Australian Oilseeds Holdings Stock Market Value
| COOTW Stock | 0.02 0.01 46.25% |
| Symbol | Australian |
Is Food Products space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Australian Oilseeds. If investors know Australian will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Australian Oilseeds listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of Australian Oilseeds is measured differently than its book value, which is the value of Australian that is recorded on the company's balance sheet. Investors also form their own opinion of Australian Oilseeds' value that differs from its market value or its book value, called intrinsic value, which is Australian Oilseeds' true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Australian Oilseeds' market value can be influenced by many factors that don't directly affect Australian Oilseeds' underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Australian Oilseeds' value and its price as these two are different measures arrived at by different means. Investors typically determine if Australian Oilseeds is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Australian Oilseeds' price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Australian Oilseeds '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 Australian Oilseeds' 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 Australian Oilseeds.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in Australian Oilseeds on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding Australian Oilseeds Holdings or generate 0.0% return on investment in Australian Oilseeds over 90 days. Australian Oilseeds is related to or competes with Integrated Media, Park Hotels, Ryman Hospitality, Cheesecake Factory, JD Sports, Braemar Hotels, and Dennys Corp. More
Australian Oilseeds 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 Australian Oilseeds' 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 Australian Oilseeds Holdings upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 16.94 | |||
| Information Ratio | 0.1682 | |||
| Maximum Drawdown | 101.49 | |||
| Value At Risk | (25.12) | |||
| Potential Upside | 46.25 |
Australian Oilseeds Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Australian Oilseeds' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Australian Oilseeds' standard deviation. In reality, there are many statistical measures that can use Australian Oilseeds historical prices to predict the future Australian Oilseeds' volatility.| Risk Adjusted Performance | 0.1727 | |||
| Jensen Alpha | 4.08 | |||
| Total Risk Alpha | 0.7433 | |||
| Sortino Ratio | 0.2161 | |||
| Treynor Ratio | (1.71) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Australian Oilseeds' price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Australian Oilseeds Backtested Returns
Australian Oilseeds is out of control given 3 months investment horizon. Australian Oilseeds secures Sharpe Ratio (or Efficiency) of 0.17, which signifies that the company had a 0.17 % return per unit of risk over the last 3 months. We were able to interpolate and analyze data for twenty-eight different technical indicators, which can help you to evaluate if expected returns of 3.65% are justified by taking the suggested risk. Use Australian Oilseeds Mean Deviation of 15.19, downside deviation of 16.94, and Risk Adjusted Performance of 0.1727 to evaluate company specific risk that cannot be diversified away. Australian Oilseeds holds a performance score of 13 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of -2.22, which signifies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Australian Oilseeds are expected to decrease by larger amounts. On the other hand, during market turmoil, Australian Oilseeds is expected to outperform it. Use Australian Oilseeds potential upside, as well as the relationship between the daily balance of power and relative strength index , to analyze future returns on Australian Oilseeds.
Auto-correlation | 0.34 |
Below average predictability
Australian Oilseeds Holdings has below average predictability. Overlapping area represents the amount of predictability between Australian Oilseeds 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 Australian Oilseeds price movement. The serial correlation of 0.34 indicates that nearly 34.0% of current Australian Oilseeds price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.34 | |
| Spearman Rank Test | -0.13 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Australian Oilseeds lagged returns against current returns
Autocorrelation, which is Australian Oilseeds 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 Australian Oilseeds' stock expected returns. We can calculate the autocorrelation of Australian Oilseeds returns to help us make a trade decision. For example, suppose you find that Australian Oilseeds 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 |
Australian Oilseeds 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 Australian Oilseeds stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Australian Oilseeds stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Australian Oilseeds stock over time.
Current vs Lagged Prices |
| Timeline |
Australian Oilseeds Lagged Returns
When evaluating Australian Oilseeds' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Australian Oilseeds stock have on its future price. Australian Oilseeds 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, Australian Oilseeds autocorrelation shows the relationship between Australian Oilseeds stock current value and its past values and can show if there is a momentum factor associated with investing in Australian Oilseeds Holdings.
Regressed Prices |
| Timeline |
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When running Australian Oilseeds' price analysis, check to measure Australian Oilseeds' 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 Australian Oilseeds is operating at the current time. Most of Australian Oilseeds' value examination focuses on studying past and present price action to predict the probability of Australian Oilseeds' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Australian Oilseeds' price. Additionally, you may evaluate how the addition of Australian Oilseeds to your portfolios can decrease your overall portfolio volatility.