AdvancedAdvT (UK) Market Value
| ADVT Stock | 185.00 2.50 1.37% |
| Symbol | AdvancedAdvT |
AdvancedAdvT '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 AdvancedAdvT'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 AdvancedAdvT.
| 04/24/2025 |
| 07/23/2025 |
If you would invest 0.00 in AdvancedAdvT on April 24, 2025 and sell it all today you would earn a total of 0.00 from holding AdvancedAdvT or generate 0.0% return on investment in AdvancedAdvT over 90 days. AdvancedAdvT is related to or competes with Toyota, Samsung Electronics, Samsung Electronics, Halyk Bank, Axis Bank, Samsung Electronics, and Guaranty Trust. AdvancedAdvT is entity of United Kingdom More
AdvancedAdvT 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 AdvancedAdvT'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 AdvancedAdvT upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.64 | |||
| Information Ratio | 0.0757 | |||
| Maximum Drawdown | 10.66 | |||
| Value At Risk | (2.86) | |||
| Potential Upside | 3.33 |
AdvancedAdvT Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for AdvancedAdvT's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as AdvancedAdvT's standard deviation. In reality, there are many statistical measures that can use AdvancedAdvT historical prices to predict the future AdvancedAdvT's volatility.| Risk Adjusted Performance | 0.1638 | |||
| Jensen Alpha | 0.333 | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | 0.0511 | |||
| Treynor Ratio | (1.70) |
AdvancedAdvT Backtested Returns
AdvancedAdvT appears to be very steady, given 3 months investment horizon. AdvancedAdvT secures Sharpe Ratio (or Efficiency) of 0.19, which signifies that the company had a 0.19 % return per unit of risk over the last 3 months. We have found thirty technical indicators for AdvancedAdvT, which you can use to evaluate the volatility of the firm. Please makes use of AdvancedAdvT's Mean Deviation of 1.14, downside deviation of 2.64, and Risk Adjusted Performance of 0.1638 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, AdvancedAdvT holds a performance score of 15. The firm shows a Beta (market volatility) of -0.18, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning AdvancedAdvT are expected to decrease at a much lower rate. During the bear market, AdvancedAdvT is likely to outperform the market. Please check AdvancedAdvT's treynor ratio, value at risk, and the relationship between the sortino ratio and maximum drawdown , to make a quick decision on whether AdvancedAdvT's price patterns will revert.
Auto-correlation | 0.75 |
Good predictability
AdvancedAdvT has good predictability. Overlapping area represents the amount of predictability between AdvancedAdvT time series from 24th of April 2025 to 8th of June 2025 and 8th of June 2025 to 23rd 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 AdvancedAdvT price movement. The serial correlation of 0.75 indicates that around 75.0% of current AdvancedAdvT price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.75 | |
| Spearman Rank Test | 0.5 | |
| Residual Average | 0.0 | |
| Price Variance | 49.59 |
AdvancedAdvT lagged returns against current returns
Autocorrelation, which is AdvancedAdvT 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 AdvancedAdvT's stock expected returns. We can calculate the autocorrelation of AdvancedAdvT returns to help us make a trade decision. For example, suppose you find that AdvancedAdvT 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 |
AdvancedAdvT 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 AdvancedAdvT stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if AdvancedAdvT stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in AdvancedAdvT stock over time.
Current vs Lagged Prices |
| Timeline |
AdvancedAdvT Lagged Returns
When evaluating AdvancedAdvT's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of AdvancedAdvT stock have on its future price. AdvancedAdvT 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, AdvancedAdvT autocorrelation shows the relationship between AdvancedAdvT stock current value and its past values and can show if there is a momentum factor associated with investing in AdvancedAdvT.
Regressed Prices |
| Timeline |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for AdvancedAdvT Stock Analysis
When running AdvancedAdvT's price analysis, check to measure AdvancedAdvT'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 AdvancedAdvT is operating at the current time. Most of AdvancedAdvT's value examination focuses on studying past and present price action to predict the probability of AdvancedAdvT's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move AdvancedAdvT's price. Additionally, you may evaluate how the addition of AdvancedAdvT to your portfolios can decrease your overall portfolio volatility.