Anabatic Technologies (Indonesia) Market Value
| ATIC Stock | IDR 360.00 12.00 3.23% |
| Symbol | Anabatic |
Anabatic Technologies '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 Anabatic Technologies' 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 Anabatic Technologies.
| 11/11/2024 |
| 12/11/2024 |
If you would invest 0.00 in Anabatic Technologies on November 11, 2024 and sell it all today you would earn a total of 0.00 from holding Anabatic Technologies Tbk or generate 0.0% return on investment in Anabatic Technologies over 30 days. Anabatic Technologies is related to or competes with Multipolar Technology, Abm Investama, Arita Prima, Bali Towerindo, and Austindo Nusantara. More
Anabatic Technologies 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 Anabatic Technologies' 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 Anabatic Technologies Tbk upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.27) | |||
| Maximum Drawdown | 7.82 | |||
| Value At Risk | (2.79) | |||
| Potential Upside | 1.59 |
Anabatic Technologies Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Anabatic Technologies' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Anabatic Technologies' standard deviation. In reality, there are many statistical measures that can use Anabatic Technologies historical prices to predict the future Anabatic Technologies' volatility.| Risk Adjusted Performance | (0.13) | |||
| Jensen Alpha | (0.27) | |||
| Total Risk Alpha | (0.49) | |||
| Treynor Ratio | (7.65) |
Anabatic Technologies Tbk Backtested Returns
Anabatic Technologies Tbk secures Sharpe Ratio (or Efficiency) of -0.21, which signifies that the company had a -0.21% return per unit of standard deviation over the last 3 months. Anabatic Technologies Tbk exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Anabatic Technologies' mean deviation of 0.9484, and Risk Adjusted Performance of (0.13) to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.0352, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Anabatic Technologies' returns are expected to increase less than the market. However, during the bear market, the loss of holding Anabatic Technologies is expected to be smaller as well. At this point, Anabatic Technologies Tbk has a negative expected return of -0.25%. Please make sure to confirm Anabatic Technologies' market risk adjusted performance, coefficient of variation, jensen alpha, as well as the relationship between the mean deviation and standard deviation , to decide if Anabatic Technologies Tbk performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.09 |
Very weak reverse predictability
Anabatic Technologies Tbk has very weak reverse predictability. Overlapping area represents the amount of predictability between Anabatic Technologies time series from 11th of November 2024 to 26th of November 2024 and 26th of November 2024 to 11th of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Anabatic Technologies Tbk price movement. The serial correlation of -0.09 indicates that less than 9.0% of current Anabatic Technologies price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.09 | |
| Spearman Rank Test | 0.02 | |
| Residual Average | 0.0 | |
| Price Variance | 46.56 |
Anabatic Technologies Tbk lagged returns against current returns
Autocorrelation, which is Anabatic Technologies 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 Anabatic Technologies' stock expected returns. We can calculate the autocorrelation of Anabatic Technologies returns to help us make a trade decision. For example, suppose you find that Anabatic Technologies 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 |
Anabatic Technologies 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 Anabatic Technologies stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Anabatic Technologies stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Anabatic Technologies stock over time.
Current vs Lagged Prices |
| Timeline |
Anabatic Technologies Lagged Returns
When evaluating Anabatic Technologies' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Anabatic Technologies stock have on its future price. Anabatic Technologies 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, Anabatic Technologies autocorrelation shows the relationship between Anabatic Technologies stock current value and its past values and can show if there is a momentum factor associated with investing in Anabatic Technologies Tbk.
Regressed Prices |
| Timeline |
Building efficient market-beating portfolios requires time, education, and a lot of computing power!
The Portfolio Architect is an AI-driven system that provides multiple benefits to our users by leveraging cutting-edge machine learning algorithms, statistical analysis, and predictive modeling to automate the process of asset selection and portfolio construction, saving time and reducing human error for individual and institutional investors.
Try AI Portfolio ArchitectOther Information on Investing in Anabatic Stock
Anabatic Technologies financial ratios help investors to determine whether Anabatic 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 Anabatic with respect to the benefits of owning Anabatic Technologies security.