AIM ImmunoTech (UK) Market Value
| 0A4Y Stock | 0.20 0.01 4.76% |
| Symbol | AIM |
AIM ImmunoTech '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 AIM ImmunoTech'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 AIM ImmunoTech.
| 01/01/2025 |
| 01/31/2025 |
If you would invest 0.00 in AIM ImmunoTech on January 1, 2025 and sell it all today you would earn a total of 0.00 from holding AIM ImmunoTech or generate 0.0% return on investment in AIM ImmunoTech over 30 days. AIM ImmunoTech is related to or competes with Charter Communications, Porvair Plc, Gamma Communications, Spirent Communications, JD Sports, Flow Traders, and Pentair PLC. AIM ImmunoTech is entity of United Kingdom More
AIM ImmunoTech 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 AIM ImmunoTech'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 AIM ImmunoTech upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 32.7 | |||
| Value At Risk | (9.09) | |||
| Potential Upside | 8.7 |
AIM ImmunoTech Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for AIM ImmunoTech's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as AIM ImmunoTech's standard deviation. In reality, there are many statistical measures that can use AIM ImmunoTech historical prices to predict the future AIM ImmunoTech's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.33) | |||
| Total Risk Alpha | (0.92) | |||
| Treynor Ratio | (0.52) |
AIM ImmunoTech Backtested Returns
AIM ImmunoTech secures Sharpe Ratio (or Efficiency) of -0.0382, which signifies that the company had a -0.0382 % return per unit of return volatility over the last 3 months. AIM ImmunoTech exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm AIM ImmunoTech's Risk Adjusted Performance of (0.03), mean deviation of 3.53, and Coefficient Of Variation of (2,155) to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.55, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, AIM ImmunoTech's returns are expected to increase less than the market. However, during the bear market, the loss of holding AIM ImmunoTech is expected to be smaller as well. At this point, AIM ImmunoTech has a negative expected return of -0.23%. Please make sure to confirm AIM ImmunoTech's variance, jensen alpha, and the relationship between the standard deviation and information ratio , to decide if AIM ImmunoTech performance from the past will be repeated in the future.
Auto-correlation | 0.17 |
Very weak predictability
AIM ImmunoTech has very weak predictability. Overlapping area represents the amount of predictability between AIM ImmunoTech time series from 1st of January 2025 to 16th of January 2025 and 16th of January 2025 to 31st of January 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of AIM ImmunoTech price movement. The serial correlation of 0.17 indicates that over 17.0% of current AIM ImmunoTech price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.17 | |
| Spearman Rank Test | 0.16 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
AIM ImmunoTech lagged returns against current returns
Autocorrelation, which is AIM ImmunoTech 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 AIM ImmunoTech's stock expected returns. We can calculate the autocorrelation of AIM ImmunoTech returns to help us make a trade decision. For example, suppose you find that AIM ImmunoTech 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 |
AIM ImmunoTech 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 AIM ImmunoTech stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if AIM ImmunoTech stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in AIM ImmunoTech stock over time.
Current vs Lagged Prices |
| Timeline |
AIM ImmunoTech Lagged Returns
When evaluating AIM ImmunoTech's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of AIM ImmunoTech stock have on its future price. AIM ImmunoTech 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, AIM ImmunoTech autocorrelation shows the relationship between AIM ImmunoTech stock current value and its past values and can show if there is a momentum factor associated with investing in AIM ImmunoTech.
Regressed Prices |
| Timeline |
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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.Additional Tools for AIM Stock Analysis
When running AIM ImmunoTech's price analysis, check to measure AIM ImmunoTech'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 AIM ImmunoTech is operating at the current time. Most of AIM ImmunoTech's value examination focuses on studying past and present price action to predict the probability of AIM ImmunoTech's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move AIM ImmunoTech's price. Additionally, you may evaluate how the addition of AIM ImmunoTech to your portfolios can decrease your overall portfolio volatility.