ASTRA INTERNATIONAL (Germany) Market Value
| ASJA Stock | 0.24 0.03 14.29% |
| Symbol | ASTRA |
ASTRA INTERNATIONAL '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 ASTRA INTERNATIONAL'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 ASTRA INTERNATIONAL.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in ASTRA INTERNATIONAL on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding ASTRA INTERNATIONAL or generate 0.0% return on investment in ASTRA INTERNATIONAL over 90 days. ASTRA INTERNATIONAL is related to or competes with Lifeway Foods, Astral Foods, Performance Food, EBRO FOODS, DAIRY FARM, Hitachi Construction, and Federal Agricultural. More
ASTRA INTERNATIONAL 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 ASTRA INTERNATIONAL'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 ASTRA INTERNATIONAL upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 10.2 | |||
| Information Ratio | 0.0059 | |||
| Maximum Drawdown | 43.04 | |||
| Value At Risk | (8.70) | |||
| Potential Upside | 9.52 |
ASTRA INTERNATIONAL Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for ASTRA INTERNATIONAL's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ASTRA INTERNATIONAL's standard deviation. In reality, there are many statistical measures that can use ASTRA INTERNATIONAL historical prices to predict the future ASTRA INTERNATIONAL's volatility.| Risk Adjusted Performance | 0.0359 | |||
| Jensen Alpha | 0.235 | |||
| Total Risk Alpha | (0.67) | |||
| Sortino Ratio | 0.0035 | |||
| Treynor Ratio | (0.32) |
ASTRA INTERNATIONAL Backtested Returns
ASTRA INTERNATIONAL appears to be out of control, given 3 months investment horizon. ASTRA INTERNATIONAL secures Sharpe Ratio (or Efficiency) of 0.0521, which signifies that the company had a 0.0521 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for ASTRA INTERNATIONAL, which you can use to evaluate the volatility of the firm. Please makes use of ASTRA INTERNATIONAL's mean deviation of 3.18, and Risk Adjusted Performance of 0.0359 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, ASTRA INTERNATIONAL holds a performance score of 4. The firm shows a Beta (market volatility) of -0.52, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning ASTRA INTERNATIONAL are expected to decrease at a much lower rate. During the bear market, ASTRA INTERNATIONAL is likely to outperform the market. Please check ASTRA INTERNATIONAL's treynor ratio, value at risk, and the relationship between the sortino ratio and maximum drawdown , to make a quick decision on whether ASTRA INTERNATIONAL's price patterns will revert.
Auto-correlation | -0.07 |
Very weak reverse predictability
ASTRA INTERNATIONAL has very weak reverse predictability. Overlapping area represents the amount of predictability between ASTRA INTERNATIONAL 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 ASTRA INTERNATIONAL price movement. The serial correlation of -0.07 indicates that barely 7.0% of current ASTRA INTERNATIONAL price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.07 | |
| Spearman Rank Test | 0.41 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
ASTRA INTERNATIONAL lagged returns against current returns
Autocorrelation, which is ASTRA INTERNATIONAL 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 ASTRA INTERNATIONAL's stock expected returns. We can calculate the autocorrelation of ASTRA INTERNATIONAL returns to help us make a trade decision. For example, suppose you find that ASTRA INTERNATIONAL 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 |
ASTRA INTERNATIONAL 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 ASTRA INTERNATIONAL stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if ASTRA INTERNATIONAL stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in ASTRA INTERNATIONAL stock over time.
Current vs Lagged Prices |
| Timeline |
ASTRA INTERNATIONAL Lagged Returns
When evaluating ASTRA INTERNATIONAL's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of ASTRA INTERNATIONAL stock have on its future price. ASTRA INTERNATIONAL 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, ASTRA INTERNATIONAL autocorrelation shows the relationship between ASTRA INTERNATIONAL stock current value and its past values and can show if there is a momentum factor associated with investing in ASTRA INTERNATIONAL.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for ASTRA Stock Analysis
When running ASTRA INTERNATIONAL's price analysis, check to measure ASTRA INTERNATIONAL'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 ASTRA INTERNATIONAL is operating at the current time. Most of ASTRA INTERNATIONAL's value examination focuses on studying past and present price action to predict the probability of ASTRA INTERNATIONAL's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move ASTRA INTERNATIONAL's price. Additionally, you may evaluate how the addition of ASTRA INTERNATIONAL to your portfolios can decrease your overall portfolio volatility.