Antero Resources (Germany) Market Value
| 7A6 Stock | 31.59 0.09 0.28% |
| Symbol | Antero |
Antero Resources '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 Antero Resources' 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 Antero Resources.
| 09/25/2024 |
| 11/24/2024 |
If you would invest 0.00 in Antero Resources on September 25, 2024 and sell it all today you would earn a total of 0.00 from holding Antero Resources Corp or generate 0.0% return on investment in Antero Resources over 60 days.
Antero Resources 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 Antero Resources' 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 Antero Resources Corp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.31 | |||
| Information Ratio | 0.1033 | |||
| Maximum Drawdown | 13.23 | |||
| Value At Risk | (3.69) | |||
| Potential Upside | 5.11 |
Antero Resources Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Antero Resources' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Antero Resources' standard deviation. In reality, there are many statistical measures that can use Antero Resources historical prices to predict the future Antero Resources' volatility.| Risk Adjusted Performance | 0.1214 | |||
| Jensen Alpha | 0.2514 | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | 0.1287 | |||
| Treynor Ratio | 0.3025 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Antero Resources' price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Antero Resources Corp Backtested Returns
Antero Resources appears to be not too volatile, given 3 months investment horizon. Antero Resources Corp secures Sharpe Ratio (or Efficiency) of 0.15, which signifies that the company had a 0.15% return per unit of risk over the last 3 months. We have found thirty technical indicators for Antero Resources Corp, which you can use to evaluate the volatility of the firm. Please makes use of Antero Resources' Downside Deviation of 2.31, mean deviation of 2.01, and Risk Adjusted Performance of 0.1214 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Antero Resources holds a performance score of 11. The firm shows a Beta (market volatility) of 1.38, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Antero Resources will likely underperform. Please check Antero Resources' jensen alpha, maximum drawdown, semi variance, as well as the relationship between the sortino ratio and potential upside , to make a quick decision on whether Antero Resources' price patterns will revert.
Auto-correlation | -0.46 |
Modest reverse predictability
Antero Resources Corp has modest reverse predictability. Overlapping area represents the amount of predictability between Antero Resources time series from 25th of September 2024 to 25th of October 2024 and 25th of October 2024 to 24th 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 Antero Resources Corp price movement. The serial correlation of -0.46 indicates that about 46.0% of current Antero Resources price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.46 | |
| Spearman Rank Test | -0.46 | |
| Residual Average | 0.0 | |
| Price Variance | 7.61 |
Antero Resources Corp lagged returns against current returns
Autocorrelation, which is Antero Resources 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 Antero Resources' stock expected returns. We can calculate the autocorrelation of Antero Resources returns to help us make a trade decision. For example, suppose you find that Antero Resources 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 |
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Antero Resources 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 Antero Resources stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Antero Resources stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Antero Resources stock over time.
Current vs Lagged Prices |
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Antero Resources Lagged Returns
When evaluating Antero Resources' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Antero Resources stock have on its future price. Antero Resources 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, Antero Resources autocorrelation shows the relationship between Antero Resources stock current value and its past values and can show if there is a momentum factor associated with investing in Antero Resources Corp.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Antero Stock Analysis
When running Antero Resources' price analysis, check to measure Antero Resources' 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 Antero Resources is operating at the current time. Most of Antero Resources' value examination focuses on studying past and present price action to predict the probability of Antero Resources' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Antero Resources' price. Additionally, you may evaluate how the addition of Antero Resources to your portfolios can decrease your overall portfolio volatility.