ADT (Germany) Market Value
| 541 Stock | EUR 6.50 0.05 0.76% |
| Symbol | ADT |
ADT '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 ADT'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 ADT.
| 11/28/2024 |
| 12/28/2024 |
If you would invest 0.00 in ADT on November 28, 2024 and sell it all today you would earn a total of 0.00 from holding ADT Inc or generate 0.0% return on investment in ADT over 30 days. ADT is related to or competes with ABB PAR, ASSA ABLOY, SECOM CO, Halma Plc, Allegion Plc, MSA Safety, and Securitas. ADT Inc. provides security, automation, and smart home solutions to consumer and business customers in the United States More
ADT 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 ADT'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 ADT Inc upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.92 | |||
| Information Ratio | 0.0042 | |||
| Maximum Drawdown | 22.5 | |||
| Value At Risk | (2.24) | |||
| Potential Upside | 2.38 |
ADT Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for ADT's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ADT's standard deviation. In reality, there are many statistical measures that can use ADT historical prices to predict the future ADT's volatility.| Risk Adjusted Performance | 0.0201 | |||
| Jensen Alpha | 0.0295 | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | 0.0056 | |||
| Treynor Ratio | 0.2089 |
ADT Inc Backtested Returns
At this point, ADT is slightly risky. ADT Inc secures Sharpe Ratio (or Efficiency) of 0.0217, which signifies that the company had a 0.0217% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for ADT Inc, which you can use to evaluate the volatility of the firm. Please confirm ADT's mean deviation of 1.38, and Risk Adjusted Performance of 0.0201 to double-check if the risk estimate we provide is consistent with the expected return of 0.0577%. ADT has a performance score of 1 on a scale of 0 to 100. 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, ADT's returns are expected to increase less than the market. However, during the bear market, the loss of holding ADT is expected to be smaller as well. ADT Inc now shows a risk of 2.66%. Please confirm ADT Inc standard deviation, total risk alpha, treynor ratio, as well as the relationship between the jensen alpha and sortino ratio , to decide if ADT Inc will be following its price patterns.
Auto-correlation | 0.52 |
Modest predictability
ADT Inc has modest predictability. Overlapping area represents the amount of predictability between ADT time series from 28th of November 2024 to 13th of December 2024 and 13th of December 2024 to 28th 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 ADT Inc price movement. The serial correlation of 0.52 indicates that about 52.0% of current ADT price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.52 | |
| Spearman Rank Test | 0.1 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
ADT Inc lagged returns against current returns
Autocorrelation, which is ADT 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 ADT's stock expected returns. We can calculate the autocorrelation of ADT returns to help us make a trade decision. For example, suppose you find that ADT 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 |
ADT 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 ADT stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if ADT stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in ADT stock over time.
Current vs Lagged Prices |
| Timeline |
ADT Lagged Returns
When evaluating ADT's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of ADT stock have on its future price. ADT 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, ADT autocorrelation shows the relationship between ADT stock current value and its past values and can show if there is a momentum factor associated with investing in ADT Inc.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in ADT Stock
When determining whether ADT Inc is a good investment, qualitative aspects like company management, corporate governance, and ethical practices play a significant role. A comparison with peer companies also provides context and helps to understand if ADT Stock is undervalued or overvalued. This multi-faceted approach, blending both quantitative and qualitative analysis, forms a solid foundation for making an informed investment decision about Adt Inc Stock. Highlighted below are key reports to facilitate an investment decision about Adt Inc Stock:Check out ADT Correlation, ADT Volatility and ADT Alpha and Beta module to complement your research on ADT. You can also try the Share Portfolio module to track or share privately all of your investments from the convenience of any device.
ADT technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.