Apollo Investment (Germany) Market Value
| 55O1 Stock | EUR 13.05 0.03 0.23% |
| Symbol | Apollo |
Apollo Investment '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 Apollo Investment'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 Apollo Investment.
| 10/24/2024 |
| 11/23/2024 |
If you would invest 0.00 in Apollo Investment on October 24, 2024 and sell it all today you would earn a total of 0.00 from holding Apollo Investment Corp or generate 0.0% return on investment in Apollo Investment over 30 days. Apollo Investment is related to or competes with Macquarie Group, MSCI, Superior Plus, NMI Holdings, Origin Agritech, SIVERS SEMICONDUCTORS, and Talanx AG. More
Apollo Investment 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 Apollo Investment'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 Apollo Investment Corp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8382 | |||
| Information Ratio | 0.0156 | |||
| Maximum Drawdown | 4.25 | |||
| Value At Risk | (1.08) | |||
| Potential Upside | 1.84 |
Apollo Investment Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Apollo Investment's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Apollo Investment's standard deviation. In reality, there are many statistical measures that can use Apollo Investment historical prices to predict the future Apollo Investment's volatility.| Risk Adjusted Performance | 0.1206 | |||
| Jensen Alpha | 0.1564 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | 0.0175 | |||
| Treynor Ratio | (0.78) |
Apollo Investment Corp Backtested Returns
At this point, Apollo Investment is very steady. Apollo Investment Corp secures Sharpe Ratio (or Efficiency) of 0.14, which signifies that the company had a 0.14% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Apollo Investment Corp, which you can use to evaluate the volatility of the firm. Please confirm Apollo Investment's Downside Deviation of 0.8382, risk adjusted performance of 0.1206, and Mean Deviation of 0.7101 to double-check if the risk estimate we provide is consistent with the expected return of 0.13%. Apollo Investment has a performance score of 11 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.17, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Apollo Investment are expected to decrease at a much lower rate. During the bear market, Apollo Investment is likely to outperform the market. Apollo Investment Corp right now shows a risk of 0.94%. Please confirm Apollo Investment Corp information ratio, total risk alpha, and the relationship between the coefficient of variation and jensen alpha , to decide if Apollo Investment Corp will be following its price patterns.
Auto-correlation | -0.25 |
Weak reverse predictability
Apollo Investment Corp has weak reverse predictability. Overlapping area represents the amount of predictability between Apollo Investment time series from 24th of October 2024 to 8th of November 2024 and 8th of November 2024 to 23rd 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 Apollo Investment Corp price movement. The serial correlation of -0.25 indicates that over 25.0% of current Apollo Investment price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.25 | |
| Spearman Rank Test | 0.1 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Apollo Investment Corp lagged returns against current returns
Autocorrelation, which is Apollo Investment 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 Apollo Investment's stock expected returns. We can calculate the autocorrelation of Apollo Investment returns to help us make a trade decision. For example, suppose you find that Apollo Investment 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 |
Apollo Investment 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 Apollo Investment stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Apollo Investment stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Apollo Investment stock over time.
Current vs Lagged Prices |
| Timeline |
Apollo Investment Lagged Returns
When evaluating Apollo Investment's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Apollo Investment stock have on its future price. Apollo Investment 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, Apollo Investment autocorrelation shows the relationship between Apollo Investment stock current value and its past values and can show if there is a momentum factor associated with investing in Apollo Investment Corp.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Apollo Stock
Apollo Investment financial ratios help investors to determine whether Apollo 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 Apollo with respect to the benefits of owning Apollo Investment security.