Analytixinsight Stock Market Value
| ALY Stock | CAD 0.04 0.01 12.50% |
| Symbol | AnalytixInsight |
AnalytixInsight Price To Book Ratio
AnalytixInsight '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 AnalytixInsight'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 AnalytixInsight.
| 01/27/2025 |
| 02/26/2025 |
If you would invest 0.00 in AnalytixInsight on January 27, 2025 and sell it all today you would earn a total of 0.00 from holding AnalytixInsight or generate 0.0% return on investment in AnalytixInsight over 30 days. AnalytixInsight is related to or competes with Gatekeeper Systems, Baylin Technologies, and Bewhere Holdings. AnalytixInsight Inc., through its subsidiaries, offers financial research and content for investors, information provide... More
AnalytixInsight 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 AnalytixInsight'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 AnalytixInsight upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 25.56 | |||
| Information Ratio | 0.1807 | |||
| Maximum Drawdown | 125.0 | |||
| Value At Risk | (18.18) | |||
| Potential Upside | 33.33 |
AnalytixInsight Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for AnalytixInsight's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as AnalytixInsight's standard deviation. In reality, there are many statistical measures that can use AnalytixInsight historical prices to predict the future AnalytixInsight's volatility.| Risk Adjusted Performance | 0.143 | |||
| Jensen Alpha | 3.49 | |||
| Total Risk Alpha | 3.37 | |||
| Sortino Ratio | 0.1366 | |||
| Treynor Ratio | 3.37 |
AnalytixInsight Backtested Returns
AnalytixInsight is out of control given 3 months investment horizon. AnalytixInsight secures Sharpe Ratio (or Efficiency) of 0.16, which signifies that the company had a 0.16 % return per unit of standard deviation over the last 3 months. We were able to interpolate twenty-eight different technical indicators, which can help you to evaluate if expected returns of 3.03% are justified by taking the suggested risk. Use AnalytixInsight mean deviation of 11.09, and Risk Adjusted Performance of 0.143 to evaluate company specific risk that cannot be diversified away. AnalytixInsight holds a performance score of 12 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of 1.04, which signifies a somewhat significant risk relative to the market. AnalytixInsight returns are very sensitive to returns on the market. As the market goes up or down, AnalytixInsight is expected to follow. Use AnalytixInsight value at risk, rate of daily change, and the relationship between the total risk alpha and expected short fall , to analyze future returns on AnalytixInsight.
Auto-correlation | 0.27 |
Poor predictability
AnalytixInsight has poor predictability. Overlapping area represents the amount of predictability between AnalytixInsight time series from 27th of January 2025 to 11th of February 2025 and 11th of February 2025 to 26th of February 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 AnalytixInsight price movement. The serial correlation of 0.27 indicates that nearly 27.0% of current AnalytixInsight price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.27 | |
| Spearman Rank Test | -0.15 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
AnalytixInsight lagged returns against current returns
Autocorrelation, which is AnalytixInsight 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 AnalytixInsight's stock expected returns. We can calculate the autocorrelation of AnalytixInsight returns to help us make a trade decision. For example, suppose you find that AnalytixInsight 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 |
AnalytixInsight 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 AnalytixInsight stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if AnalytixInsight stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in AnalytixInsight stock over time.
Current vs Lagged Prices |
| Timeline |
AnalytixInsight Lagged Returns
When evaluating AnalytixInsight's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of AnalytixInsight stock have on its future price. AnalytixInsight 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, AnalytixInsight autocorrelation shows the relationship between AnalytixInsight stock current value and its past values and can show if there is a momentum factor associated with investing in AnalytixInsight.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for AnalytixInsight Stock Analysis
When running AnalytixInsight's price analysis, check to measure AnalytixInsight'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 AnalytixInsight is operating at the current time. Most of AnalytixInsight's value examination focuses on studying past and present price action to predict the probability of AnalytixInsight's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move AnalytixInsight's price. Additionally, you may evaluate how the addition of AnalytixInsight to your portfolios can decrease your overall portfolio volatility.