ATLANTIC PETROLPF (Germany) Market Value
| B3W Stock | EUR 0.19 0.01 5.00% |
| Symbol | ATLANTIC |
ATLANTIC PETROLPF '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 ATLANTIC PETROLPF'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 ATLANTIC PETROLPF.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in ATLANTIC PETROLPF on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding ATLANTIC PETROLPF DK or generate 0.0% return on investment in ATLANTIC PETROLPF over 90 days. ATLANTIC PETROLPF is related to or competes with Tokentus Investment, Tamburi Investment, SENECA FOODS-A, Molson Coors, Collins Foods, Guangdong Investment, and Maple Leaf. PF Atlantic Petroleum, together with its subsidiaries, engages in the exploration, appraisal, development, and productio... More
ATLANTIC PETROLPF 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 ATLANTIC PETROLPF'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 ATLANTIC PETROLPF DK upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0) | |||
| Maximum Drawdown | 41.13 | |||
| Value At Risk | (13.04) | |||
| Potential Upside | 13.64 |
ATLANTIC PETROLPF Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for ATLANTIC PETROLPF's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ATLANTIC PETROLPF's standard deviation. In reality, there are many statistical measures that can use ATLANTIC PETROLPF historical prices to predict the future ATLANTIC PETROLPF's volatility.| Risk Adjusted Performance | (0) | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | 0.8569 | |||
| Treynor Ratio | (0.14) |
ATLANTIC PETROLPF Backtested Returns
ATLANTIC PETROLPF appears to be out of control, given 3 months investment horizon. ATLANTIC PETROLPF secures Sharpe Ratio (or Efficiency) of 0.0368, which signifies that the company had a 0.0368 % return per unit of return volatility over the last 3 months. We have found twenty-one technical indicators for ATLANTIC PETROLPF DK, which you can use to evaluate the volatility of the firm. Please makes use of ATLANTIC PETROLPF's Coefficient Of Variation of (6,809), mean deviation of 5.45, and insignificant Risk Adjusted Performance to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, ATLANTIC PETROLPF holds a performance score of 2. The firm shows a Beta (market volatility) of 0.88, which signifies possible diversification benefits within a given portfolio. ATLANTIC PETROLPF returns are very sensitive to returns on the market. As the market goes up or down, ATLANTIC PETROLPF is expected to follow. Please check ATLANTIC PETROLPF's jensen alpha, treynor ratio, and the relationship between the information ratio and total risk alpha , to make a quick decision on whether ATLANTIC PETROLPF's price patterns will revert.
Auto-correlation | -0.56 |
Good reverse predictability
ATLANTIC PETROLPF DK has good reverse predictability. Overlapping area represents the amount of predictability between ATLANTIC PETROLPF 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 ATLANTIC PETROLPF price movement. The serial correlation of -0.56 indicates that roughly 56.0% of current ATLANTIC PETROLPF price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.56 | |
| Spearman Rank Test | -0.07 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
ATLANTIC PETROLPF lagged returns against current returns
Autocorrelation, which is ATLANTIC PETROLPF 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 ATLANTIC PETROLPF's stock expected returns. We can calculate the autocorrelation of ATLANTIC PETROLPF returns to help us make a trade decision. For example, suppose you find that ATLANTIC PETROLPF 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 |
ATLANTIC PETROLPF 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 ATLANTIC PETROLPF stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if ATLANTIC PETROLPF stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in ATLANTIC PETROLPF stock over time.
Current vs Lagged Prices |
| Timeline |
ATLANTIC PETROLPF Lagged Returns
When evaluating ATLANTIC PETROLPF's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of ATLANTIC PETROLPF stock have on its future price. ATLANTIC PETROLPF 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, ATLANTIC PETROLPF autocorrelation shows the relationship between ATLANTIC PETROLPF stock current value and its past values and can show if there is a momentum factor associated with investing in ATLANTIC PETROLPF DK.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in ATLANTIC Stock
ATLANTIC PETROLPF financial ratios help investors to determine whether ATLANTIC 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 ATLANTIC with respect to the benefits of owning ATLANTIC PETROLPF security.