Aeva Technologies, Wt Stock Market Value
| AEVA-WT Stock | USD 0.05 0 3.61% |
| Symbol | Aeva |
Aeva Technologies, Price To Book Ratio
Aeva Technologies, '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 Aeva Technologies,'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 Aeva Technologies,.
| 11/03/2024 |
| 12/03/2024 |
If you would invest 0.00 in Aeva Technologies, on November 3, 2024 and sell it all today you would earn a total of 0.00 from holding Aeva Technologies, WT or generate 0.0% return on investment in Aeva Technologies, over 30 days. Aeva Technologies, is related to or competes with Apple, Microsoft, Amazon, Alphabet, and Meta Platforms. Aeva Technologies, is entity of United States More
Aeva Technologies, 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 Aeva Technologies,'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 Aeva Technologies, WT upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 12.13 | |||
| Information Ratio | 0.0923 | |||
| Maximum Drawdown | 74.13 | |||
| Value At Risk | (16.01) | |||
| Potential Upside | 23.12 |
Aeva Technologies, Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Aeva Technologies,'s investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Aeva Technologies,'s standard deviation. In reality, there are many statistical measures that can use Aeva Technologies, historical prices to predict the future Aeva Technologies,'s volatility.| Risk Adjusted Performance | 0.0872 | |||
| Jensen Alpha | 1.22 | |||
| Total Risk Alpha | (0.63) | |||
| Sortino Ratio | 0.0992 | |||
| Treynor Ratio | 1.52 |
Aeva Technologies, Backtested Returns
Aeva Technologies, is out of control given 3 months investment horizon. Aeva Technologies, secures Sharpe Ratio (or Efficiency) of 0.11, which signifies that the company had a 0.11% return per unit of risk over the last 3 months. We were able to interpolate and analyze data for twenty-nine different technical indicators, which can help you to evaluate if expected returns of 1.43% are justified by taking the suggested risk. Use Aeva Technologies, Downside Deviation of 12.13, mean deviation of 8.97, and Risk Adjusted Performance of 0.0872 to evaluate company specific risk that cannot be diversified away. Aeva Technologies, holds a performance score of 8 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of 0.87, which signifies possible diversification benefits within a given portfolio. Aeva Technologies, returns are very sensitive to returns on the market. As the market goes up or down, Aeva Technologies, is expected to follow. Use Aeva Technologies, total risk alpha, treynor ratio, value at risk, as well as the relationship between the sortino ratio and maximum drawdown , to analyze future returns on Aeva Technologies,.
Auto-correlation | 0.56 |
Modest predictability
Aeva Technologies, WT has modest predictability. Overlapping area represents the amount of predictability between Aeva Technologies, time series from 3rd of November 2024 to 18th of November 2024 and 18th of November 2024 to 3rd of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Aeva Technologies, price movement. The serial correlation of 0.56 indicates that roughly 56.0% of current Aeva Technologies, price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.56 | |
| Spearman Rank Test | 0.76 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Aeva Technologies, lagged returns against current returns
Autocorrelation, which is Aeva Technologies, 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 Aeva Technologies,'s stock expected returns. We can calculate the autocorrelation of Aeva Technologies, returns to help us make a trade decision. For example, suppose you find that Aeva Technologies, 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 |
Aeva Technologies, 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 Aeva Technologies, stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Aeva Technologies, stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Aeva Technologies, stock over time.
Current vs Lagged Prices |
| Timeline |
Aeva Technologies, Lagged Returns
When evaluating Aeva Technologies,'s market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Aeva Technologies, stock have on its future price. Aeva Technologies, 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, Aeva Technologies, autocorrelation shows the relationship between Aeva Technologies, stock current value and its past values and can show if there is a momentum factor associated with investing in Aeva Technologies, WT.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Aeva Stock Analysis
When running Aeva Technologies,'s price analysis, check to measure Aeva Technologies,'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 Aeva Technologies, is operating at the current time. Most of Aeva Technologies,'s value examination focuses on studying past and present price action to predict the probability of Aeva Technologies,'s future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Aeva Technologies,'s price. Additionally, you may evaluate how the addition of Aeva Technologies, to your portfolios can decrease your overall portfolio volatility.