Ai Unlimited Group, Stock Market Value
| AIUG Stock | 3.11 0.33 11.87% |
| Symbol | AIUG |
AI Unlimited '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 AI Unlimited'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 AI Unlimited.
| 11/18/2024 |
| 12/18/2024 |
If you would invest 0.00 in AI Unlimited on November 18, 2024 and sell it all today you would earn a total of 0.00 from holding AI Unlimited Group, or generate 0.0% return on investment in AI Unlimited over 30 days.
AI Unlimited 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 AI Unlimited'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 AI Unlimited Group, upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.2909 | |||
| Maximum Drawdown | 123.14 | |||
| Value At Risk | (7.43) | |||
| Potential Upside | 75.0 |
AI Unlimited Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for AI Unlimited's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as AI Unlimited's standard deviation. In reality, there are many statistical measures that can use AI Unlimited historical prices to predict the future AI Unlimited's volatility.| Risk Adjusted Performance | 0.2225 | |||
| Jensen Alpha | 7.35 | |||
| Total Risk Alpha | 5.34 | |||
| Treynor Ratio | (26.20) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of AI Unlimited's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
AI Unlimited Group, Backtested Returns
AI Unlimited Group, retains Efficiency (Sharpe Ratio) of 0.29, which signifies that the company had a 0.29% return per unit of price deviation over the last 3 months. We are able to break down and analyze data for twenty-three different technical indicators, which can help you to evaluate if expected returns of 7.0% are justified by taking the suggested risk. Use AI Unlimited Group, Market Risk Adjusted Performance of (26.19), information ratio of 0.2909, and Variance of 625.86 to evaluate company specific risk that cannot be diversified away. AI Unlimited holds a performance score of 22 on a scale of zero to a hundred. The firm owns a Beta (Systematic Risk) of -0.28, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning AI Unlimited are expected to decrease at a much lower rate. During the bear market, AI Unlimited is likely to outperform the market. Use AI Unlimited Group, standard deviation, kurtosis, period momentum indicator, as well as the relationship between the maximum drawdown and day median price , to analyze future returns on AI Unlimited Group,.
Auto-correlation | -0.65 |
Very good reverse predictability
AI Unlimited Group, has very good reverse predictability. Overlapping area represents the amount of predictability between AI Unlimited time series from 18th of November 2024 to 3rd of December 2024 and 3rd of December 2024 to 18th 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 AI Unlimited Group, price movement. The serial correlation of -0.65 indicates that roughly 65.0% of current AI Unlimited price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.65 | |
| Spearman Rank Test | -0.3 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
AI Unlimited Group, lagged returns against current returns
Autocorrelation, which is AI Unlimited 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 AI Unlimited's otc stock expected returns. We can calculate the autocorrelation of AI Unlimited returns to help us make a trade decision. For example, suppose you find that AI Unlimited 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 |
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AI Unlimited 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 AI Unlimited otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if AI Unlimited otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in AI Unlimited otc stock over time.
Current vs Lagged Prices |
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AI Unlimited Lagged Returns
When evaluating AI Unlimited's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of AI Unlimited otc stock have on its future price. AI Unlimited 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, AI Unlimited autocorrelation shows the relationship between AI Unlimited otc stock current value and its past values and can show if there is a momentum factor associated with investing in AI Unlimited Group,.
Regressed Prices |
| Timeline |