Acadia Healthcare (Germany) Market Value
| 7RA Stock | EUR 19.50 0.40 2.01% |
| Symbol | Acadia |
Acadia Healthcare '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 Acadia Healthcare'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 Acadia Healthcare.
| 07/30/2023 |
| 07/19/2025 |
If you would invest 0.00 in Acadia Healthcare on July 30, 2023 and sell it all today you would earn a total of 0.00 from holding Acadia Healthcare or generate 0.0% return on investment in Acadia Healthcare over 720 days. Acadia Healthcare is related to or competes with HCA Healthcare, FRESENIUS SECO, Fresenius, Fresenius Medical, Fresenius Medical, Universal Health, and Chemed. Acadia Healthcare Company, Inc. develops and operates inpatient psychiatric facilities, residential treatment centers, g... More
Acadia Healthcare 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 Acadia Healthcare'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 Acadia Healthcare upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.09) | |||
| Maximum Drawdown | 21.36 | |||
| Value At Risk | (5.05) | |||
| Potential Upside | 4.79 |
Acadia Healthcare Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Acadia Healthcare's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Acadia Healthcare's standard deviation. In reality, there are many statistical measures that can use Acadia Healthcare historical prices to predict the future Acadia Healthcare's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.34) | |||
| Total Risk Alpha | (0.69) | |||
| Treynor Ratio | (0.15) |
Acadia Healthcare Backtested Returns
At this point, Acadia Healthcare is not too volatile. Acadia Healthcare secures Sharpe Ratio (or Efficiency) of 0.0413, which signifies that the company had a 0.0413 % return per unit of standard deviation over the last 3 months. We have found twenty-two technical indicators for Acadia Healthcare, which you can use to evaluate the volatility of the firm. Please confirm Acadia Healthcare's risk adjusted performance of (0.04), and Mean Deviation of 2.46 to double-check if the risk estimate we provide is consistent with the expected return of 0.14%. Acadia Healthcare has a performance score of 3 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 1.17, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Acadia Healthcare will likely underperform. Acadia Healthcare right now shows a risk of 3.27%. Please confirm Acadia Healthcare standard deviation, jensen alpha, and the relationship between the coefficient of variation and information ratio , to decide if Acadia Healthcare will be following its price patterns.
Auto-correlation | 0.32 |
Below average predictability
Acadia Healthcare has below average predictability. Overlapping area represents the amount of predictability between Acadia Healthcare time series from 30th of July 2023 to 24th of July 2024 and 24th of July 2024 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 Acadia Healthcare price movement. The serial correlation of 0.32 indicates that nearly 32.0% of current Acadia Healthcare price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.32 | |
| Spearman Rank Test | 0.35 | |
| Residual Average | 0.0 | |
| Price Variance | 285.63 |
Acadia Healthcare lagged returns against current returns
Autocorrelation, which is Acadia Healthcare 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 Acadia Healthcare's stock expected returns. We can calculate the autocorrelation of Acadia Healthcare returns to help us make a trade decision. For example, suppose you find that Acadia Healthcare 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 |
Acadia Healthcare 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 Acadia Healthcare stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Acadia Healthcare stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Acadia Healthcare stock over time.
Current vs Lagged Prices |
| Timeline |
Acadia Healthcare Lagged Returns
When evaluating Acadia Healthcare's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Acadia Healthcare stock have on its future price. Acadia Healthcare 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, Acadia Healthcare autocorrelation shows the relationship between Acadia Healthcare stock current value and its past values and can show if there is a momentum factor associated with investing in Acadia Healthcare.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in Acadia Stock
When determining whether Acadia Healthcare offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Acadia Healthcare's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Acadia Healthcare Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Acadia Healthcare Stock:Check out Acadia Healthcare Correlation, Acadia Healthcare Volatility and Acadia Healthcare Alpha and Beta module to complement your research on Acadia Healthcare. For more detail on how to invest in Acadia Stock please use our How to Invest in Acadia Healthcare guide.You can also try the Risk-Return Analysis module to view associations between returns expected from investment and the risk you assume.
Acadia Healthcare technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.