AUST AGRICULTURAL (Germany) Market Value
| AY5 Stock | 0.83 0.01 1.22% |
| Symbol | AUST |
AUST AGRICULTURAL '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 AUST AGRICULTURAL'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 AUST AGRICULTURAL.
| 12/13/2022 |
| 12/02/2024 |
If you would invest 0.00 in AUST AGRICULTURAL on December 13, 2022 and sell it all today you would earn a total of 0.00 from holding AUST AGRICULTURAL or generate 0.0% return on investment in AUST AGRICULTURAL over 720 days. AUST AGRICULTURAL is related to or competes with PARKEN Sport, AUSTEVOLL SEAFOOD, RCS MediaGroup, Performance Food, Premier Foods, Food Life, and XLMedia PLC. More
AUST AGRICULTURAL 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 AUST AGRICULTURAL'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 AUST AGRICULTURAL upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.65 | |||
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 6.11 | |||
| Value At Risk | (2.33) | |||
| Potential Upside | 2.41 |
AUST AGRICULTURAL Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for AUST AGRICULTURAL's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as AUST AGRICULTURAL's standard deviation. In reality, there are many statistical measures that can use AUST AGRICULTURAL historical prices to predict the future AUST AGRICULTURAL's volatility.| Risk Adjusted Performance | 0.0308 | |||
| Jensen Alpha | 0.0082 | |||
| Total Risk Alpha | (0.18) | |||
| Sortino Ratio | (0.06) | |||
| Treynor Ratio | 0.1667 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of AUST AGRICULTURAL's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
AUST AGRICULTURAL Backtested Returns
Currently, AUST AGRICULTURAL is very risky. AUST AGRICULTURAL secures Sharpe Ratio (or Efficiency) of 0.0216, which signifies that the company had a 0.0216% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for AUST AGRICULTURAL, which you can use to evaluate the volatility of the firm. Please confirm AUST AGRICULTURAL's risk adjusted performance of 0.0308, and Mean Deviation of 0.8913 to double-check if the risk estimate we provide is consistent with the expected return of 0.0255%. AUST AGRICULTURAL has a performance score of 1 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.21, which signifies not very significant fluctuations relative to the market. As returns on the market increase, AUST AGRICULTURAL's returns are expected to increase less than the market. However, during the bear market, the loss of holding AUST AGRICULTURAL is expected to be smaller as well. AUST AGRICULTURAL currently shows a risk of 1.18%. Please confirm AUST AGRICULTURAL semi variance, day median price, and the relationship between the value at risk and kurtosis , to decide if AUST AGRICULTURAL will be following its price patterns.
Auto-correlation | 0.26 |
Poor predictability
AUST AGRICULTURAL has poor predictability. Overlapping area represents the amount of predictability between AUST AGRICULTURAL time series from 13th of December 2022 to 8th of December 2023 and 8th 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 AUST AGRICULTURAL price movement. The serial correlation of 0.26 indicates that nearly 26.0% of current AUST AGRICULTURAL price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.26 | |
| Spearman Rank Test | 0.08 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
AUST AGRICULTURAL lagged returns against current returns
Autocorrelation, which is AUST AGRICULTURAL 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 AUST AGRICULTURAL's stock expected returns. We can calculate the autocorrelation of AUST AGRICULTURAL returns to help us make a trade decision. For example, suppose you find that AUST AGRICULTURAL 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 |
AUST AGRICULTURAL 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 AUST AGRICULTURAL stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if AUST AGRICULTURAL stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in AUST AGRICULTURAL stock over time.
Current vs Lagged Prices |
| Timeline |
AUST AGRICULTURAL Lagged Returns
When evaluating AUST AGRICULTURAL's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of AUST AGRICULTURAL stock have on its future price. AUST AGRICULTURAL 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, AUST AGRICULTURAL autocorrelation shows the relationship between AUST AGRICULTURAL stock current value and its past values and can show if there is a momentum factor associated with investing in AUST AGRICULTURAL.
Regressed Prices |
| Timeline |
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Additional Tools for AUST Stock Analysis
When running AUST AGRICULTURAL's price analysis, check to measure AUST AGRICULTURAL'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 AUST AGRICULTURAL is operating at the current time. Most of AUST AGRICULTURAL's value examination focuses on studying past and present price action to predict the probability of AUST AGRICULTURAL's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move AUST AGRICULTURAL's price. Additionally, you may evaluate how the addition of AUST AGRICULTURAL to your portfolios can decrease your overall portfolio volatility.