Abocom Systems' market value is the price at which a share of Abocom Systems trades on a public exchange. It measures the collective expectations of Abocom Systems investors about its performance. Abocom Systems is selling for under 11.00 as of the 6th of January 2026; that is 3.51 percent decrease since the beginning of the trading day. The stock's lowest day price was 11.0. With this module, you can estimate the performance of a buy and hold strategy of Abocom Systems and determine expected loss or profit from investing in Abocom Systems over a given investment horizon. Check out Abocom Systems Correlation, Abocom Systems Volatility and Abocom Systems Alpha and Beta module to complement your research on Abocom Systems.
Please note, there is a significant difference between Abocom Systems' value and its price as these two are different measures arrived at by different means. Investors typically determine if Abocom Systems is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Abocom Systems' 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.
Abocom Systems '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 Abocom Systems' 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 Abocom Systems.
0.00
12/07/2025
No Change 0.00
0.0
In 30 days
01/06/2026
0.00
If you would invest 0.00 in Abocom Systems on December 7, 2025 and sell it all today you would earn a total of 0.00 from holding Abocom Systems or generate 0.0% return on investment in Abocom Systems over 30 days. Abocom Systems is related to or competes with Jorjin Technologies, Taiwan Oasis, Success Prime, Mars Semiconductor, Array, Opnet Technologies, and HY Electronic. AboCom Systems, Inc., a tele-communication company, designs, develops, and manufactures various RFmicrowave and networki... More
Abocom Systems 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 Abocom Systems' 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 Abocom Systems upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Abocom Systems' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Abocom Systems' standard deviation. In reality, there are many statistical measures that can use Abocom Systems historical prices to predict the future Abocom Systems' volatility.
Abocom Systems secures Sharpe Ratio (or Efficiency) of -0.0555, which signifies that the company had a -0.0555 % return per unit of risk over the last 3 months. Abocom Systems exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Abocom Systems' Standard Deviation of 2.18, risk adjusted performance of (0.03), and Mean Deviation of 1.55 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.16, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Abocom Systems are expected to decrease at a much lower rate. During the bear market, Abocom Systems is likely to outperform the market. At this point, Abocom Systems has a negative expected return of -0.12%. Please make sure to confirm Abocom Systems' standard deviation, total risk alpha, maximum drawdown, as well as the relationship between the jensen alpha and treynor ratio , to decide if Abocom Systems performance from the past will be repeated at some point in the near future.
Auto-correlation
-0.6
Good reverse predictability
Abocom Systems has good reverse predictability. Overlapping area represents the amount of predictability between Abocom Systems time series from 7th of December 2025 to 22nd of December 2025 and 22nd of December 2025 to 6th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Abocom Systems price movement. The serial correlation of -0.6 indicates that roughly 60.0% of current Abocom Systems price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.6
Spearman Rank Test
-0.37
Residual Average
0.0
Price Variance
0.06
Abocom Systems lagged returns against current returns
Autocorrelation, which is Abocom Systems 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 Abocom Systems' stock expected returns. We can calculate the autocorrelation of Abocom Systems returns to help us make a trade decision. For example, suppose you find that Abocom Systems 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
Abocom Systems 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 Abocom Systems stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Abocom Systems stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Abocom Systems stock over time.
Current vs Lagged Prices
Timeline
Abocom Systems Lagged Returns
When evaluating Abocom Systems' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Abocom Systems stock have on its future price. Abocom Systems 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, Abocom Systems autocorrelation shows the relationship between Abocom Systems stock current value and its past values and can show if there is a momentum factor associated with investing in Abocom Systems.
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.
When running Abocom Systems' price analysis, check to measure Abocom Systems' 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 Abocom Systems is operating at the current time. Most of Abocom Systems' value examination focuses on studying past and present price action to predict the probability of Abocom Systems' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Abocom Systems' price. Additionally, you may evaluate how the addition of Abocom Systems to your portfolios can decrease your overall portfolio volatility.