Atos SE (UK) Market Value
| 0DNH Stock | 0 0.0005 31.25% |
| Symbol | Atos |
Atos SE '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 Atos SE'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 Atos SE.
| 01/02/2023 |
| 12/22/2024 |
If you would invest 0.00 in Atos SE on January 2, 2023 and sell it all today you would earn a total of 0.00 from holding Atos SE or generate 0.0% return on investment in Atos SE over 720 days. Atos SE is related to or competes with Sydbank, Alstria Office, Summit Materials, Martin Marietta, Sabre Insurance, Discover Financial, and Compagnie Plastic. Atos SE is entity of United Kingdom. It is traded as Stock on LSE exchange. More
Atos SE 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 Atos SE'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 Atos SE upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 28.35 | |||
| Information Ratio | 0.1225 | |||
| Maximum Drawdown | 7957.95 | |||
| Value At Risk | (38.24) | |||
| Potential Upside | 70.69 |
Atos SE Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Atos SE's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Atos SE's standard deviation. In reality, there are many statistical measures that can use Atos SE historical prices to predict the future Atos SE's volatility.| Risk Adjusted Performance | 0.1071 | |||
| Jensen Alpha | 116.49 | |||
| Total Risk Alpha | 91.5 | |||
| Sortino Ratio | 4.18 | |||
| Treynor Ratio | 1.25 |
Atos SE Backtested Returns
Atos SE is out of control given 3 months investment horizon. Atos SE secures Sharpe Ratio (or Efficiency) of 0.11, which signifies that the company had a 0.11% return per unit of risk over the last 3 months. We are able to interpolate and collect twenty-nine different technical indicators, which can help you to evaluate if expected returns of 14.49% are justified by taking the suggested risk. Use Atos SE Risk Adjusted Performance of 0.1071, mean deviation of 234.56, and Downside Deviation of 28.35 to evaluate company specific risk that cannot be diversified away. Atos SE holds a performance score of 9 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of 95.0, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Atos SE will likely underperform. Use Atos SE downside deviation, standard deviation, total risk alpha, as well as the relationship between the coefficient of variation and jensen alpha , to analyze future returns on Atos SE.
Auto-correlation | -0.24 |
Weak reverse predictability
Atos SE has weak reverse predictability. Overlapping area represents the amount of predictability between Atos SE time series from 2nd of January 2023 to 28th of December 2023 and 28th of December 2023 to 22nd of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Atos SE price movement. The serial correlation of -0.24 indicates that over 24.0% of current Atos SE price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.24 | |
| Spearman Rank Test | 0.68 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Atos SE lagged returns against current returns
Autocorrelation, which is Atos SE 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 Atos SE's stock expected returns. We can calculate the autocorrelation of Atos SE returns to help us make a trade decision. For example, suppose you find that Atos SE 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 |
Atos SE 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 Atos SE stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Atos SE stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Atos SE stock over time.
Current vs Lagged Prices |
| Timeline |
Atos SE Lagged Returns
When evaluating Atos SE's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Atos SE stock have on its future price. Atos SE 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, Atos SE autocorrelation shows the relationship between Atos SE stock current value and its past values and can show if there is a momentum factor associated with investing in Atos SE.
Regressed Prices |
| Timeline |
Also Currently Popular
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 Atos Stock Analysis
When running Atos SE's price analysis, check to measure Atos SE'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 Atos SE is operating at the current time. Most of Atos SE's value examination focuses on studying past and present price action to predict the probability of Atos SE's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Atos SE's price. Additionally, you may evaluate how the addition of Atos SE to your portfolios can decrease your overall portfolio volatility.