Atwec Technologies Stock Market Value
| ATWT Stock | USD 0 0.0002 15.38% |
| Symbol | ATWEC |
ATWEC 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 ATWEC Technologies' 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 ATWEC Technologies.
| 08/01/2023 |
| 12/23/2024 |
If you would invest 0.00 in ATWEC Technologies on August 1, 2023 and sell it all today you would earn a total of 0.00 from holding ATWEC Technologies or generate 0.0% return on investment in ATWEC Technologies over 510 days. ATWEC Technologies is related to or competes with Ameriguard Security, BIO Key, Knightscope, Guardforce, Supercom, Zedcor, and SSC Security. ATWEC Technologies, Inc. manufactures and sells child safety solutions to schools and day care centers in Tennessee and ... More
ATWEC 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 ATWEC Technologies' 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 ATWEC Technologies upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 19.66 | |||
| Information Ratio | 0.0695 | |||
| Maximum Drawdown | 97.5 | |||
| Value At Risk | (27.27) | |||
| Potential Upside | 27.78 |
ATWEC Technologies Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for ATWEC Technologies' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ATWEC Technologies' standard deviation. In reality, there are many statistical measures that can use ATWEC Technologies historical prices to predict the future ATWEC Technologies' volatility.| Risk Adjusted Performance | 0.0661 | |||
| Jensen Alpha | 1.33 | |||
| Total Risk Alpha | 0.7571 | |||
| Sortino Ratio | 0.0626 | |||
| Treynor Ratio | (0.37) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of ATWEC Technologies' 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.
ATWEC Technologies Backtested Returns
ATWEC Technologies is out of control given 3 months investment horizon. ATWEC Technologies secures Sharpe Ratio (or Efficiency) of 0.0716, which signifies that the company had a 0.0716% return per unit of volatility over the last 3 months. We are able to interpolate and break down twenty-nine different technical indicators, which can help you to evaluate if expected returns of 1.27% are justified by taking the suggested risk. Use ATWEC Technologies mean deviation of 12.89, and Risk Adjusted Performance of 0.0661 to evaluate company specific risk that cannot be diversified away. ATWEC Technologies holds a performance score of 5 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of -3.43, which signifies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning ATWEC Technologies are expected to decrease by larger amounts. On the other hand, during market turmoil, ATWEC Technologies is expected to outperform it. Use ATWEC Technologies downside variance, as well as the relationship between the daily balance of power and period momentum indicator , to analyze future returns on ATWEC Technologies.
Auto-correlation | 0.18 |
Very weak predictability
ATWEC Technologies has very weak predictability. Overlapping area represents the amount of predictability between ATWEC Technologies time series from 1st of August 2023 to 12th of April 2024 and 12th of April 2024 to 23rd 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 ATWEC Technologies price movement. The serial correlation of 0.18 indicates that over 18.0% of current ATWEC Technologies price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.18 | |
| Spearman Rank Test | -0.16 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
ATWEC Technologies lagged returns against current returns
Autocorrelation, which is ATWEC Technologies 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 ATWEC Technologies' pink sheet expected returns. We can calculate the autocorrelation of ATWEC Technologies returns to help us make a trade decision. For example, suppose you find that ATWEC Technologies 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 |
ATWEC 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 ATWEC Technologies pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if ATWEC Technologies pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in ATWEC Technologies pink sheet over time.
Current vs Lagged Prices |
| Timeline |
ATWEC Technologies Lagged Returns
When evaluating ATWEC Technologies' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of ATWEC Technologies pink sheet have on its future price. ATWEC 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, ATWEC Technologies autocorrelation shows the relationship between ATWEC Technologies pink sheet current value and its past values and can show if there is a momentum factor associated with investing in ATWEC Technologies.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for ATWEC Pink Sheet Analysis
When running ATWEC Technologies' price analysis, check to measure ATWEC Technologies' 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 ATWEC Technologies is operating at the current time. Most of ATWEC Technologies' value examination focuses on studying past and present price action to predict the probability of ATWEC Technologies' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move ATWEC Technologies' price. Additionally, you may evaluate how the addition of ATWEC Technologies to your portfolios can decrease your overall portfolio volatility.