Andrew Peller Limited Stock Market Value
| ADWPF Stock | USD 3.30 0.10 2.94% |
| Symbol | Andrew |
Andrew Peller '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 Andrew Peller's pink sheet 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 Andrew Peller.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Andrew Peller on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Andrew Peller Limited or generate 0.0% return on investment in Andrew Peller over 90 days. Andrew Peller is related to or competes with Becle SA, Naked Wines, Willamette Valley, Fresh Grapes, Naked Wines, Pernod Ricard, and Crimson Wine. Andrew Peller Limited engages in the production, bottling, and marketing of wines and craft beverage alcohol products in... More
Andrew Peller 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 Andrew Peller's pink sheet 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 Andrew Peller Limited upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.81 | |||
| Information Ratio | 0.2265 | |||
| Maximum Drawdown | 9.52 | |||
| Value At Risk | (1.44) | |||
| Potential Upside | 5.84 |
Andrew Peller Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Andrew Peller's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Andrew Peller's standard deviation. In reality, there are many statistical measures that can use Andrew Peller historical prices to predict the future Andrew Peller's volatility.| Risk Adjusted Performance | 0.1554 | |||
| Jensen Alpha | 0.3326 | |||
| Total Risk Alpha | 0.536 | |||
| Sortino Ratio | 0.2297 | |||
| Treynor Ratio | 1.27 |
Andrew Peller Limited Backtested Returns
Andrew Peller appears to be slightly risky, given 3 months investment horizon. Andrew Peller Limited secures Sharpe Ratio (or Efficiency) of 0.17, which signifies that the company had a 0.17 % return per unit of standard deviation over the last 3 months. We have found twenty-seven technical indicators for Andrew Peller Limited, which you can use to evaluate the volatility of the firm. Please makes use of Andrew Peller's mean deviation of 0.9683, and Risk Adjusted Performance of 0.1554 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Andrew Peller holds a performance score of 13. The firm shows a Beta (market volatility) of 0.24, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Andrew Peller's returns are expected to increase less than the market. However, during the bear market, the loss of holding Andrew Peller is expected to be smaller as well. Please check Andrew Peller's coefficient of variation, potential upside, day median price, as well as the relationship between the sortino ratio and skewness , to make a quick decision on whether Andrew Peller's price patterns will revert.
Auto-correlation | 0.06 |
Virtually no predictability
Andrew Peller Limited has virtually no predictability. Overlapping area represents the amount of predictability between Andrew Peller 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 Andrew Peller Limited price movement. The serial correlation of 0.06 indicates that barely 6.0% of current Andrew Peller price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.06 | |
| Spearman Rank Test | -0.02 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
Andrew Peller Limited lagged returns against current returns
Autocorrelation, which is Andrew Peller pink sheet'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 Andrew Peller's pink sheet expected returns. We can calculate the autocorrelation of Andrew Peller returns to help us make a trade decision. For example, suppose you find that Andrew Peller has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Andrew Peller 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 Andrew Peller pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Andrew Peller pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Andrew Peller pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Andrew Peller Lagged Returns
When evaluating Andrew Peller's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Andrew Peller pink sheet have on its future price. Andrew Peller 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, Andrew Peller autocorrelation shows the relationship between Andrew Peller pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Andrew Peller Limited.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Andrew Pink Sheet
Andrew Peller financial ratios help investors to determine whether Andrew Pink Sheet 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 Andrew with respect to the benefits of owning Andrew Peller security.