Aberforth Smaller (UK) Market Value
| ASL Stock | 1,578 10.00 0.64% |
| Symbol | Aberforth |
Aberforth Smaller '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 Aberforth Smaller'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 Aberforth Smaller.
| 04/23/2025 |
| 07/22/2025 |
If you would invest 0.00 in Aberforth Smaller on April 23, 2025 and sell it all today you would earn a total of 0.00 from holding Aberforth Smaller Companies or generate 0.0% return on investment in Aberforth Smaller over 90 days. Aberforth Smaller is related to or competes with Target Healthcare, Baker Steel, Abingdon Health, Cars, Inspiration Healthcare, Bloomsbury Publishing, and Veolia Environnement. Aberforth Smaller is entity of United Kingdom More
Aberforth Smaller 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 Aberforth Smaller'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 Aberforth Smaller Companies upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8848 | |||
| Information Ratio | 0.1487 | |||
| Maximum Drawdown | 4.71 | |||
| Value At Risk | (1.16) | |||
| Potential Upside | 1.46 |
Aberforth Smaller Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Aberforth Smaller's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Aberforth Smaller's standard deviation. In reality, there are many statistical measures that can use Aberforth Smaller historical prices to predict the future Aberforth Smaller's volatility.| Risk Adjusted Performance | 0.3009 | |||
| Jensen Alpha | 0.2386 | |||
| Total Risk Alpha | 0.1383 | |||
| Sortino Ratio | 0.1398 | |||
| Treynor Ratio | 1.68 |
Aberforth Smaller Backtested Returns
Aberforth Smaller appears to be very steady, given 3 months investment horizon. Aberforth Smaller secures Sharpe Ratio (or Efficiency) of 0.32, which signifies that the company had a 0.32 % return per unit of standard deviation over the last 3 months. We have found twenty-nine technical indicators for Aberforth Smaller Companies, which you can use to evaluate the volatility of the firm. Please makes use of Aberforth Smaller's mean deviation of 0.6465, and Risk Adjusted Performance of 0.3009 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Aberforth Smaller holds a performance score of 25. The firm shows a Beta (market volatility) of 0.15, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Aberforth Smaller's returns are expected to increase less than the market. However, during the bear market, the loss of holding Aberforth Smaller is expected to be smaller as well. Please check Aberforth Smaller's jensen alpha, maximum drawdown, and the relationship between the coefficient of variation and sortino ratio , to make a quick decision on whether Aberforth Smaller's price patterns will revert.
Auto-correlation | 0.75 |
Good predictability
Aberforth Smaller Companies has good predictability. Overlapping area represents the amount of predictability between Aberforth Smaller 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 Aberforth Smaller price movement. The serial correlation of 0.75 indicates that around 75.0% of current Aberforth Smaller price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.75 | |
| Spearman Rank Test | 0.83 | |
| Residual Average | 0.0 | |
| Price Variance | 655.81 |
Aberforth Smaller lagged returns against current returns
Autocorrelation, which is Aberforth Smaller 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 Aberforth Smaller's stock expected returns. We can calculate the autocorrelation of Aberforth Smaller returns to help us make a trade decision. For example, suppose you find that Aberforth Smaller 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 |
Aberforth Smaller 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 Aberforth Smaller stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Aberforth Smaller stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Aberforth Smaller stock over time.
Current vs Lagged Prices |
| Timeline |
Aberforth Smaller Lagged Returns
When evaluating Aberforth Smaller's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Aberforth Smaller stock have on its future price. Aberforth Smaller 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, Aberforth Smaller autocorrelation shows the relationship between Aberforth Smaller stock current value and its past values and can show if there is a momentum factor associated with investing in Aberforth Smaller Companies.
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 Aberforth Stock
Aberforth Smaller financial ratios help investors to determine whether Aberforth 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 Aberforth with respect to the benefits of owning Aberforth Smaller security.