESS.
| 12/19/2024 |
| 03/19/2025 |
If you would invest 0.00 in ACADEMY PRESS on December 19, 2024 and sell it all today you would earn a total of 0.00 from holding ACADEMY PRESS PLC or generate 0.0% return on investment in ACADEMY PRESS over 90 days.
ACADEMY PRESS 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 ACADEMY PRESS'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 ACADEMY PRESS PLC upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 6.17 | |||
| Information Ratio | 0.0438 | |||
| Maximum Drawdown | 19.64 | |||
| Value At Risk | (9.33) | |||
| Potential Upside | 9.7 |
ACADEMY PRESS Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for ACADEMY PRESS's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ACADEMY PRESS's standard deviation. In reality, there are many statistical measures that can use ACADEMY PRESS historical prices to predict the future ACADEMY PRESS's volatility.| Risk Adjusted Performance | 0.0289 | |||
| Jensen Alpha | 0.0789 | |||
| Total Risk Alpha | 0.509 | |||
| Sortino Ratio | 0.0289 | |||
| Treynor Ratio | (0.93) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of ACADEMY PRESS'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.
ACADEMY PRESS PLC Backtested Returns
At this stage we consider ACADEMY Stock to be very risky. ACADEMY PRESS PLC retains Efficiency (Sharpe Ratio) of close to zero, which signifies that the company had a close to zero % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for ACADEMY PRESS, which you can use to evaluate the volatility of the entity. Please confirm ACADEMY PRESS's coefficient of variation of 4177.4, and Market Risk Adjusted Performance of (0.92) to double-check if the risk estimate we provide is consistent with the expected return of 0.0171%. The firm owns a Beta (Systematic Risk) of -0.0944, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning ACADEMY PRESS are expected to decrease at a much lower rate. During the bear market, ACADEMY PRESS is likely to outperform the market. ACADEMY PRESS PLC at this moment owns a risk of 4.13%. Please confirm ACADEMY PRESS PLC mean deviation, standard deviation, treynor ratio, as well as the relationship between the downside deviation and total risk alpha , to decide if ACADEMY PRESS PLC will be following its current price history.
Auto-correlation | 0.10 |
Insignificant predictability
ACADEMY PRESS PLC has insignificant predictability. Overlapping area represents the amount of predictability between ACADEMY PRESS time series from 19th of December 2024 to 2nd of February 2025 and 2nd of February 2025 to 19th 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 ACADEMY PRESS PLC price movement. The serial correlation of 0.1 indicates that less than 10.0% of current ACADEMY PRESS price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.1 | |
| Spearman Rank Test | 0.24 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
ACADEMY PRESS PLC lagged returns against current returns
Autocorrelation, which is ACADEMY PRESS 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 ACADEMY PRESS's stock expected returns. We can calculate the autocorrelation of ACADEMY PRESS returns to help us make a trade decision. For example, suppose you find that ACADEMY PRESS 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 |
ACADEMY PRESS 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 ACADEMY PRESS stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if ACADEMY PRESS stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in ACADEMY PRESS stock over time.
Current vs Lagged Prices |
| Timeline |
ACADEMY PRESS Lagged Returns
When evaluating ACADEMY PRESS's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of ACADEMY PRESS stock have on its future price. ACADEMY PRESS 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, ACADEMY PRESS autocorrelation shows the relationship between ACADEMY PRESS stock current value and its past values and can show if there is a momentum factor associated with investing in ACADEMY PRESS PLC.
Regressed Prices |
| Timeline |
Also Currently Popular
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.Additional Tools for ACADEMY Stock Analysis
When running ACADEMY PRESS's price analysis, check to measure ACADEMY PRESS'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 ACADEMY PRESS is operating at the current time. Most of ACADEMY PRESS's value examination focuses on studying past and present price action to predict the probability of ACADEMY PRESS's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move ACADEMY PRESS's price. Additionally, you may evaluate how the addition of ACADEMY PRESS to your portfolios can decrease your overall portfolio volatility.