Acadia Healthcare (Germany) Market Value
| 7RA Stock | EUR 44.40 0.80 1.83% |
| Symbol | Acadia |
Acadia Healthcare '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 Acadia Healthcare'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 Acadia Healthcare.
| 12/11/2024 |
| 01/10/2025 |
If you would invest 0.00 in Acadia Healthcare on December 11, 2024 and sell it all today you would earn a total of 0.00 from holding Acadia Healthcare or generate 0.0% return on investment in Acadia Healthcare over 30 days. Acadia Healthcare is related to or competes with Monument Mining, Dentsply Sirona, Nippon Steel, MCEWEN MINING, and United States. Acadia Healthcare Company, Inc. develops and operates inpatient psychiatric facilities, residential treatment centers, g... More
Acadia Healthcare 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 Acadia Healthcare'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 Acadia Healthcare upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.09) | |||
| Maximum Drawdown | 18.76 | |||
| Value At Risk | (4.41) | |||
| Potential Upside | 4.84 |
Acadia Healthcare Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Acadia Healthcare's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Acadia Healthcare's standard deviation. In reality, there are many statistical measures that can use Acadia Healthcare historical prices to predict the future Acadia Healthcare's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.29) | |||
| Total Risk Alpha | (0.39) | |||
| Treynor Ratio | 0.269 |
Acadia Healthcare Backtested Returns
Acadia Healthcare secures Sharpe Ratio (or Efficiency) of -0.0325, which signifies that the company had a -0.0325% return per unit of standard deviation over the last 3 months. Acadia Healthcare exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Acadia Healthcare's mean deviation of 2.41, and Risk Adjusted Performance of (0.06) to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -1.15, which signifies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Acadia Healthcare are expected to decrease by larger amounts. On the other hand, during market turmoil, Acadia Healthcare is expected to outperform it. At this point, Acadia Healthcare has a negative expected return of -0.12%. Please make sure to confirm Acadia Healthcare's standard deviation, total risk alpha, and the relationship between the coefficient of variation and jensen alpha , to decide if Acadia Healthcare performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.33 |
Below average predictability
Acadia Healthcare has below average predictability. Overlapping area represents the amount of predictability between Acadia Healthcare time series from 11th of December 2024 to 26th of December 2024 and 26th of December 2024 to 10th of January 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Acadia Healthcare price movement. The serial correlation of 0.33 indicates that nearly 33.0% of current Acadia Healthcare price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.33 | |
| Spearman Rank Test | 0.33 | |
| Residual Average | 0.0 | |
| Price Variance | 10.8 |
Acadia Healthcare lagged returns against current returns
Autocorrelation, which is Acadia Healthcare 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 Acadia Healthcare's stock expected returns. We can calculate the autocorrelation of Acadia Healthcare returns to help us make a trade decision. For example, suppose you find that Acadia Healthcare 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 |
Acadia Healthcare 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 Acadia Healthcare stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Acadia Healthcare stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Acadia Healthcare stock over time.
Current vs Lagged Prices |
| Timeline |
Acadia Healthcare Lagged Returns
When evaluating Acadia Healthcare's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Acadia Healthcare stock have on its future price. Acadia Healthcare 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, Acadia Healthcare autocorrelation shows the relationship between Acadia Healthcare stock current value and its past values and can show if there is a momentum factor associated with investing in Acadia Healthcare.
Regressed Prices |
| Timeline |
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Additional Information and Resources on Investing in Acadia Stock
When determining whether Acadia Healthcare offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Acadia Healthcare's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Acadia Healthcare Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Acadia Healthcare Stock:Check out Acadia Healthcare Correlation, Acadia Healthcare Volatility and Acadia Healthcare Alpha and Beta module to complement your research on Acadia Healthcare. For more detail on how to invest in Acadia Stock please use our How to Invest in Acadia Healthcare guide.You can also try the Watchlist Optimization module to optimize watchlists to build efficient portfolios or rebalance existing positions based on the mean-variance optimization algorithm.
Acadia Healthcare 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.