ACCSYS TECHPLC (Germany) Market Value
| 1D8 Stock | EUR 0.68 0.01 1.49% |
| Symbol | ACCSYS |
ACCSYS TECHPLC '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 ACCSYS TECHPLC'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 ACCSYS TECHPLC.
| 04/20/2025 |
| 07/19/2025 |
If you would invest 0.00 in ACCSYS TECHPLC on April 20, 2025 and sell it all today you would earn a total of 0.00 from holding ACCSYS TECHPLC EO or generate 0.0% return on investment in ACCSYS TECHPLC over 90 days. ACCSYS TECHPLC is related to or competes with USWE SPORTS, TOREX SEMICONDUCTOR, Taiwan Semiconductor, KOOL2PLAY, Lattice Semiconductor, Magnachip Semiconductor, and Universal Display. Accsys Technologies PLC, together with its subsidiaries, produces and sells Accoya solid wood and Tricoya wood elements ... More
ACCSYS TECHPLC 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 ACCSYS TECHPLC'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 ACCSYS TECHPLC EO upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.19 | |||
| Information Ratio | 0.1132 | |||
| Maximum Drawdown | 22.14 | |||
| Value At Risk | (2.99) | |||
| Potential Upside | 7.58 |
ACCSYS TECHPLC Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for ACCSYS TECHPLC's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ACCSYS TECHPLC's standard deviation. In reality, there are many statistical measures that can use ACCSYS TECHPLC historical prices to predict the future ACCSYS TECHPLC's volatility.| Risk Adjusted Performance | 0.1522 | |||
| Jensen Alpha | 0.4174 | |||
| Total Risk Alpha | 0.0409 | |||
| Sortino Ratio | 0.1189 | |||
| Treynor Ratio | 0.7184 |
ACCSYS TECHPLC EO Backtested Returns
ACCSYS TECHPLC appears to be extremely dangerous, given 3 months investment horizon. ACCSYS TECHPLC EO retains Efficiency (Sharpe Ratio) of 0.16, which signifies that the company had a 0.16 % return per unit of risk over the last 3 months. By examining ACCSYS TECHPLC's technical indicators, you can evaluate if the expected return of 0.54% is justified by implied risk. Please makes use of ACCSYS TECHPLC's coefficient of variation of 644.27, and Market Risk Adjusted Performance of 0.7284 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, ACCSYS TECHPLC holds a performance score of 12. The firm owns a Beta (Systematic Risk) of 0.71, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, ACCSYS TECHPLC's returns are expected to increase less than the market. However, during the bear market, the loss of holding ACCSYS TECHPLC is expected to be smaller as well. Please check ACCSYS TECHPLC's downside deviation, standard deviation, and the relationship between the semi deviation and coefficient of variation , to make a quick decision on whether ACCSYS TECHPLC's current price history will revert.
Auto-correlation | -0.4 |
Poor reverse predictability
ACCSYS TECHPLC EO has poor reverse predictability. Overlapping area represents the amount of predictability between ACCSYS TECHPLC time series from 20th of April 2025 to 4th of June 2025 and 4th of June 2025 to 19th 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 ACCSYS TECHPLC EO price movement. The serial correlation of -0.4 indicates that just about 40.0% of current ACCSYS TECHPLC price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.4 | |
| Spearman Rank Test | -0.04 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
ACCSYS TECHPLC EO lagged returns against current returns
Autocorrelation, which is ACCSYS TECHPLC 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 ACCSYS TECHPLC's stock expected returns. We can calculate the autocorrelation of ACCSYS TECHPLC returns to help us make a trade decision. For example, suppose you find that ACCSYS TECHPLC 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 |
ACCSYS TECHPLC 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 ACCSYS TECHPLC stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if ACCSYS TECHPLC stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in ACCSYS TECHPLC stock over time.
Current vs Lagged Prices |
| Timeline |
ACCSYS TECHPLC Lagged Returns
When evaluating ACCSYS TECHPLC's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of ACCSYS TECHPLC stock have on its future price. ACCSYS TECHPLC 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, ACCSYS TECHPLC autocorrelation shows the relationship between ACCSYS TECHPLC stock current value and its past values and can show if there is a momentum factor associated with investing in ACCSYS TECHPLC EO.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in ACCSYS Stock
ACCSYS TECHPLC financial ratios help investors to determine whether ACCSYS 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 ACCSYS with respect to the benefits of owning ACCSYS TECHPLC security.