Avant Brands Stock Market Value
| AVNT Stock | 0.73 0.02 2.82% |
| Symbol | Avant |
Avant Brands Price To Book Ratio
Avant Brands '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 Avant Brands' 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 Avant Brands.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in Avant Brands on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding Avant Brands or generate 0.0% return on investment in Avant Brands over 90 days. Avant Brands is related to or competes with Avant Brands, Honest, and Auxly Cannabis. Avant Brands is entity of Canada. It is traded as Stock on TO exchange. More
Avant Brands 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 Avant Brands' 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 Avant Brands upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 29.31 | |||
| Value At Risk | (8.00) | |||
| Potential Upside | 6.25 |
Avant Brands Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Avant Brands' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Avant Brands' standard deviation. In reality, there are many statistical measures that can use Avant Brands historical prices to predict the future Avant Brands' volatility.| Risk Adjusted Performance | (0.07) | |||
| Jensen Alpha | (0.47) | |||
| Total Risk Alpha | (1.13) | |||
| Treynor Ratio | (2.01) |
Avant Brands Backtested Returns
Avant Brands secures Sharpe Ratio (or Efficiency) of -0.081, which signifies that the company had a -0.081 % return per unit of standard deviation over the last 3 months. Avant Brands exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Avant Brands' risk adjusted performance of (0.07), and Mean Deviation of 3.24 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.22, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Avant Brands' returns are expected to increase less than the market. However, during the bear market, the loss of holding Avant Brands is expected to be smaller as well. At this point, Avant Brands has a negative expected return of -0.39%. Please make sure to confirm Avant Brands' coefficient of variation, jensen alpha, and the relationship between the mean deviation and standard deviation , to decide if Avant Brands performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.18 |
Very weak predictability
Avant Brands has very weak predictability. Overlapping area represents the amount of predictability between Avant Brands time series from 22nd of April 2025 to 6th of June 2025 and 6th of June 2025 to 21st 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 Avant Brands price movement. The serial correlation of 0.18 indicates that over 18.0% of current Avant Brands price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.18 | |
| Spearman Rank Test | -0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Avant Brands lagged returns against current returns
Autocorrelation, which is Avant Brands 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 Avant Brands' stock expected returns. We can calculate the autocorrelation of Avant Brands returns to help us make a trade decision. For example, suppose you find that Avant Brands 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 |
Avant Brands 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 Avant Brands stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Avant Brands stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Avant Brands stock over time.
Current vs Lagged Prices |
| Timeline |
Avant Brands Lagged Returns
When evaluating Avant Brands' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Avant Brands stock have on its future price. Avant Brands 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, Avant Brands autocorrelation shows the relationship between Avant Brands stock current value and its past values and can show if there is a momentum factor associated with investing in Avant Brands.
Regressed Prices |
| Timeline |
Other Information on Investing in Avant Stock
Avant Brands financial ratios help investors to determine whether Avant 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 Avant with respect to the benefits of owning Avant Brands security.