Anatara Lifesciences (Australia) Market Value
| ANR Stock | 0.01 0 12.50% |
| Symbol | Anatara |
Anatara Lifesciences '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 Anatara Lifesciences' 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 Anatara Lifesciences.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Anatara Lifesciences on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Anatara Lifesciences or generate 0.0% return on investment in Anatara Lifesciences over 90 days. Anatara Lifesciences is related to or competes with Apiam Animal, Healthco Healthcare, G8 Education, Super Retail, and Home Consortium. Anatara Lifesciences is entity of Australia More
Anatara Lifesciences 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 Anatara Lifesciences' 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 Anatara Lifesciences upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.15) | |||
| Maximum Drawdown | 102.75 | |||
| Value At Risk | (19.23) | |||
| Potential Upside | 6.38 |
Anatara Lifesciences Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Anatara Lifesciences' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Anatara Lifesciences' standard deviation. In reality, there are many statistical measures that can use Anatara Lifesciences historical prices to predict the future Anatara Lifesciences' volatility.| Risk Adjusted Performance | (0.13) | |||
| Jensen Alpha | (1.74) | |||
| Total Risk Alpha | (0.38) | |||
| Treynor Ratio | (1.93) |
Anatara Lifesciences Backtested Returns
Anatara Lifesciences 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. Anatara Lifesciences exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Anatara Lifesciences' mean deviation of 5.98, and Risk Adjusted Performance of (0.13) to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.96, which signifies possible diversification benefits within a given portfolio. Anatara Lifesciences returns are very sensitive to returns on the market. As the market goes up or down, Anatara Lifesciences is expected to follow. At this point, Anatara Lifesciences has a negative expected return of -1.96%. Please make sure to confirm Anatara Lifesciences' coefficient of variation, jensen alpha, and the relationship between the mean deviation and standard deviation , to decide if Anatara Lifesciences performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.03 |
Very weak reverse predictability
Anatara Lifesciences has very weak reverse predictability. Overlapping area represents the amount of predictability between Anatara Lifesciences time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th 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 Anatara Lifesciences price movement. The serial correlation of -0.03 indicates that only 3.0% of current Anatara Lifesciences price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.03 | |
| Spearman Rank Test | -0.2 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Anatara Lifesciences lagged returns against current returns
Autocorrelation, which is Anatara Lifesciences 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 Anatara Lifesciences' stock expected returns. We can calculate the autocorrelation of Anatara Lifesciences returns to help us make a trade decision. For example, suppose you find that Anatara Lifesciences 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 |
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Anatara Lifesciences 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 Anatara Lifesciences stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Anatara Lifesciences stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Anatara Lifesciences stock over time.
Current vs Lagged Prices |
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Anatara Lifesciences Lagged Returns
When evaluating Anatara Lifesciences' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Anatara Lifesciences stock have on its future price. Anatara Lifesciences 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, Anatara Lifesciences autocorrelation shows the relationship between Anatara Lifesciences stock current value and its past values and can show if there is a momentum factor associated with investing in Anatara Lifesciences.
Regressed Prices |
| Timeline |
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Additional Tools for Anatara Stock Analysis
When running Anatara Lifesciences' price analysis, check to measure Anatara Lifesciences' 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 Anatara Lifesciences is operating at the current time. Most of Anatara Lifesciences' value examination focuses on studying past and present price action to predict the probability of Anatara Lifesciences' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Anatara Lifesciences' price. Additionally, you may evaluate how the addition of Anatara Lifesciences to your portfolios can decrease your overall portfolio volatility.