Airtificial Intelligence (Spain) Market Value
| AI Stock | EUR 0.09 0 2.28% |
| Symbol | Airtificial |
Airtificial Intelligence '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 Airtificial Intelligence'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 Airtificial Intelligence.
| 11/01/2024 |
| 12/01/2024 |
If you would invest 0.00 in Airtificial Intelligence on November 1, 2024 and sell it all today you would earn a total of 0.00 from holding Airtificial Intelligence Structures or generate 0.0% return on investment in Airtificial Intelligence over 30 days. Airtificial Intelligence is related to or competes with Energy Solar, Cellnex Telecom, All Iron, Arrienda Rental, and Plasticos Compuestos. Airtificial Intelligence Structures, S.A., an engineering and consulting company, focuses on the integrated management o... More
Airtificial Intelligence 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 Airtificial Intelligence'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 Airtificial Intelligence Structures upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.17) | |||
| Maximum Drawdown | 20.06 | |||
| Value At Risk | (7.69) | |||
| Potential Upside | 2.99 |
Airtificial Intelligence Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Airtificial Intelligence's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Airtificial Intelligence's standard deviation. In reality, there are many statistical measures that can use Airtificial Intelligence historical prices to predict the future Airtificial Intelligence's volatility.| Risk Adjusted Performance | (0.09) | |||
| Jensen Alpha | (0.46) | |||
| Total Risk Alpha | (0.91) | |||
| Treynor Ratio | (0.86) |
Airtificial Intelligence Backtested Returns
Airtificial Intelligence 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. Airtificial Intelligence Structures exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Airtificial Intelligence's Risk Adjusted Performance of (0.09), standard deviation of 3.06, and Mean Deviation of 1.53 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.46, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Airtificial Intelligence's returns are expected to increase less than the market. However, during the bear market, the loss of holding Airtificial Intelligence is expected to be smaller as well. At this point, Airtificial Intelligence has a negative expected return of -0.39%. Please make sure to confirm Airtificial Intelligence's maximum drawdown, kurtosis, day median price, as well as the relationship between the potential upside and daily balance of power , to decide if Airtificial Intelligence performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.51 |
Modest predictability
Airtificial Intelligence Structures has modest predictability. Overlapping area represents the amount of predictability between Airtificial Intelligence time series from 1st of November 2024 to 16th of November 2024 and 16th of November 2024 to 1st 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 Airtificial Intelligence price movement. The serial correlation of 0.51 indicates that about 51.0% of current Airtificial Intelligence price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.51 | |
| Spearman Rank Test | 0.24 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Airtificial Intelligence lagged returns against current returns
Autocorrelation, which is Airtificial Intelligence 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 Airtificial Intelligence's stock expected returns. We can calculate the autocorrelation of Airtificial Intelligence returns to help us make a trade decision. For example, suppose you find that Airtificial Intelligence 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 |
Airtificial Intelligence 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 Airtificial Intelligence stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Airtificial Intelligence stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Airtificial Intelligence stock over time.
Current vs Lagged Prices |
| Timeline |
Airtificial Intelligence Lagged Returns
When evaluating Airtificial Intelligence's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Airtificial Intelligence stock have on its future price. Airtificial Intelligence 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, Airtificial Intelligence autocorrelation shows the relationship between Airtificial Intelligence stock current value and its past values and can show if there is a momentum factor associated with investing in Airtificial Intelligence Structures.
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.Other Information on Investing in Airtificial Stock
Airtificial Intelligence financial ratios help investors to determine whether Airtificial 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 Airtificial with respect to the benefits of owning Airtificial Intelligence security.