ATON GREEN (Germany) Market Value
| 6E6 Stock | 2.04 0.08 3.77% |
| Symbol | ATON |
ATON GREEN '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 ATON GREEN'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 ATON GREEN.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in ATON GREEN on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding ATON GREEN STORAGE or generate 0.0% return on investment in ATON GREEN over 90 days. ATON GREEN is related to or competes with Addtech AB, NetSol Technologies, ACCSYS TECHPLC, Easy Software, Mitsui Chemicals, Axcelis Technologies, and SOFI TECHNOLOGIES. More
ATON GREEN 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 ATON GREEN'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 ATON GREEN STORAGE upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.14 | |||
| Information Ratio | 0.0496 | |||
| Maximum Drawdown | 27.85 | |||
| Value At Risk | (5.21) | |||
| Potential Upside | 9.8 |
ATON GREEN Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for ATON GREEN's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ATON GREEN's standard deviation. In reality, there are many statistical measures that can use ATON GREEN historical prices to predict the future ATON GREEN's volatility.| Risk Adjusted Performance | 0.0821 | |||
| Jensen Alpha | 0.2783 | |||
| Total Risk Alpha | (0.30) | |||
| Sortino Ratio | 0.0567 | |||
| Treynor Ratio | 0.5478 |
ATON GREEN STORAGE Backtested Returns
ATON GREEN appears to be dangerous, given 3 months investment horizon. ATON GREEN STORAGE secures Sharpe Ratio (or Efficiency) of 0.11, which signifies that the company had a 0.11 % return per unit of risk over the last 3 months. By analyzing ATON GREEN's technical indicators, you can evaluate if the expected return of 0.52% is justified by implied risk. Please makes use of ATON GREEN's mean deviation of 3.24, and Risk Adjusted Performance of 0.0821 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, ATON GREEN holds a performance score of 8. The firm shows a Beta (market volatility) of 0.67, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, ATON GREEN's returns are expected to increase less than the market. However, during the bear market, the loss of holding ATON GREEN is expected to be smaller as well. Please check ATON GREEN's standard deviation, total risk alpha, and the relationship between the coefficient of variation and jensen alpha , to make a quick decision on whether ATON GREEN's price patterns will revert.
Auto-correlation | -0.41 |
Modest reverse predictability
ATON GREEN STORAGE has modest reverse predictability. Overlapping area represents the amount of predictability between ATON GREEN time series from 21st of April 2025 to 5th of June 2025 and 5th of June 2025 to 20th 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 ATON GREEN STORAGE price movement. The serial correlation of -0.41 indicates that just about 41.0% of current ATON GREEN price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.41 | |
| Spearman Rank Test | -0.33 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
ATON GREEN STORAGE lagged returns against current returns
Autocorrelation, which is ATON GREEN 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 ATON GREEN's stock expected returns. We can calculate the autocorrelation of ATON GREEN returns to help us make a trade decision. For example, suppose you find that ATON GREEN 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 |
ATON GREEN 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 ATON GREEN stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if ATON GREEN stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in ATON GREEN stock over time.
Current vs Lagged Prices |
| Timeline |
ATON GREEN Lagged Returns
When evaluating ATON GREEN's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of ATON GREEN stock have on its future price. ATON GREEN 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, ATON GREEN autocorrelation shows the relationship between ATON GREEN stock current value and its past values and can show if there is a momentum factor associated with investing in ATON GREEN STORAGE.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in ATON Stock
ATON GREEN financial ratios help investors to determine whether ATON 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 ATON with respect to the benefits of owning ATON GREEN security.