APPIA RARE (Germany) Market Value
| A0I0 Stock | 0.12 0.01 9.09% |
| Symbol | APPIA |
APPIA RARE '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 APPIA RARE'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 APPIA RARE.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in APPIA RARE on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding APPIA RARE EARTHU or generate 0.0% return on investment in APPIA RARE over 90 days. APPIA RARE is related to or competes with China Eastern, AIR PRODCHEMICALS, United Airlines, SOUTHWEST AIRLINES, American Airlines, NISSAN CHEMICAL, and SILICON LABORATOR. More
APPIA RARE 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 APPIA RARE'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 APPIA RARE EARTHU upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 6.12 | |||
| Information Ratio | 0.1807 | |||
| Maximum Drawdown | 33.68 | |||
| Value At Risk | (10.06) | |||
| Potential Upside | 15.51 |
APPIA RARE Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for APPIA RARE's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as APPIA RARE's standard deviation. In reality, there are many statistical measures that can use APPIA RARE historical prices to predict the future APPIA RARE's volatility.| Risk Adjusted Performance | 0.1958 | |||
| Jensen Alpha | 1.37 | |||
| Total Risk Alpha | 0.4219 | |||
| Sortino Ratio | 0.2112 | |||
| Treynor Ratio | 3.65 |
APPIA RARE EARTHU Backtested Returns
APPIA RARE is out of control given 3 months investment horizon. APPIA RARE EARTHU secures Sharpe Ratio (or Efficiency) of 0.18, which signifies that the company had a 0.18 % return per unit of risk over the last 3 months. We were able to collect and analyze data for twenty-eight different technical indicators, which can help you to evaluate if expected returns of 1.24% are justified by taking the suggested risk. Use APPIA RARE mean deviation of 5.31, and Risk Adjusted Performance of 0.1958 to evaluate company specific risk that cannot be diversified away. APPIA RARE holds a performance score of 14 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of 0.39, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, APPIA RARE's returns are expected to increase less than the market. However, during the bear market, the loss of holding APPIA RARE is expected to be smaller as well. Use APPIA RARE information ratio, total risk alpha, treynor ratio, as well as the relationship between the jensen alpha and sortino ratio , to analyze future returns on APPIA RARE.
Auto-correlation | -0.28 |
Weak reverse predictability
APPIA RARE EARTHU has weak reverse predictability. Overlapping area represents the amount of predictability between APPIA RARE 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 APPIA RARE EARTHU price movement. The serial correlation of -0.28 indicates that nearly 28.0% of current APPIA RARE price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.28 | |
| Spearman Rank Test | -0.32 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
APPIA RARE EARTHU lagged returns against current returns
Autocorrelation, which is APPIA RARE 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 APPIA RARE's stock expected returns. We can calculate the autocorrelation of APPIA RARE returns to help us make a trade decision. For example, suppose you find that APPIA RARE 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 |
APPIA RARE 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 APPIA RARE stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if APPIA RARE stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in APPIA RARE stock over time.
Current vs Lagged Prices |
| Timeline |
APPIA RARE Lagged Returns
When evaluating APPIA RARE's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of APPIA RARE stock have on its future price. APPIA RARE 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, APPIA RARE autocorrelation shows the relationship between APPIA RARE stock current value and its past values and can show if there is a momentum factor associated with investing in APPIA RARE EARTHU.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in APPIA Stock
APPIA RARE financial ratios help investors to determine whether APPIA 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 APPIA with respect to the benefits of owning APPIA RARE security.