Arbonia AG (Switzerland) Market Value
| ARBN Stock | CHF 11.20 0.38 3.51% |
| Symbol | Arbonia |
Arbonia AG '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 Arbonia AG'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 Arbonia AG.
| 12/18/2024 |
| 03/18/2025 |
If you would invest 0.00 in Arbonia AG on December 18, 2024 and sell it all today you would earn a total of 0.00 from holding Arbonia AG or generate 0.0% return on investment in Arbonia AG over 90 days. Arbonia AG is related to or competes with Bucher Industries, Autoneum Holding, VAT Group, OC Oerlikon, and SFS Group. Arbonia AG operates as a building supplier in Switzerland, Germany, and internationally More
Arbonia AG 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 Arbonia AG'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 Arbonia AG upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.82 | |||
| Information Ratio | 0.0509 | |||
| Maximum Drawdown | 22.05 | |||
| Value At Risk | (2.47) | |||
| Potential Upside | 3.51 |
Arbonia AG Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Arbonia AG's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Arbonia AG's standard deviation. In reality, there are many statistical measures that can use Arbonia AG historical prices to predict the future Arbonia AG's volatility.| Risk Adjusted Performance | 0.0169 | |||
| Jensen Alpha | 0.0924 | |||
| Total Risk Alpha | 0.3382 | |||
| Sortino Ratio | 0.0457 | |||
| Treynor Ratio | 0.0304 |
Arbonia AG Backtested Returns
At this stage we consider Arbonia Stock to be not too volatile. Arbonia AG secures Sharpe Ratio (or Efficiency) of 0.054, which signifies that the company had a 0.054 % return per unit of standard deviation over the last 3 months. We have found twenty-nine technical indicators for Arbonia AG, which you can use to evaluate the volatility of the firm. Please confirm Arbonia AG's mean deviation of 1.58, and Risk Adjusted Performance of 0.0169 to double-check if the risk estimate we provide is consistent with the expected return of 0.14%. Arbonia AG has a performance score of 4 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.66, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Arbonia AG's returns are expected to increase less than the market. However, during the bear market, the loss of holding Arbonia AG is expected to be smaller as well. Arbonia AG right now shows a risk of 2.68%. Please confirm Arbonia AG semi deviation, coefficient of variation, and the relationship between the mean deviation and downside deviation , to decide if Arbonia AG will be following its price patterns.
Auto-correlation | -0.77 |
Almost perfect reverse predictability
Arbonia AG has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Arbonia AG 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 Arbonia AG price movement. The serial correlation of -0.77 indicates that around 77.0% of current Arbonia AG price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.77 | |
| Spearman Rank Test | -0.06 | |
| Residual Average | 0.0 | |
| Price Variance | 0.66 |
Arbonia AG lagged returns against current returns
Autocorrelation, which is Arbonia AG 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 Arbonia AG's stock expected returns. We can calculate the autocorrelation of Arbonia AG returns to help us make a trade decision. For example, suppose you find that Arbonia AG 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 |
Arbonia AG 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 Arbonia AG stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Arbonia AG stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Arbonia AG stock over time.
Current vs Lagged Prices |
| Timeline |
Arbonia AG Lagged Returns
When evaluating Arbonia AG's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Arbonia AG stock have on its future price. Arbonia AG 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, Arbonia AG autocorrelation shows the relationship between Arbonia AG stock current value and its past values and can show if there is a momentum factor associated with investing in Arbonia AG.
Regressed Prices |
| Timeline |
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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.Additional Tools for Arbonia Stock Analysis
When running Arbonia AG's price analysis, check to measure Arbonia AG's 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 Arbonia AG is operating at the current time. Most of Arbonia AG's value examination focuses on studying past and present price action to predict the probability of Arbonia AG's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Arbonia AG's price. Additionally, you may evaluate how the addition of Arbonia AG to your portfolios can decrease your overall portfolio volatility.