Athelney Trust (UK) Market Value
| ATY Stock | 175.00 0.00 0.00% |
| Symbol | Athelney |
Athelney Trust '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 Athelney Trust's 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 Athelney Trust.
| 12/14/2022 |
| 12/03/2024 |
If you would invest 0.00 in Athelney Trust on December 14, 2022 and sell it all today you would earn a total of 0.00 from holding Athelney Trust plc or generate 0.0% return on investment in Athelney Trust over 720 days. Athelney Trust is related to or competes with Kaufman Et, Norman Broadbent, Molson Coors, G5 Entertainment, Ebro Foods, LBG Media, and Associated British. Athelney Trust is entity of United Kingdom More
Athelney Trust 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 Athelney Trust's 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 Athelney Trust plc upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.16) | |||
| Maximum Drawdown | 8.18 | |||
| Value At Risk | (2.70) | |||
| Potential Upside | 1.29 |
Athelney Trust Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Athelney Trust's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Athelney Trust's standard deviation. In reality, there are many statistical measures that can use Athelney Trust historical prices to predict the future Athelney Trust's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.10) | |||
| Total Risk Alpha | (0.23) | |||
| Treynor Ratio | (0.22) |
Athelney Trust plc Backtested Returns
Athelney Trust plc secures Sharpe Ratio (or Efficiency) of -0.0535, which signifies that the company had a -0.0535% return per unit of standard deviation over the last 3 months. Athelney Trust plc exposes nineteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Athelney Trust's risk adjusted performance of (0.04), and Mean Deviation of 0.4144 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.31, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Athelney Trust's returns are expected to increase less than the market. However, during the bear market, the loss of holding Athelney Trust is expected to be smaller as well. At this point, Athelney Trust plc has a negative expected return of -0.0604%. Please make sure to confirm Athelney Trust's total risk alpha, and the relationship between the variance and skewness , to decide if Athelney Trust plc performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.06 |
Very weak reverse predictability
Athelney Trust plc has very weak reverse predictability. Overlapping area represents the amount of predictability between Athelney Trust time series from 14th of December 2022 to 9th of December 2023 and 9th of December 2023 to 3rd 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 Athelney Trust plc price movement. The serial correlation of -0.06 indicates that barely 6.0% of current Athelney Trust price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.06 | |
| Spearman Rank Test | 0.01 | |
| Residual Average | 0.0 | |
| Price Variance | 24.37 |
Athelney Trust plc lagged returns against current returns
Autocorrelation, which is Athelney Trust 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 Athelney Trust's stock expected returns. We can calculate the autocorrelation of Athelney Trust returns to help us make a trade decision. For example, suppose you find that Athelney Trust 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 |
Athelney Trust 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 Athelney Trust stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Athelney Trust stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Athelney Trust stock over time.
Current vs Lagged Prices |
| Timeline |
Athelney Trust Lagged Returns
When evaluating Athelney Trust's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Athelney Trust stock have on its future price. Athelney Trust 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, Athelney Trust autocorrelation shows the relationship between Athelney Trust stock current value and its past values and can show if there is a momentum factor associated with investing in Athelney Trust plc.
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 Athelney Stock
Athelney Trust financial ratios help investors to determine whether Athelney 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 Athelney with respect to the benefits of owning Athelney Trust security.