Alphawave Ip Group Stock Market Value
| AWEVF Stock | USD 1.48 0.01 0.67% |
| Symbol | Alphawave |
Alphawave '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 Alphawave'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 Alphawave.
| 12/26/2024 |
| 03/26/2025 |
If you would invest 0.00 in Alphawave on December 26, 2024 and sell it all today you would earn a total of 0.00 from holding Alphawave IP Group or generate 0.0% return on investment in Alphawave over 90 days. Alphawave is related to or competes with Aeluma, Archer Materials, BrainChip Holdings, Arteris, Ams AG, Guerrilla, and Renesas Electronics. Alphawave IP Group plc designs, develops, and sells connectivity solutions More
Alphawave 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 Alphawave'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 Alphawave IP Group upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.26 | |||
| Information Ratio | 0.0424 | |||
| Maximum Drawdown | 23.62 | |||
| Value At Risk | (6.38) | |||
| Potential Upside | 5.56 |
Alphawave Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Alphawave's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Alphawave's standard deviation. In reality, there are many statistical measures that can use Alphawave historical prices to predict the future Alphawave's volatility.| Risk Adjusted Performance | 0.0463 | |||
| Jensen Alpha | 0.1932 | |||
| Total Risk Alpha | 0.178 | |||
| Sortino Ratio | 0.0446 | |||
| Treynor Ratio | (2.52) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Alphawave'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.
Alphawave IP Group Backtested Returns
Alphawave appears to be dangerous, given 3 months investment horizon. Alphawave IP Group secures Sharpe Ratio (or Efficiency) of 0.12, which signifies that the company had a 0.12 % return per unit of risk over the last 3 months. By analyzing Alphawave's technical indicators, you can evaluate if the expected return of 0.52% is justified by implied risk. Please makes use of Alphawave's Downside Deviation of 4.26, risk adjusted performance of 0.0463, and Mean Deviation of 3.36 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Alphawave holds a performance score of 9. The firm shows a Beta (market volatility) of -0.0767, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Alphawave are expected to decrease at a much lower rate. During the bear market, Alphawave is likely to outperform the market. Please check Alphawave's sortino ratio, skewness, relative strength index, as well as the relationship between the potential upside and day median price , to make a quick decision on whether Alphawave's price patterns will revert.
Auto-correlation | -0.85 |
Excellent reverse predictability
Alphawave IP Group has excellent reverse predictability. Overlapping area represents the amount of predictability between Alphawave time series from 26th of December 2024 to 9th of February 2025 and 9th of February 2025 to 26th 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 Alphawave IP Group price movement. The serial correlation of -0.85 indicates that around 85.0% of current Alphawave price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.85 | |
| Spearman Rank Test | -0.67 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Alphawave IP Group lagged returns against current returns
Autocorrelation, which is Alphawave 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 Alphawave's pink sheet expected returns. We can calculate the autocorrelation of Alphawave returns to help us make a trade decision. For example, suppose you find that Alphawave 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 |
Alphawave 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 Alphawave pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Alphawave pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Alphawave pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Alphawave Lagged Returns
When evaluating Alphawave's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Alphawave pink sheet have on its future price. Alphawave 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, Alphawave autocorrelation shows the relationship between Alphawave pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Alphawave IP Group.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Alphawave Pink Sheet
Alphawave financial ratios help investors to determine whether Alphawave 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 Alphawave with respect to the benefits of owning Alphawave security.