Adelayde Exploration (Germany) Market Value
| V5H Etf | 0.03 0.0001 0.30% |
| Symbol | Adelayde |
Adelayde Exploration '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 Adelayde Exploration's etf 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 Adelayde Exploration.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in Adelayde Exploration on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding Adelayde Exploration R or generate 0.0% return on investment in Adelayde Exploration over 90 days.
Adelayde Exploration 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 Adelayde Exploration's etf 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 Adelayde Exploration R upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 28.27 | |||
| Information Ratio | 0.0378 | |||
| Maximum Drawdown | 137.97 | |||
| Value At Risk | (36.79) | |||
| Potential Upside | 28.57 |
Adelayde Exploration Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Adelayde Exploration's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Adelayde Exploration's standard deviation. In reality, there are many statistical measures that can use Adelayde Exploration historical prices to predict the future Adelayde Exploration's volatility.| Risk Adjusted Performance | 0.0508 | |||
| Jensen Alpha | 1.26 | |||
| Total Risk Alpha | (2.14) | |||
| Sortino Ratio | 0.0298 | |||
| Treynor Ratio | (0.44) |
Adelayde Exploration Backtested Returns
Adelayde Exploration is out of control given 3 months investment horizon. Adelayde Exploration secures Sharpe Ratio (or Efficiency) of 0.0752, which signifies that the etf had a 0.0752 % return per unit of standard deviation over the last 3 months. We have analyze and collected data for thirty different technical indicators, which can help you to evaluate if expected returns of 1.67% are justified by taking the suggested risk. Use Adelayde Exploration mean deviation of 11.63, and Risk Adjusted Performance of 0.0508 to evaluate company specific risk that cannot be diversified away. The etf shows a Beta (market volatility) of -2.2, which signifies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Adelayde Exploration are expected to decrease by larger amounts. On the other hand, during market turmoil, Adelayde Exploration is expected to outperform it.
Auto-correlation | 0.45 |
Average predictability
Adelayde Exploration R has average predictability. Overlapping area represents the amount of predictability between Adelayde Exploration 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 Adelayde Exploration price movement. The serial correlation of 0.45 indicates that just about 45.0% of current Adelayde Exploration price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.45 | |
| Spearman Rank Test | -0.12 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Adelayde Exploration lagged returns against current returns
Autocorrelation, which is Adelayde Exploration etf'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 Adelayde Exploration's etf expected returns. We can calculate the autocorrelation of Adelayde Exploration returns to help us make a trade decision. For example, suppose you find that Adelayde Exploration has exhibited high autocorrelation historically, and you observe that the etf 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 |
Adelayde Exploration 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 Adelayde Exploration etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Adelayde Exploration etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Adelayde Exploration etf over time.
Current vs Lagged Prices |
| Timeline |
Adelayde Exploration Lagged Returns
When evaluating Adelayde Exploration's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Adelayde Exploration etf have on its future price. Adelayde Exploration 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, Adelayde Exploration autocorrelation shows the relationship between Adelayde Exploration etf current value and its past values and can show if there is a momentum factor associated with investing in Adelayde Exploration R.
Regressed Prices |
| Timeline |
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