AOTI (UK) Market Value
| AOTI Stock | 90.00 0.00 0.00% |
| Symbol | AOTI |
AOTI '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 AOTI'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 AOTI.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in AOTI on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding AOTI Inc or generate 0.0% return on investment in AOTI over 90 days. AOTI is related to or competes with CNH Industrial, InterContinental, Dalata Hotel, Bisichi Mining, Invesco Physical, Thor Mining, and AMG Advanced. AOTI is entity of United Kingdom. It is traded as Stock on LSE exchange. More
AOTI 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 AOTI'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 AOTI Inc upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0092 | |||
| Maximum Drawdown | 20.83 | |||
| Value At Risk | (4.04) | |||
| Potential Upside | 3.03 |
AOTI Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for AOTI's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as AOTI's standard deviation. In reality, there are many statistical measures that can use AOTI historical prices to predict the future AOTI's volatility.| Risk Adjusted Performance | 0.0658 | |||
| Jensen Alpha | 0.0971 | |||
| Total Risk Alpha | (0.21) | |||
| Treynor Ratio | 0.3523 |
AOTI Inc Backtested Returns
Currently, AOTI Inc is very steady. AOTI Inc secures Sharpe Ratio (or Efficiency) of 0.0651, which signifies that the company had a 0.0651 % return per unit of risk over the last 3 months. We have found twenty-one technical indicators for AOTI Inc, which you can use to evaluate the volatility of the firm. Please confirm AOTI's mean deviation of 1.1, and Risk Adjusted Performance of 0.0658 to double-check if the risk estimate we provide is consistent with the expected return of 0.17%. AOTI has a performance score of 5 on a scale of 0 to 100. 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, AOTI's returns are expected to increase less than the market. However, during the bear market, the loss of holding AOTI is expected to be smaller as well. AOTI Inc currently shows a risk of 2.65%. Please confirm AOTI Inc total risk alpha, potential upside, kurtosis, as well as the relationship between the treynor ratio and skewness , to decide if AOTI Inc will be following its price patterns.
Auto-correlation | -0.41 |
Modest reverse predictability
AOTI Inc has modest reverse predictability. Overlapping area represents the amount of predictability between AOTI 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 AOTI Inc price movement. The serial correlation of -0.41 indicates that just about 41.0% of current AOTI price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.41 | |
| Spearman Rank Test | -0.18 | |
| Residual Average | 0.0 | |
| Price Variance | 5.73 |
AOTI Inc lagged returns against current returns
Autocorrelation, which is AOTI 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 AOTI's stock expected returns. We can calculate the autocorrelation of AOTI returns to help us make a trade decision. For example, suppose you find that AOTI 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 |
AOTI 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 AOTI stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if AOTI stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in AOTI stock over time.
Current vs Lagged Prices |
| Timeline |
AOTI Lagged Returns
When evaluating AOTI's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of AOTI stock have on its future price. AOTI 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, AOTI autocorrelation shows the relationship between AOTI stock current value and its past values and can show if there is a momentum factor associated with investing in AOTI Inc.
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 AOTI Stock Analysis
When running AOTI's price analysis, check to measure AOTI'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 AOTI is operating at the current time. Most of AOTI's value examination focuses on studying past and present price action to predict the probability of AOTI's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move AOTI's price. Additionally, you may evaluate how the addition of AOTI to your portfolios can decrease your overall portfolio volatility.