American Pwr Group Stock Market Value
| APGI Stock | USD 0.02 0.0001 0.67% |
| Symbol | American |
American Pwr '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 American Pwr's pink sheet 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 American Pwr.
| 01/12/2023 |
| 12/02/2024 |
If you would invest 0.00 in American Pwr on January 12, 2023 and sell it all today you would earn a total of 0.00 from holding American Pwr Group or generate 0.0% return on investment in American Pwr over 690 days. American Pwr is related to or competes with Amaero International, Atlas Copco, Alfa Laval, and Aumann AG. American Power Group Corporation provides patented dual fuel conversion system for primary and back-up diesel generators... More
American Pwr 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 American Pwr's pink sheet 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 American Pwr Group upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 66.67 | |||
| Value At Risk | (16.67) | |||
| Potential Upside | 14.29 |
American Pwr Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for American Pwr's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as American Pwr's standard deviation. In reality, there are many statistical measures that can use American Pwr historical prices to predict the future American Pwr's volatility.| Risk Adjusted Performance | 0.0078 | |||
| Jensen Alpha | 0.1619 | |||
| Total Risk Alpha | (1.61) | |||
| Treynor Ratio | 0.0185 |
American Pwr Group Backtested Returns
American Pwr appears to be out of control, given 3 months investment horizon. American Pwr Group secures Sharpe Ratio (or Efficiency) of 0.0422, which signifies that the company had a 0.0422% return per unit of standard deviation over the last 3 months. We have found twenty-one technical indicators for American Pwr Group, which you can use to evaluate the volatility of the firm. Please makes use of American Pwr's risk adjusted performance of 0.0078, and Mean Deviation of 3.58 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, American Pwr holds a performance score of 3. The firm shows a Beta (market volatility) of -1.48, which signifies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning American Pwr are expected to decrease by larger amounts. On the other hand, during market turmoil, American Pwr is expected to outperform it. Please check American Pwr's variance and the relationship between the treynor ratio and price action indicator , to make a quick decision on whether American Pwr's price patterns will revert.
Auto-correlation | -0.43 |
Modest reverse predictability
American Pwr Group has modest reverse predictability. Overlapping area represents the amount of predictability between American Pwr time series from 12th of January 2023 to 23rd of December 2023 and 23rd of December 2023 to 2nd 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 American Pwr Group price movement. The serial correlation of -0.43 indicates that just about 43.0% of current American Pwr price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.43 | |
| Spearman Rank Test | -0.31 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
American Pwr Group lagged returns against current returns
Autocorrelation, which is American Pwr pink sheet'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 American Pwr's pink sheet expected returns. We can calculate the autocorrelation of American Pwr returns to help us make a trade decision. For example, suppose you find that American Pwr has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
American Pwr 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 American Pwr pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if American Pwr pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in American Pwr pink sheet over time.
Current vs Lagged Prices |
| Timeline |
American Pwr Lagged Returns
When evaluating American Pwr's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of American Pwr pink sheet have on its future price. American Pwr 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, American Pwr autocorrelation shows the relationship between American Pwr pink sheet current value and its past values and can show if there is a momentum factor associated with investing in American Pwr Group.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in American Pink Sheet
American Pwr financial ratios help investors to determine whether American Pink Sheet 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 American with respect to the benefits of owning American Pwr security.