Arab Co (Egypt) Market Value
| ACAMD Stock | 0.94 0.01 1.05% |
| Symbol | Arab |
Arab Co '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 Arab Co'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 Arab Co.
| 04/23/2025 |
| 07/22/2025 |
If you would invest 0.00 in Arab Co on April 23, 2025 and sell it all today you would earn a total of 0.00 from holding Arab Co for or generate 0.0% return on investment in Arab Co over 90 days.
Arab Co 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 Arab Co'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 Arab Co for upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.58 | |||
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 13.95 | |||
| Value At Risk | (3.06) | |||
| Potential Upside | 4.26 |
Arab Co Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Arab Co's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Arab Co's standard deviation. In reality, there are many statistical measures that can use Arab Co historical prices to predict the future Arab Co's volatility.| Risk Adjusted Performance | 0.0158 | |||
| Jensen Alpha | 0.0679 | |||
| Total Risk Alpha | (0.30) | |||
| Sortino Ratio | (0.05) | |||
| Treynor Ratio | (0.03) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Arab Co's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Arab Co for Backtested Returns
Arab Co for secures Sharpe Ratio (or Efficiency) of -0.0187, which signifies that the company had a -0.0187 % return per unit of standard deviation over the last 3 months. Arab Co for exposes twenty-nine different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Arab Co's mean deviation of 1.37, and Risk Adjusted Performance of 0.0158 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.4, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Arab Co are expected to decrease at a much lower rate. During the bear market, Arab Co is likely to outperform the market. At this point, Arab Co for has a negative expected return of -0.0323%. Please make sure to confirm Arab Co's sortino ratio, semi variance, and the relationship between the standard deviation and value at risk , to decide if Arab Co for performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.52 |
Good reverse predictability
Arab Co for has good reverse predictability. Overlapping area represents the amount of predictability between Arab Co time series from 23rd of April 2025 to 7th of June 2025 and 7th of June 2025 to 22nd 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 Arab Co for price movement. The serial correlation of -0.52 indicates that about 52.0% of current Arab Co price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.52 | |
| Spearman Rank Test | -0.68 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Arab Co for lagged returns against current returns
Autocorrelation, which is Arab Co 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 Arab Co's stock expected returns. We can calculate the autocorrelation of Arab Co returns to help us make a trade decision. For example, suppose you find that Arab Co 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 |
Arab Co 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 Arab Co stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Arab Co stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Arab Co stock over time.
Current vs Lagged Prices |
| Timeline |
Arab Co Lagged Returns
When evaluating Arab Co's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Arab Co stock have on its future price. Arab Co 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, Arab Co autocorrelation shows the relationship between Arab Co stock current value and its past values and can show if there is a momentum factor associated with investing in Arab Co for.
Regressed Prices |
| Timeline |