Aac Clyde Space Stock Market Value
| ACCMF Stock | USD 8.50 2.65 45.30% |
| Symbol | AAC |
AAC Clyde '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 AAC Clyde's otc 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 AAC Clyde.
| 12/14/2024 |
| 03/14/2025 |
If you would invest 0.00 in AAC Clyde on December 14, 2024 and sell it all today you would earn a total of 0.00 from holding AAC Clyde Space or generate 0.0% return on investment in AAC Clyde over 90 days. AAC Clyde is related to or competes with Archer Aviation, Eve Holding, Ehang Holdings, Draganfly, HEICO, Vertical Aerospace, and Embraer SA. AAC Clyde Space AB primarily provides solutions and services to the small satellite market in Sweden, the United Kingdom... More
AAC Clyde 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 AAC Clyde's otc 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 AAC Clyde Space upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.2216 | |||
| Maximum Drawdown | 45.3 | |||
| Potential Upside | 2.44 |
AAC Clyde Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for AAC Clyde's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as AAC Clyde's standard deviation. In reality, there are many statistical measures that can use AAC Clyde historical prices to predict the future AAC Clyde's volatility.| Risk Adjusted Performance | 0.179 | |||
| Jensen Alpha | 0.9605 | |||
| Total Risk Alpha | 2.45 | |||
| Treynor Ratio | (0.51) |
AAC Clyde Space Backtested Returns
AAC Clyde is unstable given 3 months investment horizon. AAC Clyde Space retains Efficiency (Sharpe Ratio) of 0.2, which signifies that the company had a 0.2 % return per unit of risk over the last 3 months. We have collected data for twenty different technical indicators, which can help you to evaluate if expected returns of 1.34% are justified by taking the suggested risk. Use AAC Clyde Space market risk adjusted performance of (0.50), and Variance of 44.05 to evaluate company specific risk that cannot be diversified away. AAC Clyde holds a performance score of 15 on a scale of zero to a hundred. The firm owns a Beta (Systematic Risk) of -2.59, which signifies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning AAC Clyde are expected to decrease by larger amounts. On the other hand, during market turmoil, AAC Clyde is expected to outperform it. Use AAC Clyde Space coefficient of variation, potential upside, day typical price, as well as the relationship between the information ratio and daily balance of power , to analyze future returns on AAC Clyde Space.
Auto-correlation | 0.56 |
Modest predictability
AAC Clyde Space has modest predictability. Overlapping area represents the amount of predictability between AAC Clyde time series from 14th of December 2024 to 28th of January 2025 and 28th of January 2025 to 14th 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 AAC Clyde Space price movement. The serial correlation of 0.56 indicates that roughly 56.0% of current AAC Clyde price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.56 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.8 |
AAC Clyde Space lagged returns against current returns
Autocorrelation, which is AAC Clyde otc 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 AAC Clyde's otc stock expected returns. We can calculate the autocorrelation of AAC Clyde returns to help us make a trade decision. For example, suppose you find that AAC Clyde has exhibited high autocorrelation historically, and you observe that the otc 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 |
AAC Clyde 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 AAC Clyde otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if AAC Clyde otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in AAC Clyde otc stock over time.
Current vs Lagged Prices |
| Timeline |
AAC Clyde Lagged Returns
When evaluating AAC Clyde's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of AAC Clyde otc stock have on its future price. AAC Clyde 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, AAC Clyde autocorrelation shows the relationship between AAC Clyde otc stock current value and its past values and can show if there is a momentum factor associated with investing in AAC Clyde Space.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in AAC OTC Stock
AAC Clyde financial ratios help investors to determine whether AAC OTC 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 AAC with respect to the benefits of owning AAC Clyde security.