Attica Publications (Greece) Market Value
| ATEK Stock | EUR 0.92 0.08 8.00% |
| Symbol | Attica |
Attica Publications '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 Attica Publications' 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 Attica Publications.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Attica Publications on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Attica Publications SA or generate 0.0% return on investment in Attica Publications over 90 days. Attica Publications is related to or competes with Eurobank Ergasias, Hellenic Telecommunicatio, Marfin Investment, Piraeus Financial, Sidma SA, and Bank of Greece. Attica Publications S.A. publishes magazines in Greece and internationally More
Attica Publications 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 Attica Publications' 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 Attica Publications SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 8.92 | |||
| Information Ratio | 0.2234 | |||
| Maximum Drawdown | 20.47 | |||
| Value At Risk | (9.49) | |||
| Potential Upside | 9.82 |
Attica Publications Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Attica Publications' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Attica Publications' standard deviation. In reality, there are many statistical measures that can use Attica Publications historical prices to predict the future Attica Publications' volatility.| Risk Adjusted Performance | 0.1901 | |||
| Jensen Alpha | 1.36 | |||
| Total Risk Alpha | 2.19 | |||
| Sortino Ratio | 0.1649 | |||
| Treynor Ratio | (63.64) |
Attica Publications Backtested Returns
Attica Publications is abnormally volatile given 3 months investment horizon. Attica Publications secures Sharpe Ratio (or Efficiency) of 0.23, which signifies that the company had a 0.23 % return per unit of risk over the last 3 months. We were able to interpolate and analyze data for twenty-nine different technical indicators, which can help you to evaluate if expected returns of 1.52% are justified by taking the suggested risk. Use Attica Publications Risk Adjusted Performance of 0.1901, downside deviation of 8.92, and Mean Deviation of 5.3 to evaluate company specific risk that cannot be diversified away. Attica Publications holds a performance score of 17 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of -0.0214, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Attica Publications are expected to decrease at a much lower rate. During the bear market, Attica Publications is likely to outperform the market. Use Attica Publications 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 Attica Publications.
Auto-correlation | -0.69 |
Very good reverse predictability
Attica Publications SA has very good reverse predictability. Overlapping area represents the amount of predictability between Attica Publications 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 Attica Publications price movement. The serial correlation of -0.69 indicates that around 69.0% of current Attica Publications price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.69 | |
| Spearman Rank Test | -0.59 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Attica Publications lagged returns against current returns
Autocorrelation, which is Attica Publications 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 Attica Publications' stock expected returns. We can calculate the autocorrelation of Attica Publications returns to help us make a trade decision. For example, suppose you find that Attica Publications 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 |
Attica Publications 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 Attica Publications stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Attica Publications stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Attica Publications stock over time.
Current vs Lagged Prices |
| Timeline |
Attica Publications Lagged Returns
When evaluating Attica Publications' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Attica Publications stock have on its future price. Attica Publications 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, Attica Publications autocorrelation shows the relationship between Attica Publications stock current value and its past values and can show if there is a momentum factor associated with investing in Attica Publications SA.
Regressed Prices |
| Timeline |
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Additional Tools for Attica Stock Analysis
When running Attica Publications' price analysis, check to measure Attica Publications' 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 Attica Publications is operating at the current time. Most of Attica Publications' value examination focuses on studying past and present price action to predict the probability of Attica Publications' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Attica Publications' price. Additionally, you may evaluate how the addition of Attica Publications to your portfolios can decrease your overall portfolio volatility.