Atom Hoteles (Spain) Market Value
| YATO Stock | EUR 14.30 0.10 0.70% |
| Symbol | Atom |
Atom Hoteles '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 Atom Hoteles' 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 Atom Hoteles.
| 12/18/2024 |
| 03/18/2025 |
If you would invest 0.00 in Atom Hoteles on December 18, 2024 and sell it all today you would earn a total of 0.00 from holding Atom Hoteles Socimi or generate 0.0% return on investment in Atom Hoteles over 90 days. Atom Hoteles is related to or competes with Arteche Lantegi, NH Hoteles, Energy Solar, Caixabank, and Biotechnology Assets. More
Atom Hoteles 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 Atom Hoteles' 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 Atom Hoteles Socimi upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.3355 | |||
| Maximum Drawdown | 10.22 | |||
| Potential Upside | 1.54 |
Atom Hoteles Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Atom Hoteles' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Atom Hoteles' standard deviation. In reality, there are many statistical measures that can use Atom Hoteles historical prices to predict the future Atom Hoteles' volatility.| Risk Adjusted Performance | 0.226 | |||
| Jensen Alpha | 0.2862 | |||
| Total Risk Alpha | 0.4659 | |||
| Treynor Ratio | (1.44) |
Atom Hoteles Socimi Backtested Returns
Atom Hoteles appears to be very steady, given 3 months investment horizon. Atom Hoteles Socimi secures Sharpe Ratio (or Efficiency) of 0.26, which signifies that the company had a 0.26 % return per unit of risk over the last 3 months. We have found twenty technical indicators for Atom Hoteles Socimi, which you can use to evaluate the volatility of the firm. Please makes use of Atom Hoteles' Risk Adjusted Performance of 0.226, mean deviation of 0.5613, and Standard Deviation of 1.25 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Atom Hoteles holds a performance score of 20. The firm shows a Beta (market volatility) of -0.21, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Atom Hoteles are expected to decrease at a much lower rate. During the bear market, Atom Hoteles is likely to outperform the market. Please check Atom Hoteles' potential upside, kurtosis, rate of daily change, as well as the relationship between the skewness and daily balance of power , to make a quick decision on whether Atom Hoteles' price patterns will revert.
Auto-correlation | 0.86 |
Very good predictability
Atom Hoteles Socimi has very good predictability. Overlapping area represents the amount of predictability between Atom Hoteles time series from 18th of December 2024 to 1st of February 2025 and 1st of February 2025 to 18th 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 Atom Hoteles Socimi price movement. The serial correlation of 0.86 indicates that approximately 86.0% of current Atom Hoteles price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.86 | |
| Spearman Rank Test | 0.98 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Atom Hoteles Socimi lagged returns against current returns
Autocorrelation, which is Atom Hoteles 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 Atom Hoteles' stock expected returns. We can calculate the autocorrelation of Atom Hoteles returns to help us make a trade decision. For example, suppose you find that Atom Hoteles 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 |
Atom Hoteles 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 Atom Hoteles stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Atom Hoteles stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Atom Hoteles stock over time.
Current vs Lagged Prices |
| Timeline |
Atom Hoteles Lagged Returns
When evaluating Atom Hoteles' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Atom Hoteles stock have on its future price. Atom Hoteles 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, Atom Hoteles autocorrelation shows the relationship between Atom Hoteles stock current value and its past values and can show if there is a momentum factor associated with investing in Atom Hoteles Socimi.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Atom Stock
Atom Hoteles financial ratios help investors to determine whether Atom 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 Atom with respect to the benefits of owning Atom Hoteles security.