Astika Holdings Stock Market Value
| ASKH Stock | USD 0 0.00 0.00% |
| Symbol | Astika |
Astika Holdings '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 Astika Holdings' pink sheet 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 Astika Holdings.
| 04/23/2025 |
| 07/22/2025 |
If you would invest 0.00 in Astika Holdings on April 23, 2025 and sell it all today you would earn a total of 0.00 from holding Astika Holdings or generate 0.0% return on investment in Astika Holdings over 90 days. The company focuses on various strategic acquisitions in the textile, service, agriculture, and industrial sectors in As... More
Astika Holdings 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 Astika Holdings' pink sheet 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 Astika Holdings upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1867 | |||
| Maximum Drawdown | 926.19 | |||
| Value At Risk | (5.00) | |||
| Potential Upside | 150.0 |
Astika Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Astika Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Astika Holdings' standard deviation. In reality, there are many statistical measures that can use Astika Holdings historical prices to predict the future Astika Holdings' volatility.| Risk Adjusted Performance | 0.1851 | |||
| Jensen Alpha | 19.28 | |||
| Total Risk Alpha | 4.87 | |||
| Treynor Ratio | 1.18 |
Astika Holdings Backtested Returns
Astika Holdings is out of control given 3 months investment horizon. Astika Holdings secures Sharpe Ratio (or Efficiency) of 0.2, which signifies that the company had a 0.2 % return per unit of risk over the last 3 months. We were able to collect data for nineteen different technical indicators, which can help you to evaluate if expected returns of 23.6% are justified by taking the suggested risk. Use Astika Holdings Risk Adjusted Performance of 0.1851, mean deviation of 45.5, and Standard Deviation of 116.04 to evaluate company specific risk that cannot be diversified away. Astika Holdings holds a performance score of 15 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of 18.5, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Astika Holdings will likely underperform. Use Astika Holdings jensen alpha, skewness, as well as the relationship between the Skewness and day typical price , to analyze future returns on Astika Holdings.
Auto-correlation | -0.08 |
Very weak reverse predictability
Astika Holdings has very weak reverse predictability. Overlapping area represents the amount of predictability between Astika Holdings time series from 23rd of April 2025 to 7th of June 2025 and 7th of June 2025 to 22nd 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 Astika Holdings price movement. The serial correlation of -0.08 indicates that barely 8.0% of current Astika Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.08 | |
| Spearman Rank Test | 0.65 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Astika Holdings lagged returns against current returns
Autocorrelation, which is Astika Holdings pink sheet'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 Astika Holdings' pink sheet expected returns. We can calculate the autocorrelation of Astika Holdings returns to help us make a trade decision. For example, suppose you find that Astika Holdings has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Astika Holdings 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 Astika Holdings pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Astika Holdings pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Astika Holdings pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Astika Holdings Lagged Returns
When evaluating Astika Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Astika Holdings pink sheet have on its future price. Astika Holdings 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, Astika Holdings autocorrelation shows the relationship between Astika Holdings pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Astika Holdings.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Astika Pink Sheet
Astika Holdings financial ratios help investors to determine whether Astika Pink Sheet 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 Astika with respect to the benefits of owning Astika Holdings security.