Ai Media (Australia) Market Value
| AIM Stock | 0.59 0.03 5.36% |
| Symbol | AIM |
Ai Media '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 Ai Media'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 Ai Media.
| 06/06/2025 |
| 07/06/2025 |
If you would invest 0.00 in Ai Media on June 6, 2025 and sell it all today you would earn a total of 0.00 from holding Ai Media Technologies or generate 0.0% return on investment in Ai Media over 30 days. Ai Media is related to or competes with Acorn Capital, Retail Food, MFF Capital, Australian Agricultural, Diversified United, and Clean Seas. More
Ai Media 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 Ai Media'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 Ai Media Technologies upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.09) | |||
| Maximum Drawdown | 16.28 | |||
| Value At Risk | (5.71) | |||
| Potential Upside | 7.14 |
Ai Media Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ai Media's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ai Media's standard deviation. In reality, there are many statistical measures that can use Ai Media historical prices to predict the future Ai Media's volatility.| Risk Adjusted Performance | (0.09) | |||
| Jensen Alpha | (0.22) | |||
| Total Risk Alpha | (0.45) | |||
| Treynor Ratio | (5.17) |
Ai Media Technologies Backtested Returns
Ai Media Technologies retains Efficiency (Sharpe Ratio) of -0.0578, which signifies that the company had a -0.0578 % return per unit of price deviation over the last 3 months. Ai Media exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Ai Media's Variance of 13.27, information ratio of (0.09), and Market Risk Adjusted Performance of (5.16) to double-check the risk estimate we provide. The firm owns a Beta (Systematic Risk) of 0.0427, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Ai Media's returns are expected to increase less than the market. However, during the bear market, the loss of holding Ai Media is expected to be smaller as well. At this point, Ai Media Technologies has a negative expected return of -0.21%. Please make sure to confirm Ai Media's market risk adjusted performance, coefficient of variation, jensen alpha, as well as the relationship between the mean deviation and standard deviation , to decide if Ai Media Technologies performance from the past will be repeated at some future date.
Auto-correlation | -0.88 |
Excellent reverse predictability
Ai Media Technologies has excellent reverse predictability. Overlapping area represents the amount of predictability between Ai Media time series from 6th of June 2025 to 21st of June 2025 and 21st of June 2025 to 6th 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 Ai Media Technologies price movement. The serial correlation of -0.88 indicates that approximately 88.0% of current Ai Media price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.88 | |
| Spearman Rank Test | -0.83 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Ai Media Technologies lagged returns against current returns
Autocorrelation, which is Ai Media 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 Ai Media's stock expected returns. We can calculate the autocorrelation of Ai Media returns to help us make a trade decision. For example, suppose you find that Ai Media 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 |
Ai Media 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 Ai Media stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ai Media stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ai Media stock over time.
Current vs Lagged Prices |
| Timeline |
Ai Media Lagged Returns
When evaluating Ai Media's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ai Media stock have on its future price. Ai Media 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, Ai Media autocorrelation shows the relationship between Ai Media stock current value and its past values and can show if there is a momentum factor associated with investing in Ai Media Technologies.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for AIM Stock Analysis
When running Ai Media's price analysis, check to measure Ai Media'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 Ai Media is operating at the current time. Most of Ai Media's value examination focuses on studying past and present price action to predict the probability of Ai Media's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Ai Media's price. Additionally, you may evaluate how the addition of Ai Media to your portfolios can decrease your overall portfolio volatility.