AcadeMedia (UK) Market Value
| 0RHN Stock | 61.00 1.10 1.77% |
| Symbol | AcadeMedia |
AcadeMedia '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 AcadeMedia'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 AcadeMedia.
| 10/27/2024 |
| 11/26/2024 |
If you would invest 0.00 in AcadeMedia on October 27, 2024 and sell it all today you would earn a total of 0.00 from holding AcadeMedia AB or generate 0.0% return on investment in AcadeMedia over 30 days. AcadeMedia is related to or competes with Blackrock World, Endeavour Mining, JLEN Environmental, Tata Steel, Cornish Metals, AMG Advanced, and Lundin Mining. AcadeMedia is entity of United Kingdom. It is traded as Stock on LSE exchange. More
AcadeMedia 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 AcadeMedia'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 AcadeMedia AB upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.34 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 11.09 | |||
| Value At Risk | (2.14) | |||
| Potential Upside | 2.81 |
AcadeMedia Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for AcadeMedia's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as AcadeMedia's standard deviation. In reality, there are many statistical measures that can use AcadeMedia historical prices to predict the future AcadeMedia's volatility.| Risk Adjusted Performance | 0.0579 | |||
| Jensen Alpha | 0.0985 | |||
| Total Risk Alpha | (0.15) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | (14.37) |
AcadeMedia AB Backtested Returns
AcadeMedia AB secures Sharpe Ratio (or Efficiency) of -0.0332, which signifies that the company had a -0.0332% return per unit of standard deviation over the last 3 months. AcadeMedia AB exposes thirty different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm AcadeMedia's mean deviation of 1.08, and Risk Adjusted Performance of 0.0579 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.0068, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning AcadeMedia are expected to decrease at a much lower rate. During the bear market, AcadeMedia is likely to outperform the market. At this point, AcadeMedia AB has a negative expected return of -0.045%. Please make sure to confirm AcadeMedia's market risk adjusted performance, semi deviation, coefficient of variation, as well as the relationship between the mean deviation and downside deviation , to decide if AcadeMedia AB performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.54 |
Good reverse predictability
AcadeMedia AB has good reverse predictability. Overlapping area represents the amount of predictability between AcadeMedia time series from 27th of October 2024 to 11th of November 2024 and 11th of November 2024 to 26th of November 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 AcadeMedia AB price movement. The serial correlation of -0.54 indicates that about 54.0% of current AcadeMedia price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.54 | |
| Spearman Rank Test | -0.22 | |
| Residual Average | 0.0 | |
| Price Variance | 1.77 |
AcadeMedia AB lagged returns against current returns
Autocorrelation, which is AcadeMedia 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 AcadeMedia's stock expected returns. We can calculate the autocorrelation of AcadeMedia returns to help us make a trade decision. For example, suppose you find that AcadeMedia 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 |
AcadeMedia 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 AcadeMedia stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if AcadeMedia stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in AcadeMedia stock over time.
Current vs Lagged Prices |
| Timeline |
AcadeMedia Lagged Returns
When evaluating AcadeMedia's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of AcadeMedia stock have on its future price. AcadeMedia 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, AcadeMedia autocorrelation shows the relationship between AcadeMedia stock current value and its past values and can show if there is a momentum factor associated with investing in AcadeMedia AB.
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 AcadeMedia Stock Analysis
When running AcadeMedia's price analysis, check to measure AcadeMedia'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 AcadeMedia is operating at the current time. Most of AcadeMedia's value examination focuses on studying past and present price action to predict the probability of AcadeMedia's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move AcadeMedia's price. Additionally, you may evaluate how the addition of AcadeMedia to your portfolios can decrease your overall portfolio volatility.