Antin IP (France) Market Value
| ANTIN Stock | 10.24 0.12 1.19% |
| Symbol | Antin |
Antin IP '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 Antin IP'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 Antin IP.
| 06/08/2023 |
| 11/29/2024 |
If you would invest 0.00 in Antin IP on June 8, 2023 and sell it all today you would earn a total of 0.00 from holding Antin IP SA or generate 0.0% return on investment in Antin IP over 540 days. Antin IP is related to or competes with Amundi SA, Tikehau Capital, Altamir SCA, ABC Arbitrage, and IDI SCA. More
Antin IP 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 Antin IP'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 Antin IP SA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.15) | |||
| Maximum Drawdown | 10.44 | |||
| Value At Risk | (4.70) | |||
| Potential Upside | 4.14 |
Antin IP Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Antin IP's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Antin IP's standard deviation. In reality, there are many statistical measures that can use Antin IP historical prices to predict the future Antin IP's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.22) | |||
| Total Risk Alpha | (0.56) | |||
| Treynor Ratio | (4.53) |
Antin IP SA Backtested Returns
Antin IP SA secures Sharpe Ratio (or Efficiency) of -0.0973, which signifies that the company had a -0.0973% return per unit of risk over the last 3 months. Antin IP SA exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Antin IP's Mean Deviation of 1.71, standard deviation of 2.29, and Risk Adjusted Performance of (0.06) to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.0481, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Antin IP's returns are expected to increase less than the market. However, during the bear market, the loss of holding Antin IP is expected to be smaller as well. At this point, Antin IP SA has a negative expected return of -0.22%. Please make sure to confirm Antin IP's treynor ratio, kurtosis, as well as the relationship between the Kurtosis and day typical price , to decide if Antin IP SA performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.38 |
Poor reverse predictability
Antin IP SA has poor reverse predictability. Overlapping area represents the amount of predictability between Antin IP time series from 8th of June 2023 to 4th of March 2024 and 4th of March 2024 to 29th of November 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 Antin IP SA price movement. The serial correlation of -0.38 indicates that just about 38.0% of current Antin IP price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.38 | |
| Spearman Rank Test | -0.17 | |
| Residual Average | 0.0 | |
| Price Variance | 0.77 |
Antin IP SA lagged returns against current returns
Autocorrelation, which is Antin IP 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 Antin IP's stock expected returns. We can calculate the autocorrelation of Antin IP returns to help us make a trade decision. For example, suppose you find that Antin IP 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 |
Antin IP 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 Antin IP stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Antin IP stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Antin IP stock over time.
Current vs Lagged Prices |
| Timeline |
Antin IP Lagged Returns
When evaluating Antin IP's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Antin IP stock have on its future price. Antin IP 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, Antin IP autocorrelation shows the relationship between Antin IP stock current value and its past values and can show if there is a momentum factor associated with investing in Antin IP SA.
Regressed Prices |
| Timeline |
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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 Antin Stock Analysis
When running Antin IP's price analysis, check to measure Antin IP'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 Antin IP is operating at the current time. Most of Antin IP's value examination focuses on studying past and present price action to predict the probability of Antin IP's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Antin IP's price. Additionally, you may evaluate how the addition of Antin IP to your portfolios can decrease your overall portfolio volatility.