Advanced Info (Germany) Market Value
| AISF Stock | 8.00 0.15 1.91% |
| Symbol | Advanced |
Advanced Info '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 Advanced Info'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 Advanced Info.
| 12/23/2024 |
| 01/22/2025 |
If you would invest 0.00 in Advanced Info on December 23, 2024 and sell it all today you would earn a total of 0.00 from holding Advanced Info Service or generate 0.0% return on investment in Advanced Info over 30 days. Advanced Info is related to or competes with SCOTT TECHNOLOGY, Check Point, Coffee Holding, Luckin Coffee, and AECOM TECHNOLOGY. More
Advanced Info 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 Advanced Info'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 Advanced Info Service upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.48 | |||
| Information Ratio | 0.0526 | |||
| Maximum Drawdown | 7.83 | |||
| Value At Risk | (2.01) | |||
| Potential Upside | 3.9 |
Advanced Info Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Advanced Info's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Advanced Info's standard deviation. In reality, there are many statistical measures that can use Advanced Info historical prices to predict the future Advanced Info's volatility.| Risk Adjusted Performance | 0.0667 | |||
| Jensen Alpha | 0.1164 | |||
| Total Risk Alpha | 0.0643 | |||
| Sortino Ratio | 0.0613 | |||
| Treynor Ratio | (9.44) |
Advanced Info Service Backtested Returns
Currently, Advanced Info Service is somewhat reliable. Advanced Info Service secures Sharpe Ratio (or Efficiency) of 0.073, which signifies that the company had a 0.073 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Advanced Info Service, which you can use to evaluate the volatility of the firm. Please confirm Advanced Info's Mean Deviation of 1.33, risk adjusted performance of 0.0667, and Downside Deviation of 1.48 to double-check if the risk estimate we provide is consistent with the expected return of 0.13%. Advanced Info has a performance score of 5 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.0123, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Advanced Info are expected to decrease at a much lower rate. During the bear market, Advanced Info is likely to outperform the market. Advanced Info Service right now shows a risk of 1.73%. Please confirm Advanced Info Service treynor ratio, value at risk, and the relationship between the sortino ratio and maximum drawdown , to decide if Advanced Info Service will be following its price patterns.
Auto-correlation | -0.45 |
Modest reverse predictability
Advanced Info Service has modest reverse predictability. Overlapping area represents the amount of predictability between Advanced Info time series from 23rd of December 2024 to 7th of January 2025 and 7th of January 2025 to 22nd of January 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 Advanced Info Service price movement. The serial correlation of -0.45 indicates that just about 45.0% of current Advanced Info price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.45 | |
| Spearman Rank Test | -0.57 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Advanced Info Service lagged returns against current returns
Autocorrelation, which is Advanced Info 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 Advanced Info's stock expected returns. We can calculate the autocorrelation of Advanced Info returns to help us make a trade decision. For example, suppose you find that Advanced Info 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 |
Advanced Info 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 Advanced Info stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Advanced Info stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Advanced Info stock over time.
Current vs Lagged Prices |
| Timeline |
Advanced Info Lagged Returns
When evaluating Advanced Info's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Advanced Info stock have on its future price. Advanced Info 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, Advanced Info autocorrelation shows the relationship between Advanced Info stock current value and its past values and can show if there is a momentum factor associated with investing in Advanced Info Service.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Advanced Stock Analysis
When running Advanced Info's price analysis, check to measure Advanced Info'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 Advanced Info is operating at the current time. Most of Advanced Info's value examination focuses on studying past and present price action to predict the probability of Advanced Info's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Advanced Info's price. Additionally, you may evaluate how the addition of Advanced Info to your portfolios can decrease your overall portfolio volatility.