Atome Energy (UK) Market Value
| ATOM Stock | 53.50 4.00 8.08% |
| Symbol | Atome |
Atome Energy '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 Atome Energy'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 Atome Energy.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in Atome Energy on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding Atome Energy PLC or generate 0.0% return on investment in Atome Energy over 90 days. Atome Energy is related to or competes with Fortune Brands, Celebrus Technologies, Allianz Technology, Check Point, Take Two, Hollywood Bowl, and Aptitude Software. Atome Energy is entity of United Kingdom More
Atome Energy 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 Atome Energy'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 Atome Energy PLC upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.91 | |||
| Information Ratio | 0.0562 | |||
| Maximum Drawdown | 27.45 | |||
| Value At Risk | (4.81) | |||
| Potential Upside | 8.08 |
Atome Energy Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Atome Energy's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Atome Energy's standard deviation. In reality, there are many statistical measures that can use Atome Energy historical prices to predict the future Atome Energy's volatility.| Risk Adjusted Performance | 0.0899 | |||
| Jensen Alpha | 0.4366 | |||
| Total Risk Alpha | (0.24) | |||
| Sortino Ratio | 0.064 | |||
| Treynor Ratio | (0.90) |
Atome Energy PLC Backtested Returns
Atome Energy appears to be not too volatile, given 3 months investment horizon. Atome Energy PLC secures Sharpe Ratio (or Efficiency) of 0.12, which signifies that the company had a 0.12 % return per unit of risk over the last 3 months. By analyzing Atome Energy's technical indicators, you can evaluate if the expected return of 0.52% is justified by implied risk. Please makes use of Atome Energy's Downside Deviation of 3.91, mean deviation of 2.77, and Risk Adjusted Performance of 0.0899 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Atome Energy holds a performance score of 9. The firm shows a Beta (market volatility) of -0.43, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Atome Energy are expected to decrease at a much lower rate. During the bear market, Atome Energy is likely to outperform the market. Please check Atome Energy's total risk alpha, treynor ratio, and the relationship between the jensen alpha and sortino ratio , to make a quick decision on whether Atome Energy's price patterns will revert.
Auto-correlation | -0.56 |
Good reverse predictability
Atome Energy PLC has good reverse predictability. Overlapping area represents the amount of predictability between Atome Energy 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 Atome Energy PLC price movement. The serial correlation of -0.56 indicates that roughly 56.0% of current Atome Energy price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.56 | |
| Spearman Rank Test | -0.51 | |
| Residual Average | 0.0 | |
| Price Variance | 13.22 |
Atome Energy PLC lagged returns against current returns
Autocorrelation, which is Atome Energy 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 Atome Energy's stock expected returns. We can calculate the autocorrelation of Atome Energy returns to help us make a trade decision. For example, suppose you find that Atome Energy 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 |
Atome Energy 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 Atome Energy stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Atome Energy stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Atome Energy stock over time.
Current vs Lagged Prices |
| Timeline |
Atome Energy Lagged Returns
When evaluating Atome Energy's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Atome Energy stock have on its future price. Atome Energy 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, Atome Energy autocorrelation shows the relationship between Atome Energy stock current value and its past values and can show if there is a momentum factor associated with investing in Atome Energy PLC.
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 Atome Stock Analysis
When running Atome Energy's price analysis, check to measure Atome Energy'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 Atome Energy is operating at the current time. Most of Atome Energy's value examination focuses on studying past and present price action to predict the probability of Atome Energy's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Atome Energy's price. Additionally, you may evaluate how the addition of Atome Energy to your portfolios can decrease your overall portfolio volatility.