Ava Risk (Australia) Market Value
| AVA Stock | 0.13 0.01 7.14% |
| Symbol | Ava |
Ava Risk '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 Ava Risk'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 Ava Risk.
| 01/03/2023 |
| 12/23/2024 |
If you would invest 0.00 in Ava Risk on January 3, 2023 and sell it all today you would earn a total of 0.00 from holding Ava Risk Group or generate 0.0% return on investment in Ava Risk over 720 days. Ava Risk is related to or competes with Audio Pixels, Iodm, Regis Healthcare, and Recce. Ava Risk is entity of Australia. It is traded as Stock on AU exchange. More
Ava Risk 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 Ava Risk'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 Ava Risk Group upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 7.19 | |||
| Information Ratio | 0.1647 | |||
| Maximum Drawdown | 19.39 | |||
| Value At Risk | (7.14) | |||
| Potential Upside | 7.69 |
Ava Risk Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ava Risk's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ava Risk's standard deviation. In reality, there are many statistical measures that can use Ava Risk historical prices to predict the future Ava Risk's volatility.| Risk Adjusted Performance | 0.1449 | |||
| Jensen Alpha | 0.6612 | |||
| Total Risk Alpha | 0.5601 | |||
| Sortino Ratio | 0.0901 | |||
| Treynor Ratio | 1.63 |
Ava Risk Group Backtested Returns
Ava Risk appears to be out of control, given 3 months investment horizon. Ava Risk Group secures Sharpe Ratio (or Efficiency) of 0.17, which signifies that the company had a 0.17% return per unit of standard deviation over the last 3 months. By analyzing Ava Risk's technical indicators, you can evaluate if the expected return of 0.67% is justified by implied risk. Please makes use of Ava Risk's mean deviation of 2.43, and Risk Adjusted Performance of 0.1449 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Ava Risk holds a performance score of 13. The firm shows a Beta (market volatility) of 0.41, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Ava Risk's returns are expected to increase less than the market. However, during the bear market, the loss of holding Ava Risk is expected to be smaller as well. Please check Ava Risk's market risk adjusted performance, semi deviation, coefficient of variation, as well as the relationship between the mean deviation and downside deviation , to make a quick decision on whether Ava Risk's price patterns will revert.
Auto-correlation | 0.55 |
Modest predictability
Ava Risk Group has modest predictability. Overlapping area represents the amount of predictability between Ava Risk time series from 3rd of January 2023 to 29th of December 2023 and 29th of December 2023 to 23rd 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 Ava Risk Group price movement. The serial correlation of 0.55 indicates that about 55.0% of current Ava Risk price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.55 | |
| Spearman Rank Test | 0.34 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Ava Risk Group lagged returns against current returns
Autocorrelation, which is Ava Risk 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 Ava Risk's stock expected returns. We can calculate the autocorrelation of Ava Risk returns to help us make a trade decision. For example, suppose you find that Ava Risk 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 |
Ava Risk 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 Ava Risk stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ava Risk stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ava Risk stock over time.
Current vs Lagged Prices |
| Timeline |
Ava Risk Lagged Returns
When evaluating Ava Risk's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ava Risk stock have on its future price. Ava Risk 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, Ava Risk autocorrelation shows the relationship between Ava Risk stock current value and its past values and can show if there is a momentum factor associated with investing in Ava Risk Group.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Ava Stock Analysis
When running Ava Risk's price analysis, check to measure Ava Risk'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 Ava Risk is operating at the current time. Most of Ava Risk's value examination focuses on studying past and present price action to predict the probability of Ava Risk's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Ava Risk's price. Additionally, you may evaluate how the addition of Ava Risk to your portfolios can decrease your overall portfolio volatility.