Aures Technologies (France) Market Value
| ALAUR Stock | 6.28 0.02 0.32% |
| Symbol | Aures |
Aures 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 Aures Technologies' 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 Aures Technologies.
| 12/13/2024 |
| 03/13/2025 |
If you would invest 0.00 in Aures Technologies on December 13, 2024 and sell it all today you would earn a total of 0.00 from holding Aures Technologies SA or generate 0.0% return on investment in Aures Technologies over 90 days.
Aures 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 Aures Technologies' 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 Aures Technologies SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.263 | |||
| Information Ratio | 0.6961 | |||
| Maximum Drawdown | 0.8015 | |||
| Value At Risk | (0.32) | |||
| Potential Upside | 0.3205 |
Aures Technologies Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Aures Technologies' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Aures Technologies' standard deviation. In reality, there are many statistical measures that can use Aures Technologies historical prices to predict the future Aures Technologies' volatility.| Risk Adjusted Performance | (0) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | 0.0246 | |||
| Sortino Ratio | 0.472 | |||
| Treynor Ratio | 0.1087 |
Aures Technologies Backtested Returns
Currently, Aures Technologies SA is very steady. Aures Technologies secures Sharpe Ratio (or Efficiency) of 0.047, which signifies that the company had a 0.047 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Aures Technologies SA, which you can use to evaluate the volatility of the firm. Please confirm Aures Technologies' Downside Deviation of 0.263, insignificant risk adjusted performance, and Mean Deviation of 0.1174 to double-check if the risk estimate we provide is consistent with the expected return of 0.0079%. Aures Technologies has a performance score of 3 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.0238, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Aures Technologies are expected to decrease at a much lower rate. During the bear market, Aures Technologies is likely to outperform the market. Aures Technologies right now shows a risk of 0.17%. Please confirm Aures Technologies maximum drawdown, as well as the relationship between the expected short fall and day median price , to decide if Aures Technologies will be following its price patterns.
Auto-correlation | 0.41 |
Average predictability
Aures Technologies SA has average predictability. Overlapping area represents the amount of predictability between Aures Technologies time series from 13th of December 2024 to 27th of January 2025 and 27th of January 2025 to 13th 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 Aures Technologies price movement. The serial correlation of 0.41 indicates that just about 41.0% of current Aures Technologies price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.41 | |
| Spearman Rank Test | 0.82 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Aures Technologies lagged returns against current returns
Autocorrelation, which is Aures 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 Aures Technologies' stock expected returns. We can calculate the autocorrelation of Aures Technologies returns to help us make a trade decision. For example, suppose you find that Aures 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 |
Aures 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 Aures Technologies stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Aures Technologies stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Aures Technologies stock over time.
Current vs Lagged Prices |
| Timeline |
Aures Technologies Lagged Returns
When evaluating Aures Technologies' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Aures Technologies stock have on its future price. Aures 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, Aures Technologies autocorrelation shows the relationship between Aures Technologies stock current value and its past values and can show if there is a momentum factor associated with investing in Aures Technologies SA.
Regressed Prices |
| Timeline |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for Aures Stock Analysis
When running Aures Technologies' price analysis, check to measure Aures Technologies' 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 Aures Technologies is operating at the current time. Most of Aures Technologies' value examination focuses on studying past and present price action to predict the probability of Aures Technologies' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Aures Technologies' price. Additionally, you may evaluate how the addition of Aures Technologies to your portfolios can decrease your overall portfolio volatility.