Aeon Ventures Stock Market Value
| IDEA Stock | USD 0.01 0 31.03% |
| Symbol | Aeon |
Aeon Ventures '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 Aeon Ventures' 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 Aeon Ventures.
| 12/24/2022 |
| 12/13/2024 |
If you would invest 0.00 in Aeon Ventures on December 24, 2022 and sell it all today you would earn a total of 0.00 from holding Aeon Ventures or generate 0.0% return on investment in Aeon Ventures over 720 days. Aeon Ventures is related to or competes with Freedom Bank, HUMANA, Barloworld, Morningstar Unconstrained, Thrivent High, Via Renewables, and Bondbloxx ETF. Invent Ventures, Inc., formerly known as Los Angeles Syndicate of Technology, Inc., is venture capital firm specializing... More
Aeon Ventures 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 Aeon Ventures' 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 Aeon Ventures upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 23.29 | |||
| Information Ratio | 0.0718 | |||
| Maximum Drawdown | 163.68 | |||
| Value At Risk | (16.67) | |||
| Potential Upside | 23.46 |
Aeon Ventures Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Aeon Ventures' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Aeon Ventures' standard deviation. In reality, there are many statistical measures that can use Aeon Ventures historical prices to predict the future Aeon Ventures' volatility.| Risk Adjusted Performance | 0.066 | |||
| Jensen Alpha | 1.75 | |||
| Total Risk Alpha | (1.22) | |||
| Sortino Ratio | 0.0597 | |||
| Treynor Ratio | (0.59) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Aeon Ventures' 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.
Aeon Ventures Backtested Returns
Aeon Ventures is out of control given 3 months investment horizon. Aeon Ventures secures Sharpe Ratio (or Efficiency) of 0.0782, which signifies that the company had a 0.0782% return per unit of risk over the last 3 months. We were able to analyze and collect data for twenty-seven different technical indicators, which can help you to evaluate if expected returns of 1.53% are justified by taking the suggested risk. Use Aeon Ventures Mean Deviation of 6.51, downside deviation of 23.29, and Risk Adjusted Performance of 0.066 to evaluate company specific risk that cannot be diversified away. Aeon Ventures holds a performance score of 6 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of -2.52, which signifies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Aeon Ventures are expected to decrease by larger amounts. On the other hand, during market turmoil, Aeon Ventures is expected to outperform it. Use Aeon Ventures total risk alpha, value at risk, expected short fall, as well as the relationship between the treynor ratio and downside variance , to analyze future returns on Aeon Ventures.
Auto-correlation | 0.20 |
Weak predictability
Aeon Ventures has weak predictability. Overlapping area represents the amount of predictability between Aeon Ventures time series from 24th of December 2022 to 19th of December 2023 and 19th of December 2023 to 13th 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 Aeon Ventures price movement. The serial correlation of 0.2 indicates that over 20.0% of current Aeon Ventures price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.2 | |
| Spearman Rank Test | 0.02 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Aeon Ventures lagged returns against current returns
Autocorrelation, which is Aeon Ventures 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 Aeon Ventures' pink sheet expected returns. We can calculate the autocorrelation of Aeon Ventures returns to help us make a trade decision. For example, suppose you find that Aeon Ventures 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 |
Aeon Ventures 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 Aeon Ventures pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Aeon Ventures pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Aeon Ventures pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Aeon Ventures Lagged Returns
When evaluating Aeon Ventures' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Aeon Ventures pink sheet have on its future price. Aeon Ventures 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, Aeon Ventures autocorrelation shows the relationship between Aeon Ventures pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Aeon Ventures.
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 Aeon Pink Sheet
Aeon Ventures financial ratios help investors to determine whether Aeon 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 Aeon with respect to the benefits of owning Aeon Ventures security.