Azerion Group (Netherlands) Market Value
| AZRN Stock | 1.55 0.14 9.93% |
| Symbol | Azerion |
Azerion Group '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 Azerion Group'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 Azerion Group.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Azerion Group on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Azerion Group NV or generate 0.0% return on investment in Azerion Group over 90 days. Azerion Group is related to or competes with Reinet Investments, BE Semiconductor, SBM Offshore, AMG Advanced, and Accsys Technologies. More
Azerion Group 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 Azerion Group'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 Azerion Group NV upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.07 | |||
| Information Ratio | 0.1464 | |||
| Maximum Drawdown | 37.47 | |||
| Value At Risk | (5.16) | |||
| Potential Upside | 9.93 |
Azerion Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Azerion Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Azerion Group's standard deviation. In reality, there are many statistical measures that can use Azerion Group historical prices to predict the future Azerion Group's volatility.| Risk Adjusted Performance | 0.1187 | |||
| Jensen Alpha | 0.7299 | |||
| Total Risk Alpha | 1.26 | |||
| Sortino Ratio | 0.1816 | |||
| Treynor Ratio | 0.6827 |
Azerion Group NV Backtested Returns
Azerion Group appears to be dangerous, given 3 months investment horizon. Azerion Group NV secures Sharpe Ratio (or Efficiency) of 0.16, which signifies that the company had a 0.16 % return per unit of standard deviation over the last 3 months. By analyzing Azerion Group's technical indicators, you can evaluate if the expected return of 0.83% is justified by implied risk. Please makes use of Azerion Group's risk adjusted performance of 0.1187, and Mean Deviation of 2.91 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Azerion Group holds a performance score of 12. The firm shows a Beta (market volatility) of 0.92, which signifies possible diversification benefits within a given portfolio. Azerion Group returns are very sensitive to returns on the market. As the market goes up or down, Azerion Group is expected to follow. Please check Azerion Group's downside deviation, standard deviation, and the relationship between the semi deviation and coefficient of variation , to make a quick decision on whether Azerion Group's price patterns will revert.
Auto-correlation | -0.52 |
Good reverse predictability
Azerion Group NV has good reverse predictability. Overlapping area represents the amount of predictability between Azerion Group time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th 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 Azerion Group NV price movement. The serial correlation of -0.52 indicates that about 52.0% of current Azerion Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.52 | |
| Spearman Rank Test | -0.61 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Azerion Group NV lagged returns against current returns
Autocorrelation, which is Azerion Group 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 Azerion Group's stock expected returns. We can calculate the autocorrelation of Azerion Group returns to help us make a trade decision. For example, suppose you find that Azerion Group 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 |
Azerion Group 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 Azerion Group stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Azerion Group stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Azerion Group stock over time.
Current vs Lagged Prices |
| Timeline |
Azerion Group Lagged Returns
When evaluating Azerion Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Azerion Group stock have on its future price. Azerion Group 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, Azerion Group autocorrelation shows the relationship between Azerion Group stock current value and its past values and can show if there is a momentum factor associated with investing in Azerion Group NV.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Azerion Stock Analysis
When running Azerion Group's price analysis, check to measure Azerion Group'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 Azerion Group is operating at the current time. Most of Azerion Group's value examination focuses on studying past and present price action to predict the probability of Azerion Group's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Azerion Group's price. Additionally, you may evaluate how the addition of Azerion Group to your portfolios can decrease your overall portfolio volatility.