Aryzta Ag Pk Stock Market Value
| ARZTY Stock | USD 1.05 0.06 6.06% |
| Symbol | Aryzta |
Aryzta 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 Aryzta AG's pink sheet 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 Aryzta AG.
| 01/28/2025 |
| 02/27/2025 |
If you would invest 0.00 in Aryzta AG on January 28, 2025 and sell it all today you would earn a total of 0.00 from holding Aryzta AG PK or generate 0.0% return on investment in Aryzta AG over 30 days. Aryzta AG is related to or competes with Artisan Consumer, Avi, A2 Milk, A2 Milk, BioAdaptives, and Premier Foods. ARYZTA AG provides frozen B2B baking solutions in Europe, Asia, Australia, and New Zealand More
Aryzta 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 Aryzta AG's pink sheet 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 Aryzta AG PK upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.19 | |||
| Information Ratio | 0.1379 | |||
| Maximum Drawdown | 23.78 | |||
| Value At Risk | (2.11) | |||
| Potential Upside | 6.06 |
Aryzta AG Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Aryzta AG's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Aryzta AG's standard deviation. In reality, there are many statistical measures that can use Aryzta AG historical prices to predict the future Aryzta AG's volatility.| Risk Adjusted Performance | 0.11 | |||
| Jensen Alpha | 0.4559 | |||
| Total Risk Alpha | 0.4847 | |||
| Sortino Ratio | 0.089 | |||
| Treynor Ratio | 4.29 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Aryzta AG'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.
Aryzta AG PK Backtested Returns
Aryzta AG appears to be dangerous, given 3 months investment horizon. Aryzta AG PK 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. We have found twenty-eight technical indicators for Aryzta AG PK, which you can use to evaluate the volatility of the firm. Please makes use of Aryzta AG's Mean Deviation of 1.57, risk adjusted performance of 0.11, and Downside Deviation of 5.19 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Aryzta AG holds a performance score of 10. The firm shows a Beta (market volatility) of 0.11, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Aryzta AG's returns are expected to increase less than the market. However, during the bear market, the loss of holding Aryzta AG is expected to be smaller as well. Please check Aryzta AG's value at risk, kurtosis, period momentum indicator, as well as the relationship between the semi variance and day median price , to make a quick decision on whether Aryzta AG's price patterns will revert.
Auto-correlation | 0.40 |
Average predictability
Aryzta AG PK has average predictability. Overlapping area represents the amount of predictability between Aryzta AG time series from 28th of January 2025 to 12th of February 2025 and 12th of February 2025 to 27th of February 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 Aryzta AG PK price movement. The serial correlation of 0.4 indicates that just about 40.0% of current Aryzta AG price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.4 | |
| Spearman Rank Test | 0.08 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Aryzta AG PK lagged returns against current returns
Autocorrelation, which is Aryzta AG pink sheet'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 Aryzta AG's pink sheet expected returns. We can calculate the autocorrelation of Aryzta AG returns to help us make a trade decision. For example, suppose you find that Aryzta AG has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Aryzta 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 Aryzta AG pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Aryzta AG pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Aryzta AG pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Aryzta AG Lagged Returns
When evaluating Aryzta AG's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Aryzta AG pink sheet have on its future price. Aryzta 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, Aryzta AG autocorrelation shows the relationship between Aryzta AG pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Aryzta AG PK.
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 Aryzta Pink Sheet Analysis
When running Aryzta AG's price analysis, check to measure Aryzta 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 Aryzta AG is operating at the current time. Most of Aryzta AG's value examination focuses on studying past and present price action to predict the probability of Aryzta 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 Aryzta AG's price. Additionally, you may evaluate how the addition of Aryzta AG to your portfolios can decrease your overall portfolio volatility.