Atlas Technology Grp Stock Market Value
| ATYG Stock | USD 0.0001 0.0001 50.00% |
| Symbol | Atlas |
Atlas Technology '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 Atlas Technology's 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 Atlas Technology.
| 10/31/2024 |
| 11/30/2024 |
If you would invest 0.00 in Atlas Technology on October 31, 2024 and sell it all today you would earn a total of 0.00 from holding Atlas Technology Grp or generate 0.0% return on investment in Atlas Technology over 30 days. Atlas Technology is related to or competes with Alpha One. Atlas Technology Group, Inc. does not have significant operations More
Atlas Technology 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 Atlas Technology's 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 Atlas Technology Grp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 52.22 | |||
| Information Ratio | 0.1899 | |||
| Maximum Drawdown | 150.0 | |||
| Value At Risk | (50.00) | |||
| Potential Upside | 100.0 |
Atlas Technology Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Atlas Technology's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Atlas Technology's standard deviation. In reality, there are many statistical measures that can use Atlas Technology historical prices to predict the future Atlas Technology's volatility.| Risk Adjusted Performance | 0.1572 | |||
| Jensen Alpha | 9.01 | |||
| Total Risk Alpha | 1.21 | |||
| Sortino Ratio | 0.1714 | |||
| Treynor Ratio | 16.68 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Atlas Technology's 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.
Atlas Technology Grp Backtested Returns
Atlas Technology is out of control given 3 months investment horizon. Atlas Technology Grp secures Sharpe Ratio (or Efficiency) of 0.2, which signifies that the company had a 0.2% return per unit of risk over the last 3 months. We have analyzed and interpolated twenty-eight different technical indicators, which can help you to evaluate if expected returns of 9.52% are justified by taking the suggested risk. Use Atlas Technology Downside Deviation of 52.22, risk adjusted performance of 0.1572, and Mean Deviation of 33.06 to evaluate company specific risk that cannot be diversified away. Atlas Technology holds a performance score of 15 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of 0.54, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Atlas Technology's returns are expected to increase less than the market. However, during the bear market, the loss of holding Atlas Technology is expected to be smaller as well. Use Atlas Technology sortino ratio and the relationship between the downside variance and period momentum indicator , to analyze future returns on Atlas Technology.
Auto-correlation | 0.00 |
No correlation between past and present
Atlas Technology Grp has no correlation between past and present. Overlapping area represents the amount of predictability between Atlas Technology time series from 31st of October 2024 to 15th of November 2024 and 15th of November 2024 to 30th of November 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 Atlas Technology Grp price movement. The serial correlation of 0.0 indicates that just 0.0% of current Atlas Technology price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 0.49 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Atlas Technology Grp lagged returns against current returns
Autocorrelation, which is Atlas Technology 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 Atlas Technology's pink sheet expected returns. We can calculate the autocorrelation of Atlas Technology returns to help us make a trade decision. For example, suppose you find that Atlas Technology 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 |
Atlas Technology 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 Atlas Technology pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Atlas Technology pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Atlas Technology pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Atlas Technology Lagged Returns
When evaluating Atlas Technology's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Atlas Technology pink sheet have on its future price. Atlas Technology 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, Atlas Technology autocorrelation shows the relationship between Atlas Technology pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Atlas Technology Grp.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Atlas Pink Sheet
Atlas Technology financial ratios help investors to determine whether Atlas Pink Sheet 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 Atlas with respect to the benefits of owning Atlas Technology security.