Aker Carbon (Norway) Market Value
| ACC Stock | NOK 7.32 0.08 1.08% |
| Symbol | Aker |
Aker Carbon '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 Aker Carbon'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 Aker Carbon.
| 03/01/2023 |
| 02/18/2025 |
If you would invest 0.00 in Aker Carbon on March 1, 2023 and sell it all today you would earn a total of 0.00 from holding Aker Carbon Capture or generate 0.0% return on investment in Aker Carbon over 720 days. Aker Carbon is related to or competes with Aker Horizons, Aker Solutions, and REC Silicon. Aker Carbon Capture AS provides products, technology, and solutions within the field of carbon capture technologies, uti... More
Aker Carbon 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 Aker Carbon'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 Aker Carbon Capture upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.09 | |||
| Information Ratio | 0.1457 | |||
| Maximum Drawdown | 15.28 | |||
| Value At Risk | (2.98) | |||
| Potential Upside | 3.99 |
Aker Carbon Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Aker Carbon's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Aker Carbon's standard deviation. In reality, there are many statistical measures that can use Aker Carbon historical prices to predict the future Aker Carbon's volatility.| Risk Adjusted Performance | 0.1135 | |||
| Jensen Alpha | 0.4017 | |||
| Total Risk Alpha | 0.3983 | |||
| Sortino Ratio | 0.1919 | |||
| Treynor Ratio | 0.5224 |
Aker Carbon Capture Backtested Returns
Aker Carbon appears to be somewhat reliable, given 3 months investment horizon. Aker Carbon Capture secures Sharpe Ratio (or Efficiency) of 0.16, which signifies that the company had a 0.16 % return per unit of standard deviation over the last 3 months. We have found twenty-nine technical indicators for Aker Carbon Capture, which you can use to evaluate the volatility of the firm. Please makes use of Aker Carbon's risk adjusted performance of 0.1135, and Mean Deviation of 1.85 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Aker Carbon holds a performance score of 12. The firm shows a Beta (market volatility) of 0.77, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Aker Carbon's returns are expected to increase less than the market. However, during the bear market, the loss of holding Aker Carbon is expected to be smaller as well. Please check Aker Carbon's jensen alpha, maximum drawdown, and the relationship between the coefficient of variation and sortino ratio , to make a quick decision on whether Aker Carbon's price patterns will revert.
Auto-correlation | 0.42 |
Average predictability
Aker Carbon Capture has average predictability. Overlapping area represents the amount of predictability between Aker Carbon time series from 1st of March 2023 to 24th of February 2024 and 24th of February 2024 to 18th of February 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 Aker Carbon Capture price movement. The serial correlation of 0.42 indicates that just about 42.0% of current Aker Carbon price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.42 | |
| Spearman Rank Test | 0.35 | |
| Residual Average | 0.0 | |
| Price Variance | 0.41 |
Aker Carbon Capture lagged returns against current returns
Autocorrelation, which is Aker Carbon 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 Aker Carbon's stock expected returns. We can calculate the autocorrelation of Aker Carbon returns to help us make a trade decision. For example, suppose you find that Aker Carbon 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 |
Aker Carbon 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 Aker Carbon stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Aker Carbon stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Aker Carbon stock over time.
Current vs Lagged Prices |
| Timeline |
Aker Carbon Lagged Returns
When evaluating Aker Carbon's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Aker Carbon stock have on its future price. Aker Carbon 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, Aker Carbon autocorrelation shows the relationship between Aker Carbon stock current value and its past values and can show if there is a momentum factor associated with investing in Aker Carbon Capture.
Regressed Prices |
| Timeline |
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Aker Carbon financial ratios help investors to determine whether Aker 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 Aker with respect to the benefits of owning Aker Carbon security.