Arteche Lantegi (Spain) Market Value
| ART Stock | 11.80 0.30 2.61% |
| Symbol | Arteche |
Arteche Lantegi '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 Arteche Lantegi'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 Arteche Lantegi.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in Arteche Lantegi on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding Arteche Lantegi Elkartea or generate 0.0% return on investment in Arteche Lantegi over 90 days. Arteche Lantegi is related to or competes with Neinor Homes, All Iron, Atrys Health, Ebro Foods, Arrienda Rental, and Media Investment. More
Arteche Lantegi 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 Arteche Lantegi'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 Arteche Lantegi Elkartea upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.17 | |||
| Information Ratio | 0.197 | |||
| Maximum Drawdown | 17.45 | |||
| Value At Risk | (4.63) | |||
| Potential Upside | 7.84 |
Arteche Lantegi Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Arteche Lantegi's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Arteche Lantegi's standard deviation. In reality, there are many statistical measures that can use Arteche Lantegi historical prices to predict the future Arteche Lantegi's volatility.| Risk Adjusted Performance | 0.2299 | |||
| Jensen Alpha | 0.8324 | |||
| Total Risk Alpha | 0.3248 | |||
| Sortino Ratio | 0.2116 | |||
| Treynor Ratio | (3.40) |
Arteche Lantegi Elkartea Backtested Returns
Arteche Lantegi appears to be somewhat reliable, given 3 months investment horizon. Arteche Lantegi Elkartea secures Sharpe Ratio (or Efficiency) of 0.22, which signifies that the company had a 0.22 % return per unit of risk over the last 3 months. By analyzing Arteche Lantegi's technical indicators, you can evaluate if the expected return of 0.7% is justified by implied risk. Please makes use of Arteche Lantegi's Downside Deviation of 3.17, risk adjusted performance of 0.2299, and Mean Deviation of 2.44 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Arteche Lantegi holds a performance score of 16. The firm shows a Beta (market volatility) of -0.24, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Arteche Lantegi are expected to decrease at a much lower rate. During the bear market, Arteche Lantegi is likely to outperform the market. Please check Arteche Lantegi's expected short fall, day median price, and the relationship between the potential upside and accumulation distribution , to make a quick decision on whether Arteche Lantegi's price patterns will revert.
Auto-correlation | 0.69 |
Good predictability
Arteche Lantegi Elkartea has good predictability. Overlapping area represents the amount of predictability between Arteche Lantegi 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 Arteche Lantegi Elkartea price movement. The serial correlation of 0.69 indicates that around 69.0% of current Arteche Lantegi price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.69 | |
| Spearman Rank Test | 0.72 | |
| Residual Average | 0.0 | |
| Price Variance | 0.27 |
Arteche Lantegi Elkartea lagged returns against current returns
Autocorrelation, which is Arteche Lantegi 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 Arteche Lantegi's stock expected returns. We can calculate the autocorrelation of Arteche Lantegi returns to help us make a trade decision. For example, suppose you find that Arteche Lantegi 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 |
Arteche Lantegi 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 Arteche Lantegi stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Arteche Lantegi stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Arteche Lantegi stock over time.
Current vs Lagged Prices |
| Timeline |
Arteche Lantegi Lagged Returns
When evaluating Arteche Lantegi's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Arteche Lantegi stock have on its future price. Arteche Lantegi 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, Arteche Lantegi autocorrelation shows the relationship between Arteche Lantegi stock current value and its past values and can show if there is a momentum factor associated with investing in Arteche Lantegi Elkartea.
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 Arteche Stock
Arteche Lantegi financial ratios help investors to determine whether Arteche 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 Arteche with respect to the benefits of owning Arteche Lantegi security.