Andlauer Healthcare Gr Stock Market Value
| AND Stock | CAD 42.25 2.86 6.34% |
| Symbol | Andlauer |
Andlauer Healthcare Price To Book Ratio
Andlauer Healthcare '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 Andlauer Healthcare'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 Andlauer Healthcare.
| 01/28/2025 |
| 02/27/2025 |
If you would invest 0.00 in Andlauer Healthcare on January 28, 2025 and sell it all today you would earn a total of 0.00 from holding Andlauer Healthcare Gr or generate 0.0% return on investment in Andlauer Healthcare over 30 days. Andlauer Healthcare is related to or competes with Dream Unlimited, TECSYS, and Real Matters. Andlauer Healthcare Group Inc., a supply chain management company, provides a platform of customized third-party logisti... More
Andlauer Healthcare 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 Andlauer Healthcare'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 Andlauer Healthcare Gr upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.01 | |||
| Information Ratio | 0.0806 | |||
| Maximum Drawdown | 5.88 | |||
| Value At Risk | (1.67) | |||
| Potential Upside | 1.73 |
Andlauer Healthcare Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Andlauer Healthcare's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Andlauer Healthcare's standard deviation. In reality, there are many statistical measures that can use Andlauer Healthcare historical prices to predict the future Andlauer Healthcare's volatility.| Risk Adjusted Performance | 0.0649 | |||
| Jensen Alpha | 0.0815 | |||
| Total Risk Alpha | 0.0907 | |||
| Sortino Ratio | 0.0866 | |||
| Treynor Ratio | 1.49 |
Andlauer Healthcare Backtested Returns
As of now, Andlauer Stock is very steady. Andlauer Healthcare secures Sharpe Ratio (or Efficiency) of 0.0719, which signifies that the company had a 0.0719 % return per unit of standard deviation over the last 3 months. We have found thirty technical indicators for Andlauer Healthcare Gr, which you can use to evaluate the volatility of the firm. Please confirm Andlauer Healthcare's risk adjusted performance of 0.0649, and Mean Deviation of 0.8055 to double-check if the risk estimate we provide is consistent with the expected return of 0.0756%. Andlauer Healthcare has a performance score of 5 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.0546, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Andlauer Healthcare's returns are expected to increase less than the market. However, during the bear market, the loss of holding Andlauer Healthcare is expected to be smaller as well. Andlauer Healthcare right now shows a risk of 1.05%. Please confirm Andlauer Healthcare treynor ratio, expected short fall, and the relationship between the jensen alpha and potential upside , to decide if Andlauer Healthcare will be following its price patterns.
Auto-correlation | -0.65 |
Very good reverse predictability
Andlauer Healthcare Gr has very good reverse predictability. Overlapping area represents the amount of predictability between Andlauer Healthcare time series from 28th of January 2025 to 12th of February 2025 and 12th of February 2025 to 27th 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 Andlauer Healthcare price movement. The serial correlation of -0.65 indicates that roughly 65.0% of current Andlauer Healthcare price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.65 | |
| Spearman Rank Test | -0.45 | |
| Residual Average | 0.0 | |
| Price Variance | 0.89 |
Andlauer Healthcare lagged returns against current returns
Autocorrelation, which is Andlauer Healthcare 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 Andlauer Healthcare's stock expected returns. We can calculate the autocorrelation of Andlauer Healthcare returns to help us make a trade decision. For example, suppose you find that Andlauer Healthcare 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 |
Andlauer Healthcare 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 Andlauer Healthcare stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Andlauer Healthcare stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Andlauer Healthcare stock over time.
Current vs Lagged Prices |
| Timeline |
Andlauer Healthcare Lagged Returns
When evaluating Andlauer Healthcare's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Andlauer Healthcare stock have on its future price. Andlauer Healthcare 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, Andlauer Healthcare autocorrelation shows the relationship between Andlauer Healthcare stock current value and its past values and can show if there is a momentum factor associated with investing in Andlauer Healthcare Gr.
Regressed Prices |
| Timeline |
Other Information on Investing in Andlauer Stock
Andlauer Healthcare financial ratios help investors to determine whether Andlauer Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Andlauer with respect to the benefits of owning Andlauer Healthcare security.