ANY Security (Hungary) Market Value
| ANY Stock | 5,700 140.00 2.52% |
| Symbol | ANY |
ANY Security '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 ANY Security'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 ANY Security.
| 12/18/2024 |
| 03/18/2025 |
If you would invest 0.00 in ANY Security on December 18, 2024 and sell it all today you would earn a total of 0.00 from holding ANY Security Printing or generate 0.0% return on investment in ANY Security over 90 days. ANY Security is related to or competes with OTP Bank, and Delta Technologies. More
ANY Security 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 ANY Security'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 ANY Security Printing upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.977 | |||
| Information Ratio | 0.3542 | |||
| Maximum Drawdown | 10.79 | |||
| Value At Risk | (1.42) | |||
| Potential Upside | 2.0 |
ANY Security Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for ANY Security's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ANY Security's standard deviation. In reality, there are many statistical measures that can use ANY Security historical prices to predict the future ANY Security's volatility.| Risk Adjusted Performance | 0.2514 | |||
| Jensen Alpha | 0.374 | |||
| Total Risk Alpha | 0.5709 | |||
| Sortino Ratio | 0.5141 | |||
| Treynor Ratio | (2.22) |
ANY Security Printing Backtested Returns
ANY Security appears to be very steady, given 3 months investment horizon. ANY Security Printing secures Sharpe Ratio (or Efficiency) of 0.35, which signifies that the company had a 0.35 % return per unit of volatility over the last 3 months. By analyzing ANY Security's technical indicators, you can evaluate if the expected return of 0.52% is justified by implied risk. Please makes use of ANY Security's mean deviation of 0.9034, and Risk Adjusted Performance of 0.2514 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, ANY Security holds a performance score of 27. The firm shows a Beta (market volatility) of -0.18, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning ANY Security are expected to decrease at a much lower rate. During the bear market, ANY Security is likely to outperform the market. Please check ANY Security's value at risk, downside variance, and the relationship between the maximum drawdown and potential upside , to make a quick decision on whether ANY Security's price patterns will revert.
Auto-correlation | 0.71 |
Good predictability
ANY Security Printing has good predictability. Overlapping area represents the amount of predictability between ANY Security time series from 18th of December 2024 to 1st of February 2025 and 1st of February 2025 to 18th 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 ANY Security Printing price movement. The serial correlation of 0.71 indicates that around 71.0% of current ANY Security price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.71 | |
| Spearman Rank Test | 0.9 | |
| Residual Average | 0.0 | |
| Price Variance | 81.6 K |
ANY Security Printing lagged returns against current returns
Autocorrelation, which is ANY Security 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 ANY Security's stock expected returns. We can calculate the autocorrelation of ANY Security returns to help us make a trade decision. For example, suppose you find that ANY Security 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 |
ANY Security 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 ANY Security stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if ANY Security stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in ANY Security stock over time.
Current vs Lagged Prices |
| Timeline |
ANY Security Lagged Returns
When evaluating ANY Security's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of ANY Security stock have on its future price. ANY Security 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, ANY Security autocorrelation shows the relationship between ANY Security stock current value and its past values and can show if there is a momentum factor associated with investing in ANY Security Printing.
Regressed Prices |
| Timeline |
Also Currently Popular
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.Other Information on Investing in ANY Stock
ANY Security financial ratios help investors to determine whether ANY 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 ANY with respect to the benefits of owning ANY Security security.