ADVANCED CELL (Germany) Market Value
| T2N Stock | 0.21 0.01 4.55% |
| Symbol | ADVANCED |
Please note, there is a significant difference between ADVANCED CELL's value and its price as these two are different measures arrived at by different means. Investors typically determine if ADVANCED CELL is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, ADVANCED CELL's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
ADVANCED CELL '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 ADVANCED CELL'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 ADVANCED CELL.
| 01/05/2023 |
| 12/25/2024 |
If you would invest 0.00 in ADVANCED CELL on January 5, 2023 and sell it all today you would earn a total of 0.00 from holding ADVANCED CELL TECH or generate 0.0% return on investment in ADVANCED CELL over 720 days. ADVANCED CELL is related to or competes with Apple, Apple, Apple, Apple, Apple, Apple, and Microsoft. More
ADVANCED CELL 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 ADVANCED CELL'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 ADVANCED CELL TECH upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.18) | |||
| Maximum Drawdown | 24.58 | |||
| Value At Risk | (8.00) | |||
| Potential Upside | 4.76 |
ADVANCED CELL Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for ADVANCED CELL's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ADVANCED CELL's standard deviation. In reality, there are many statistical measures that can use ADVANCED CELL historical prices to predict the future ADVANCED CELL's volatility.| Risk Adjusted Performance | (0.13) | |||
| Jensen Alpha | (0.80) | |||
| Total Risk Alpha | (0.96) | |||
| Treynor Ratio | (0.67) |
ADVANCED CELL TECH Backtested Returns
ADVANCED CELL TECH secures Sharpe Ratio (or Efficiency) of -0.16, which signifies that the company had a -0.16% return per unit of volatility over the last 3 months. ADVANCED CELL TECH exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm ADVANCED CELL's mean deviation of 3.06, and Risk Adjusted Performance of (0.13) to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 1.13, which signifies a somewhat significant risk relative to the market. ADVANCED CELL returns are very sensitive to returns on the market. As the market goes up or down, ADVANCED CELL is expected to follow. At this point, ADVANCED CELL TECH has a negative expected return of -0.74%. Please make sure to confirm ADVANCED CELL's coefficient of variation, variance, and the relationship between the mean deviation and standard deviation , to decide if ADVANCED CELL TECH performance from the past will be repeated in the future.
Auto-correlation | 0.47 |
Average predictability
ADVANCED CELL TECH has average predictability. Overlapping area represents the amount of predictability between ADVANCED CELL time series from 5th of January 2023 to 31st of December 2023 and 31st of December 2023 to 25th 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 ADVANCED CELL TECH price movement. The serial correlation of 0.47 indicates that about 47.0% of current ADVANCED CELL price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.47 | |
| Spearman Rank Test | 0.45 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
ADVANCED CELL TECH lagged returns against current returns
Autocorrelation, which is ADVANCED CELL 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 ADVANCED CELL's stock expected returns. We can calculate the autocorrelation of ADVANCED CELL returns to help us make a trade decision. For example, suppose you find that ADVANCED CELL 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 |
ADVANCED CELL 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 ADVANCED CELL stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if ADVANCED CELL stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in ADVANCED CELL stock over time.
Current vs Lagged Prices |
| Timeline |
ADVANCED CELL Lagged Returns
When evaluating ADVANCED CELL's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of ADVANCED CELL stock have on its future price. ADVANCED CELL 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, ADVANCED CELL autocorrelation shows the relationship between ADVANCED CELL stock current value and its past values and can show if there is a momentum factor associated with investing in ADVANCED CELL TECH.
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 ADVANCED Stock
ADVANCED CELL financial ratios help investors to determine whether ADVANCED Stock 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 ADVANCED with respect to the benefits of owning ADVANCED CELL security.