Acorn Capital (Australia) Market Value
| ACQ Stock | 0.78 0.01 1.30% |
| Symbol | Acorn |
Acorn Capital '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 Acorn Capital'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 Acorn Capital.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in Acorn Capital on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding Acorn Capital Investment or generate 0.0% return on investment in Acorn Capital over 90 days. Acorn Capital is related to or competes with Volt Power, G8 Education, Dynamic Group, Downer Edi, GTN, Nufarm, and Carindale Property. Acorn Capital is entity of Australia. It is traded as Stock on AU exchange. More
Acorn Capital 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 Acorn Capital'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 Acorn Capital Investment upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.7 | |||
| Information Ratio | 0.0235 | |||
| Maximum Drawdown | 7.09 | |||
| Value At Risk | (1.43) | |||
| Potential Upside | 2.7 |
Acorn Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Acorn Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Acorn Capital's standard deviation. In reality, there are many statistical measures that can use Acorn Capital historical prices to predict the future Acorn Capital's volatility.| Risk Adjusted Performance | 0.1193 | |||
| Jensen Alpha | 0.1424 | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | 0.0194 | |||
| Treynor Ratio | 1.01 |
Acorn Capital Investment Backtested Returns
Acorn Capital appears to be very risky, given 3 months investment horizon. Acorn Capital Investment secures Sharpe Ratio (or Efficiency) of 0.15, which signifies that the company had a 0.15 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Acorn Capital Investment, which you can use to evaluate the volatility of the firm. Please makes use of Acorn Capital's Mean Deviation of 1.04, risk adjusted performance of 0.1193, and Downside Deviation of 1.7 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Acorn Capital holds a performance score of 11. The firm shows a Beta (market volatility) of 0.16, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Acorn Capital's returns are expected to increase less than the market. However, during the bear market, the loss of holding Acorn Capital is expected to be smaller as well. Please check Acorn Capital's standard deviation, total risk alpha, treynor ratio, as well as the relationship between the jensen alpha and sortino ratio , to make a quick decision on whether Acorn Capital's price patterns will revert.
Auto-correlation | 0.45 |
Average predictability
Acorn Capital Investment has average predictability. Overlapping area represents the amount of predictability between Acorn Capital 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 Acorn Capital Investment price movement. The serial correlation of 0.45 indicates that just about 45.0% of current Acorn Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.45 | |
| Spearman Rank Test | 0.8 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Acorn Capital Investment lagged returns against current returns
Autocorrelation, which is Acorn Capital 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 Acorn Capital's stock expected returns. We can calculate the autocorrelation of Acorn Capital returns to help us make a trade decision. For example, suppose you find that Acorn Capital 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 |
Acorn Capital 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 Acorn Capital stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Acorn Capital stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Acorn Capital stock over time.
Current vs Lagged Prices |
| Timeline |
Acorn Capital Lagged Returns
When evaluating Acorn Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Acorn Capital stock have on its future price. Acorn Capital 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, Acorn Capital autocorrelation shows the relationship between Acorn Capital stock current value and its past values and can show if there is a momentum factor associated with investing in Acorn Capital Investment.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Acorn Stock Analysis
When running Acorn Capital's price analysis, check to measure Acorn Capital's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Acorn Capital is operating at the current time. Most of Acorn Capital's value examination focuses on studying past and present price action to predict the probability of Acorn Capital's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Acorn Capital's price. Additionally, you may evaluate how the addition of Acorn Capital to your portfolios can decrease your overall portfolio volatility.