AVE SA (Greece) Market Value
| AVE Stock | EUR 0.53 0.01 1.92% |
| Symbol | AVE |
AVE SA '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 AVE SA'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 AVE SA.
| 04/23/2025 |
| 07/22/2025 |
If you would invest 0.00 in AVE SA on April 23, 2025 and sell it all today you would earn a total of 0.00 from holding AVE SA or generate 0.0% return on investment in AVE SA over 90 days. AVE SA is related to or competes with Alumil Aluminium, As Commercial, Lavipharm, Elton International, and Autohellas. Audio Visual Enterprises S.A. engages in the distribution of DVD and Blue-ray video films primarily in Greece and Cyprus More
AVE SA 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 AVE SA'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 AVE SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.11 | |||
| Information Ratio | 0.0697 | |||
| Maximum Drawdown | 15.49 | |||
| Value At Risk | (2.27) | |||
| Potential Upside | 4.65 |
AVE SA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for AVE SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as AVE SA's standard deviation. In reality, there are many statistical measures that can use AVE SA historical prices to predict the future AVE SA's volatility.| Risk Adjusted Performance | 0.1264 | |||
| Jensen Alpha | 0.3356 | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | 0.0552 | |||
| Treynor Ratio | (1.51) |
AVE SA Backtested Returns
AVE SA appears to be abnormally volatile, given 3 months investment horizon. AVE SA secures Sharpe Ratio (or Efficiency) of 0.13, which signifies that the company had a 0.13 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for AVE SA, which you can use to evaluate the volatility of the firm. Please makes use of AVE SA's Downside Deviation of 3.11, risk adjusted performance of 0.1264, and Mean Deviation of 1.59 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, AVE SA holds a performance score of 10. The firm shows a Beta (market volatility) of -0.2, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning AVE SA are expected to decrease at a much lower rate. During the bear market, AVE SA is likely to outperform the market. Please check AVE SA's downside deviation, information ratio, and the relationship between the semi deviation and coefficient of variation , to make a quick decision on whether AVE SA's price patterns will revert.
Auto-correlation | -0.55 |
Good reverse predictability
AVE SA has good reverse predictability. Overlapping area represents the amount of predictability between AVE SA 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 AVE SA price movement. The serial correlation of -0.55 indicates that about 55.0% of current AVE SA price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.55 | |
| Spearman Rank Test | -0.69 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
AVE SA lagged returns against current returns
Autocorrelation, which is AVE SA 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 AVE SA's stock expected returns. We can calculate the autocorrelation of AVE SA returns to help us make a trade decision. For example, suppose you find that AVE SA 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 |
AVE SA 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 AVE SA stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if AVE SA stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in AVE SA stock over time.
Current vs Lagged Prices |
| Timeline |
AVE SA Lagged Returns
When evaluating AVE SA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of AVE SA stock have on its future price. AVE SA 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, AVE SA autocorrelation shows the relationship between AVE SA stock current value and its past values and can show if there is a momentum factor associated with investing in AVE SA.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for AVE Stock Analysis
When running AVE SA's price analysis, check to measure AVE SA'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 AVE SA is operating at the current time. Most of AVE SA's value examination focuses on studying past and present price action to predict the probability of AVE SA's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move AVE SA's price. Additionally, you may evaluate how the addition of AVE SA to your portfolios can decrease your overall portfolio volatility.