Anima Holding (UK) Market Value
| 0QTI Stock | 6.98 0.94 15.56% |
| Symbol | Anima |
Anima Holding '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 Anima Holding'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 Anima Holding.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in Anima Holding on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding Anima Holding SpA or generate 0.0% return on investment in Anima Holding over 90 days. Anima Holding is related to or competes with Fiinu PLC, AFC Energy, Argo Blockchain, SANTANDER, Coor Service, Mereo BioPharma, and IShares Dow. Anima Holding is entity of United Kingdom More
Anima Holding 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 Anima Holding'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 Anima Holding SpA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0131 | |||
| Maximum Drawdown | 32.49 | |||
| Value At Risk | (0.66) | |||
| Potential Upside | 1.55 |
Anima Holding Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Anima Holding's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Anima Holding's standard deviation. In reality, there are many statistical measures that can use Anima Holding historical prices to predict the future Anima Holding's volatility.| Risk Adjusted Performance | 0.0491 | |||
| Jensen Alpha | 0.2618 | |||
| Total Risk Alpha | (0.45) | |||
| Treynor Ratio | (0.35) |
Anima Holding SpA Backtested Returns
Anima Holding appears to be relatively risky, given 3 months investment horizon. Anima Holding SpA secures Sharpe Ratio (or Efficiency) of 0.045, which signifies that the company had a 0.045 % return per unit of risk over the last 3 months. We have found twenty-four technical indicators for Anima Holding SpA, which you can use to evaluate the volatility of the firm. Please makes use of Anima Holding's Mean Deviation of 1.55, risk adjusted performance of 0.0491, and Standard Deviation of 4.56 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Anima Holding holds a performance score of 3. The firm shows a Beta (market volatility) of -0.54, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Anima Holding are expected to decrease at a much lower rate. During the bear market, Anima Holding is likely to outperform the market. Please check Anima Holding's market risk adjusted performance, coefficient of variation, jensen alpha, as well as the relationship between the mean deviation and standard deviation , to make a quick decision on whether Anima Holding's price patterns will revert.
Auto-correlation | -0.44 |
Modest reverse predictability
Anima Holding SpA has modest reverse predictability. Overlapping area represents the amount of predictability between Anima Holding time series from 22nd of April 2025 to 6th of June 2025 and 6th of June 2025 to 21st of July 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 Anima Holding SpA price movement. The serial correlation of -0.44 indicates that just about 44.0% of current Anima Holding price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.44 | |
| Spearman Rank Test | 0.93 | |
| Residual Average | 0.0 | |
| Price Variance | 0.09 |
Anima Holding SpA lagged returns against current returns
Autocorrelation, which is Anima Holding 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 Anima Holding's stock expected returns. We can calculate the autocorrelation of Anima Holding returns to help us make a trade decision. For example, suppose you find that Anima Holding 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 |
Anima Holding 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 Anima Holding stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Anima Holding stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Anima Holding stock over time.
Current vs Lagged Prices |
| Timeline |
Anima Holding Lagged Returns
When evaluating Anima Holding's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Anima Holding stock have on its future price. Anima Holding 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, Anima Holding autocorrelation shows the relationship between Anima Holding stock current value and its past values and can show if there is a momentum factor associated with investing in Anima Holding SpA.
Regressed Prices |
| Timeline |
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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.Additional Tools for Anima Stock Analysis
When running Anima Holding's price analysis, check to measure Anima Holding'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 Anima Holding is operating at the current time. Most of Anima Holding's value examination focuses on studying past and present price action to predict the probability of Anima Holding's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Anima Holding's price. Additionally, you may evaluate how the addition of Anima Holding to your portfolios can decrease your overall portfolio volatility.