Aquarius Engines (Israel) Market Value
| AQUA Stock | ILA 213.40 5.00 2.40% |
| Symbol | Aquarius |
Aquarius Engines '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 Aquarius Engines' 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 Aquarius Engines.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Aquarius Engines on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Aquarius Engines AM or generate 0.0% return on investment in Aquarius Engines over 90 days. Aquarius Engines is related to or competes with Augwind Energy, Highcon Systems, Mediterranean Towers, Lapidoth Heletz, AudioCodes, and Elron Electronic. Aquarius Engines Ltd. develops, manufactures, and sells power generators More
Aquarius Engines 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 Aquarius Engines' 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 Aquarius Engines AM upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.08 | |||
| Information Ratio | 0.1515 | |||
| Maximum Drawdown | 65.17 | |||
| Value At Risk | (7.86) | |||
| Potential Upside | 13.09 |
Aquarius Engines Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Aquarius Engines' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Aquarius Engines' standard deviation. In reality, there are many statistical measures that can use Aquarius Engines historical prices to predict the future Aquarius Engines' volatility.| Risk Adjusted Performance | 0.1307 | |||
| Jensen Alpha | 1.24 | |||
| Total Risk Alpha | 2.23 | |||
| Sortino Ratio | 0.2517 | |||
| Treynor Ratio | 1.73 |
Aquarius Engines Backtested Returns
Aquarius Engines is very steady given 3 months investment horizon. Aquarius Engines secures Sharpe Ratio (or Efficiency) of 0.16, which signifies that the company had a 0.16 % return per unit of risk over the last 3 months. We were able to analyze twenty-nine different technical indicators, which can help you to evaluate if expected returns of 1.41% are justified by taking the suggested risk. Use Aquarius Engines Downside Deviation of 5.08, mean deviation of 5.01, and Risk Adjusted Performance of 0.1307 to evaluate company specific risk that cannot be diversified away. Aquarius Engines holds a performance score of 12 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of 0.68, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Aquarius Engines' returns are expected to increase less than the market. However, during the bear market, the loss of holding Aquarius Engines is expected to be smaller as well. Use Aquarius Engines total risk alpha, treynor ratio, value at risk, as well as the relationship between the sortino ratio and maximum drawdown , to analyze future returns on Aquarius Engines.
Auto-correlation | -0.27 |
Weak reverse predictability
Aquarius Engines AM has weak reverse predictability. Overlapping area represents the amount of predictability between Aquarius Engines time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th 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 Aquarius Engines price movement. The serial correlation of -0.27 indicates that nearly 27.0% of current Aquarius Engines price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.27 | |
| Spearman Rank Test | -0.26 | |
| Residual Average | 0.0 | |
| Price Variance | 281.51 |
Aquarius Engines lagged returns against current returns
Autocorrelation, which is Aquarius Engines 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 Aquarius Engines' stock expected returns. We can calculate the autocorrelation of Aquarius Engines returns to help us make a trade decision. For example, suppose you find that Aquarius Engines 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 |
Aquarius Engines 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 Aquarius Engines stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Aquarius Engines stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Aquarius Engines stock over time.
Current vs Lagged Prices |
| Timeline |
Aquarius Engines Lagged Returns
When evaluating Aquarius Engines' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Aquarius Engines stock have on its future price. Aquarius Engines 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, Aquarius Engines autocorrelation shows the relationship between Aquarius Engines stock current value and its past values and can show if there is a momentum factor associated with investing in Aquarius Engines AM.
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 Aquarius Stock
Aquarius Engines financial ratios help investors to determine whether Aquarius 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 Aquarius with respect to the benefits of owning Aquarius Engines security.