Adf Group Stock Market Value
| ADFJF Stock | USD 5.60 0.01 0.18% |
| Symbol | ADF |
ADF '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 ADF's pink sheet 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 ADF.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in ADF on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding ADF Group or generate 0.0% return on investment in ADF over 90 days. ADF is related to or competes with Barrister Energy, Altura Energy, Santos, Vaalco Energy, Houston American, Barnwell Industries, and Mexco Energy. ADF Group Inc. engages in the design and engineering of connections in Canada and the United States More
ADF 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 ADF's pink sheet 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 ADF Group upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.43 | |||
| Information Ratio | 0.1135 | |||
| Maximum Drawdown | 36.35 | |||
| Value At Risk | (5.36) | |||
| Potential Upside | 6.0 |
ADF Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for ADF's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ADF's standard deviation. In reality, there are many statistical measures that can use ADF historical prices to predict the future ADF's volatility.| Risk Adjusted Performance | 0.1422 | |||
| Jensen Alpha | 0.603 | |||
| Total Risk Alpha | 0.007 | |||
| Sortino Ratio | 0.1547 | |||
| Treynor Ratio | 1.5 |
ADF Group Backtested Returns
ADF appears to be relatively risky, given 3 months investment horizon. ADF Group secures Sharpe Ratio (or Efficiency) of 0.1, which signifies that the company had a 0.1 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for ADF Group, which you can use to evaluate the volatility of the firm. Please makes use of ADF's Mean Deviation of 2.48, risk adjusted performance of 0.1422, and Downside Deviation of 3.43 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, ADF holds a performance score of 8. The firm shows a Beta (market volatility) of 0.44, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, ADF's returns are expected to increase less than the market. However, during the bear market, the loss of holding ADF is expected to be smaller as well. Please check ADF's treynor ratio, expected short fall, and the relationship between the jensen alpha and potential upside , to make a quick decision on whether ADF's price patterns will revert.
Auto-correlation | -0.11 |
Insignificant reverse predictability
ADF Group has insignificant reverse predictability. Overlapping area represents the amount of predictability between ADF 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 ADF Group price movement. The serial correlation of -0.11 indicates that less than 11.0% of current ADF price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.11 | |
| Spearman Rank Test | -0.2 | |
| Residual Average | 0.0 | |
| Price Variance | 0.13 |
ADF Group lagged returns against current returns
Autocorrelation, which is ADF pink sheet'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 ADF's pink sheet expected returns. We can calculate the autocorrelation of ADF returns to help us make a trade decision. For example, suppose you find that ADF has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
ADF 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 ADF pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if ADF pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in ADF pink sheet over time.
Current vs Lagged Prices |
| Timeline |
ADF Lagged Returns
When evaluating ADF's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of ADF pink sheet have on its future price. ADF 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, ADF autocorrelation shows the relationship between ADF pink sheet current value and its past values and can show if there is a momentum factor associated with investing in ADF Group.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in ADF Pink Sheet
ADF financial ratios help investors to determine whether ADF Pink Sheet 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 ADF with respect to the benefits of owning ADF security.