AST Groupe (France) Market Value
| ALAST Stock | EUR 0.48 0.02 4.00% |
| Symbol | AST |
AST Groupe '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 AST Groupe'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 AST Groupe.
| 01/21/2023 |
| 01/10/2025 |
If you would invest 0.00 in AST Groupe on January 21, 2023 and sell it all today you would earn a total of 0.00 from holding AST Groupe or generate 0.0% return on investment in AST Groupe over 720 days. AST Groupe is related to or competes with Lexibook Linguistic, Manitou BF, Ekinops SA, Memscap Regpt, SPDR Barclays, Malteries Franco, and Poxel SA. Astellia S.A. provides network and subscriber intelligence solutions for mobile operators worldwide More
AST Groupe 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 AST Groupe'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 AST Groupe upside and downside potential and time the market with a certain degree of confidence.
AST Groupe Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for AST Groupe's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as AST Groupe's standard deviation. In reality, there are many statistical measures that can use AST Groupe historical prices to predict the future AST Groupe's volatility.Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of AST Groupe'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.
AST Groupe Backtested Returns
We have found eight technical indicators for AST Groupe, which you can use to evaluate the volatility of the firm. Please confirm AST Groupe's rate of daily change of 0.96, and Accumulation Distribution of 0.04 to double-check if the risk estimate we provide is consistent with the expected return of 0.0%. The firm shows a Beta (market volatility) of 0.0, which signifies not very significant fluctuations relative to the market. the returns on MARKET and AST Groupe are completely uncorrelated. AST Groupe currently shows a risk of 0.0%. Please confirm AST Groupe daily balance of power , to decide if AST Groupe will be following its price patterns.
Auto-correlation | 0.78 |
Good predictability
AST Groupe has good predictability. Overlapping area represents the amount of predictability between AST Groupe time series from 21st of January 2023 to 16th of January 2024 and 16th of January 2024 to 10th 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 AST Groupe price movement. The serial correlation of 0.78 indicates that around 78.0% of current AST Groupe price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.78 | |
| Spearman Rank Test | 0.57 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
AST Groupe lagged returns against current returns
Autocorrelation, which is AST Groupe 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 AST Groupe's stock expected returns. We can calculate the autocorrelation of AST Groupe returns to help us make a trade decision. For example, suppose you find that AST Groupe 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 |
AST Groupe 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 AST Groupe stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if AST Groupe stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in AST Groupe stock over time.
Current vs Lagged Prices |
| Timeline |
AST Groupe Lagged Returns
When evaluating AST Groupe's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of AST Groupe stock have on its future price. AST Groupe 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, AST Groupe autocorrelation shows the relationship between AST Groupe stock current value and its past values and can show if there is a momentum factor associated with investing in AST Groupe.
Regressed Prices |
| Timeline |
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Additional Tools for AST Stock Analysis
When running AST Groupe's price analysis, check to measure AST Groupe'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 AST Groupe is operating at the current time. Most of AST Groupe's value examination focuses on studying past and present price action to predict the probability of AST Groupe's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move AST Groupe's price. Additionally, you may evaluate how the addition of AST Groupe to your portfolios can decrease your overall portfolio volatility.