ATTITUDE PROPERTY (Mauritius) Market Value
| APL Stock | 10.20 0.30 2.86% |
| Symbol | ATTITUDE |
ATTITUDE PROPERTY '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 ATTITUDE PROPERTY'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 ATTITUDE PROPERTY.
| 02/28/2025 |
| 03/30/2025 |
If you would invest 0.00 in ATTITUDE PROPERTY on February 28, 2025 and sell it all today you would earn a total of 0.00 from holding ATTITUDE PROPERTY LTD or generate 0.0% return on investment in ATTITUDE PROPERTY over 30 days.
ATTITUDE PROPERTY 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 ATTITUDE PROPERTY'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 ATTITUDE PROPERTY LTD upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.44 | |||
| Information Ratio | 0.0567 | |||
| Maximum Drawdown | 14.15 | |||
| Value At Risk | (1.92) | |||
| Potential Upside | 0.9804 |
ATTITUDE PROPERTY Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for ATTITUDE PROPERTY's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ATTITUDE PROPERTY's standard deviation. In reality, there are many statistical measures that can use ATTITUDE PROPERTY historical prices to predict the future ATTITUDE PROPERTY's volatility.| Risk Adjusted Performance | 0.0276 | |||
| Jensen Alpha | 0.0468 | |||
| Total Risk Alpha | 0.1237 | |||
| Sortino Ratio | 0.0346 | |||
| Treynor Ratio | 0.1004 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of ATTITUDE PROPERTY's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
ATTITUDE PROPERTY LTD Backtested Returns
ATTITUDE PROPERTY LTD secures Sharpe Ratio (or Efficiency) of -0.13, which signifies that the company had a -0.13 % return per unit of risk over the last 3 months. ATTITUDE PROPERTY LTD exposes twenty-eight different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm ATTITUDE PROPERTY's risk adjusted performance of 0.0276, and Mean Deviation of 0.4721 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.3, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, ATTITUDE PROPERTY's returns are expected to increase less than the market. However, during the bear market, the loss of holding ATTITUDE PROPERTY is expected to be smaller as well. At this point, ATTITUDE PROPERTY LTD has a negative expected return of -0.1%. Please make sure to confirm ATTITUDE PROPERTY's expected short fall, day typical price, and the relationship between the potential upside and daily balance of power , to decide if ATTITUDE PROPERTY LTD performance from the past will be repeated at future time.
Auto-correlation | 0.46 |
Average predictability
ATTITUDE PROPERTY LTD has average predictability. Overlapping area represents the amount of predictability between ATTITUDE PROPERTY time series from 28th of February 2025 to 15th of March 2025 and 15th of March 2025 to 30th 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 ATTITUDE PROPERTY LTD price movement. The serial correlation of 0.46 indicates that about 46.0% of current ATTITUDE PROPERTY price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.46 | |
| Spearman Rank Test | -0.4 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
ATTITUDE PROPERTY LTD lagged returns against current returns
Autocorrelation, which is ATTITUDE PROPERTY 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 ATTITUDE PROPERTY's stock expected returns. We can calculate the autocorrelation of ATTITUDE PROPERTY returns to help us make a trade decision. For example, suppose you find that ATTITUDE PROPERTY 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 |
ATTITUDE PROPERTY 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 ATTITUDE PROPERTY stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if ATTITUDE PROPERTY stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in ATTITUDE PROPERTY stock over time.
Current vs Lagged Prices |
| Timeline |
ATTITUDE PROPERTY Lagged Returns
When evaluating ATTITUDE PROPERTY's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of ATTITUDE PROPERTY stock have on its future price. ATTITUDE PROPERTY 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, ATTITUDE PROPERTY autocorrelation shows the relationship between ATTITUDE PROPERTY stock current value and its past values and can show if there is a momentum factor associated with investing in ATTITUDE PROPERTY LTD.
Regressed Prices |
| Timeline |
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