Avanti Energy Stock Market Value
| AVN Stock | CAD 0.12 0.01 9.09% |
| Symbol | Avanti |
Avanti Energy Price To Book Ratio
Avanti Energy '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 Avanti Energy'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 Avanti Energy.
| 12/12/2024 |
| 03/12/2025 |
If you would invest 0.00 in Avanti Energy on December 12, 2024 and sell it all today you would earn a total of 0.00 from holding Avanti Energy or generate 0.0% return on investment in Avanti Energy over 90 days. Avanti Energy is related to or competes with Desert Mountain, and Headwater Exploration. Avanti Helium Corp. acquires, explores, and develops helium projects in Canada and the United States More
Avanti Energy 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 Avanti Energy'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 Avanti Energy upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 9.51 | |||
| Information Ratio | 0.0704 | |||
| Maximum Drawdown | 41.67 | |||
| Value At Risk | (10.53) | |||
| Potential Upside | 15.38 |
Avanti Energy Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Avanti Energy's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Avanti Energy's standard deviation. In reality, there are many statistical measures that can use Avanti Energy historical prices to predict the future Avanti Energy's volatility.| Risk Adjusted Performance | 0.0554 | |||
| Jensen Alpha | 0.5045 | |||
| Total Risk Alpha | 1.76 | |||
| Sortino Ratio | 0.0613 | |||
| Treynor Ratio | 1.11 |
Avanti Energy Backtested Returns
Avanti Energy appears to be out of control, given 3 months investment horizon. Avanti Energy secures Sharpe Ratio (or Efficiency) of 0.086, which signifies that the company had a 0.086 % return per unit of standard deviation over the last 3 months. By analyzing Avanti Energy's technical indicators, you can evaluate if the expected return of 0.71% is justified by implied risk. Please makes use of Avanti Energy's mean deviation of 6.1, and Risk Adjusted Performance of 0.0554 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Avanti Energy holds a performance score of 6. The firm shows a Beta (market volatility) of 0.4, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Avanti Energy's returns are expected to increase less than the market. However, during the bear market, the loss of holding Avanti Energy is expected to be smaller as well. Please check Avanti Energy's value at risk, rate of daily change, and the relationship between the total risk alpha and expected short fall , to make a quick decision on whether Avanti Energy's price patterns will revert.
Auto-correlation | -0.17 |
Insignificant reverse predictability
Avanti Energy has insignificant reverse predictability. Overlapping area represents the amount of predictability between Avanti Energy time series from 12th of December 2024 to 26th of January 2025 and 26th of January 2025 to 12th 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 Avanti Energy price movement. The serial correlation of -0.17 indicates that over 17.0% of current Avanti Energy price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.17 | |
| Spearman Rank Test | 0.08 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Avanti Energy lagged returns against current returns
Autocorrelation, which is Avanti Energy 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 Avanti Energy's stock expected returns. We can calculate the autocorrelation of Avanti Energy returns to help us make a trade decision. For example, suppose you find that Avanti Energy 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 |
Avanti Energy 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 Avanti Energy stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Avanti Energy stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Avanti Energy stock over time.
Current vs Lagged Prices |
| Timeline |
Avanti Energy Lagged Returns
When evaluating Avanti Energy's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Avanti Energy stock have on its future price. Avanti Energy 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, Avanti Energy autocorrelation shows the relationship between Avanti Energy stock current value and its past values and can show if there is a momentum factor associated with investing in Avanti Energy.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Avanti Stock Analysis
When running Avanti Energy's price analysis, check to measure Avanti Energy's 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 Avanti Energy is operating at the current time. Most of Avanti Energy's value examination focuses on studying past and present price action to predict the probability of Avanti Energy's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Avanti Energy's price. Additionally, you may evaluate how the addition of Avanti Energy to your portfolios can decrease your overall portfolio volatility.