ATN Holdings (Philippines) Market Value
| ATN Stock | 0.54 0.01 1.82% |
| Symbol | ATN |
ATN Holdings '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 ATN Holdings' 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 ATN Holdings.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in ATN Holdings on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding ATN Holdings or generate 0.0% return on investment in ATN Holdings over 90 days. ATN Holdings is related to or competes with Crown Asia, Converge Information, and Top Frontier. More
ATN Holdings 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 ATN Holdings' 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 ATN Holdings upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.45 | |||
| Information Ratio | 0.1649 | |||
| Maximum Drawdown | 7.85 | |||
| Value At Risk | (2.04) | |||
| Potential Upside | 3.77 |
ATN Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for ATN Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ATN Holdings' standard deviation. In reality, there are many statistical measures that can use ATN Holdings historical prices to predict the future ATN Holdings' volatility.| Risk Adjusted Performance | 0.1002 | |||
| Jensen Alpha | 0.1807 | |||
| Total Risk Alpha | 0.4067 | |||
| Sortino Ratio | 0.1194 | |||
| Treynor Ratio | (5.84) |
ATN Holdings Backtested Returns
At this point, ATN Holdings is dangerous. ATN Holdings secures Sharpe Ratio (or Efficiency) of 0.0984, which signifies that the company had a 0.0984 % return per unit of return volatility over the last 3 months. We have found twenty-seven technical indicators for ATN Holdings, which you can use to evaluate the volatility of the firm. Please confirm ATN Holdings' Risk Adjusted Performance of 0.1002, semi deviation of 1.2, and Mean Deviation of 1.24 to double-check if the risk estimate we provide is consistent with the expected return of 0.18%. ATN Holdings has a performance score of 7 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.0315, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning ATN Holdings are expected to decrease at a much lower rate. During the bear market, ATN Holdings is likely to outperform the market. ATN Holdings currently shows a risk of 1.81%. Please confirm ATN Holdings potential upside, daily balance of power, and the relationship between the treynor ratio and expected short fall , to decide if ATN Holdings will be following its price patterns.
Auto-correlation | -0.47 |
Modest reverse predictability
ATN Holdings has modest reverse predictability. Overlapping area represents the amount of predictability between ATN Holdings time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th 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 ATN Holdings price movement. The serial correlation of -0.47 indicates that about 47.0% of current ATN Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.47 | |
| Spearman Rank Test | 0.61 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
ATN Holdings lagged returns against current returns
Autocorrelation, which is ATN Holdings 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 ATN Holdings' stock expected returns. We can calculate the autocorrelation of ATN Holdings returns to help us make a trade decision. For example, suppose you find that ATN Holdings 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 |
ATN Holdings 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 ATN Holdings stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if ATN Holdings stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in ATN Holdings stock over time.
Current vs Lagged Prices |
| Timeline |
ATN Holdings Lagged Returns
When evaluating ATN Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of ATN Holdings stock have on its future price. ATN Holdings 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, ATN Holdings autocorrelation shows the relationship between ATN Holdings stock current value and its past values and can show if there is a momentum factor associated with investing in ATN Holdings.
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 ATN Stock
ATN Holdings financial ratios help investors to determine whether ATN 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 ATN with respect to the benefits of owning ATN Holdings security.