AFC Energy (UK) Market Value
| AFC Stock | 10.72 0.20 1.83% |
| Symbol | AFC |
AFC Energy '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 AFC Energy'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 AFC Energy.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in AFC Energy on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding AFC Energy plc or generate 0.0% return on investment in AFC Energy over 90 days. AFC Energy is related to or competes with AMG Advanced, Sovereign Metals, Europa Metals, Golden Metal, Dairy Farm, Ebro Foods, and Fulcrum Metals. AFC Energy is entity of United Kingdom. It is traded as Stock on LSE exchange. More
AFC Energy 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 AFC Energy'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 AFC Energy plc upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 7.04 | |||
| Information Ratio | 0.115 | |||
| Maximum Drawdown | 53.23 | |||
| Value At Risk | (10.68) | |||
| Potential Upside | 11.01 |
AFC Energy Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for AFC Energy's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as AFC Energy's standard deviation. In reality, there are many statistical measures that can use AFC Energy historical prices to predict the future AFC Energy's volatility.| Risk Adjusted Performance | 0.1316 | |||
| Jensen Alpha | 0.9711 | |||
| Total Risk Alpha | (0.08) | |||
| Sortino Ratio | 0.1404 | |||
| Treynor Ratio | 0.9856 |
AFC Energy plc Backtested Returns
AFC Energy is relatively risky given 3 months investment horizon. AFC Energy plc retains Efficiency (Sharpe Ratio) of 0.16, which signifies that the company had a 0.16 % return per unit of risk over the last 3 months. We were able to analyze and collect data for thirty different technical indicators, which can help you to evaluate if expected returns of 1.41% are justified by taking the suggested risk. Use AFC Energy plc coefficient of variation of 761.05, and Market Risk Adjusted Performance of 0.9956 to evaluate company specific risk that cannot be diversified away. AFC Energy holds a performance score of 12 on a scale of zero to a hundred. The firm owns a Beta (Systematic Risk) of 1.14, which signifies a somewhat significant risk relative to the market. AFC Energy returns are very sensitive to returns on the market. As the market goes up or down, AFC Energy is expected to follow. Use AFC Energy plc mean deviation, standard deviation, treynor ratio, as well as the relationship between the downside deviation and total risk alpha , to analyze future returns on AFC Energy plc.
Auto-correlation | 0.27 |
Poor predictability
AFC Energy plc has poor predictability. Overlapping area represents the amount of predictability between AFC Energy time series from 21st of April 2025 to 5th of June 2025 and 5th of June 2025 to 20th 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 AFC Energy plc price movement. The serial correlation of 0.27 indicates that nearly 27.0% of current AFC Energy price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.27 | |
| Spearman Rank Test | 0.21 | |
| Residual Average | 0.0 | |
| Price Variance | 2.57 |
AFC Energy plc lagged returns against current returns
Autocorrelation, which is AFC Energy 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 AFC Energy's stock expected returns. We can calculate the autocorrelation of AFC Energy returns to help us make a trade decision. For example, suppose you find that AFC Energy 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 |
AFC Energy 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 AFC Energy stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if AFC Energy stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in AFC Energy stock over time.
Current vs Lagged Prices |
| Timeline |
AFC Energy Lagged Returns
When evaluating AFC Energy's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of AFC Energy stock have on its future price. AFC Energy 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, AFC Energy autocorrelation shows the relationship between AFC Energy stock current value and its past values and can show if there is a momentum factor associated with investing in AFC Energy plc.
Regressed Prices |
| Timeline |
Also Currently Popular
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.Other Information on Investing in AFC Stock
AFC Energy financial ratios help investors to determine whether AFC 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 AFC with respect to the benefits of owning AFC Energy security.