Atlas Copco (Germany) Market Value

ACO Stock  EUR 15.80  0.40  2.47%   
Atlas Copco's market value is the price at which a share of Atlas Copco trades on a public exchange. It measures the collective expectations of Atlas Copco A investors about its performance. Atlas Copco is trading at 15.80 as of the 2nd of March 2025. This is a 2.47% down since the beginning of the trading day. The stock's lowest day price was 15.8.
With this module, you can estimate the performance of a buy and hold strategy of Atlas Copco A and determine expected loss or profit from investing in Atlas Copco over a given investment horizon. Check out Atlas Copco Correlation, Atlas Copco Volatility and Atlas Copco Alpha and Beta module to complement your research on Atlas Copco.
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Please note, there is a significant difference between Atlas Copco's value and its price as these two are different measures arrived at by different means. Investors typically determine if Atlas Copco is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Atlas Copco's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

Atlas Copco '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 Atlas Copco'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 Atlas Copco.
0.00
01/01/2025
No Change 0.00  0.0 
In 2 months and 1 day
03/02/2025
0.00
If you would invest  0.00  in Atlas Copco on January 1, 2025 and sell it all today you would earn a total of 0.00 from holding Atlas Copco A or generate 0.0% return on investment in Atlas Copco over 60 days. Atlas Copco is related to or competes with Daito Trust, Tokyu Construction, Sterling Construction, Sumitomo Mitsui, US Foods, and Australian Agricultural. Atlas Copco AB, together with its subsidiaries, provides productivity solutions More

Atlas Copco 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 Atlas Copco'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 Atlas Copco A upside and downside potential and time the market with a certain degree of confidence.

Atlas Copco Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Atlas Copco's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Atlas Copco's standard deviation. In reality, there are many statistical measures that can use Atlas Copco historical prices to predict the future Atlas Copco's volatility.
Hype
Prediction
LowEstimatedHigh
13.3915.8018.21
Details
Intrinsic
Valuation
LowRealHigh
13.3115.7218.13
Details

Atlas Copco A Backtested Returns

At this point, Atlas Copco is not too volatile. Atlas Copco A secures Sharpe Ratio (or Efficiency) of 0.0707, which signifies that the company had a 0.0707 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Atlas Copco A, which you can use to evaluate the volatility of the firm. Please confirm Atlas Copco's Downside Deviation of 2.54, mean deviation of 1.69, and Risk Adjusted Performance of 0.0566 to double-check if the risk estimate we provide is consistent with the expected return of 0.17%. Atlas Copco has a performance score of 5 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.0966, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Atlas Copco's returns are expected to increase less than the market. However, during the bear market, the loss of holding Atlas Copco is expected to be smaller as well. Atlas Copco A right now shows a risk of 2.39%. Please confirm Atlas Copco A coefficient of variation, jensen alpha, sortino ratio, as well as the relationship between the information ratio and total risk alpha , to decide if Atlas Copco A will be following its price patterns.

Auto-correlation

    
  0.29  

Poor predictability

Atlas Copco A has poor predictability. Overlapping area represents the amount of predictability between Atlas Copco time series from 1st of January 2025 to 31st of January 2025 and 31st of January 2025 to 2nd 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 Atlas Copco A price movement. The serial correlation of 0.29 indicates that nearly 29.0% of current Atlas Copco price fluctuation can be explain by its past prices.
Correlation Coefficient0.29
Spearman Rank Test-0.06
Residual Average0.0
Price Variance0.13

Atlas Copco A lagged returns against current returns

Autocorrelation, which is Atlas Copco 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 Atlas Copco's stock expected returns. We can calculate the autocorrelation of Atlas Copco returns to help us make a trade decision. For example, suppose you find that Atlas Copco 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  

Atlas Copco 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 Atlas Copco stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Atlas Copco stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Atlas Copco stock over time.
   Current vs Lagged Prices   
       Timeline  

Atlas Copco Lagged Returns

When evaluating Atlas Copco's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Atlas Copco stock have on its future price. Atlas Copco 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, Atlas Copco autocorrelation shows the relationship between Atlas Copco stock current value and its past values and can show if there is a momentum factor associated with investing in Atlas Copco A.
   Regressed Prices   
       Timeline  

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Other Information on Investing in Atlas Stock

Atlas Copco financial ratios help investors to determine whether Atlas 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 Atlas with respect to the benefits of owning Atlas Copco security.