Aberdeen International Stock Market Value
| AABVF Stock | USD 0.04 0.00 0.00% |
| Symbol | Aberdeen |
Aberdeen International '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 Aberdeen International's pink sheet 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 Aberdeen International.
| 10/31/2024 |
| 11/30/2024 |
If you would invest 0.00 in Aberdeen International on October 31, 2024 and sell it all today you would earn a total of 0.00 from holding Aberdeen International or generate 0.0% return on investment in Aberdeen International over 30 days. Aberdeen International is related to or competes with HUMANA, SCOR PK, Thrivent High, Morningstar Unconstrained, SPACE, Via Renewables, and T Rowe. Aberdeen International Inc., a resource investment and merchant banking company, focuses on small capitalization compani... More
Aberdeen International 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 Aberdeen International's pink sheet 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 Aberdeen International upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0424 | |||
| Maximum Drawdown | 75.0 | |||
| Value At Risk | (25.00) | |||
| Potential Upside | 33.33 |
Aberdeen International Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Aberdeen International's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Aberdeen International's standard deviation. In reality, there are many statistical measures that can use Aberdeen International historical prices to predict the future Aberdeen International's volatility.| Risk Adjusted Performance | 0.0508 | |||
| Jensen Alpha | 0.6458 | |||
| Total Risk Alpha | (1.32) | |||
| Treynor Ratio | (3.24) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Aberdeen International's 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.
Aberdeen International Backtested Returns
Aberdeen International is out of control given 3 months investment horizon. Aberdeen International secures Sharpe Ratio (or Efficiency) of 0.0924, which signifies that the company had a 0.0924% return per unit of standard deviation over the last 3 months. We were able to interpolate and analyze data for nineteen different technical indicators, which can help you to evaluate if expected returns of 1.06% are justified by taking the suggested risk. Use Aberdeen International risk adjusted performance of 0.0508, and Mean Deviation of 4.47 to evaluate company specific risk that cannot be diversified away. Aberdeen International holds a performance score of 7 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of -0.19, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Aberdeen International are expected to decrease at a much lower rate. During the bear market, Aberdeen International is likely to outperform the market. Use Aberdeen International variance, as well as the relationship between the value at risk and rate of daily change , to analyze future returns on Aberdeen International.
Auto-correlation | -1 |
Near perfect reversele predictability
Aberdeen International has near perfect reversele predictability. Overlapping area represents the amount of predictability between Aberdeen International time series from 31st of October 2024 to 15th of November 2024 and 15th of November 2024 to 30th 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 Aberdeen International price movement. The serial correlation of -1.0 indicates that 100.0% of current Aberdeen International price fluctuation can be explain by its past prices.
| Correlation Coefficient | -1.0 | |
| Spearman Rank Test | -0.45 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Aberdeen International lagged returns against current returns
Autocorrelation, which is Aberdeen International pink sheet'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 Aberdeen International's pink sheet expected returns. We can calculate the autocorrelation of Aberdeen International returns to help us make a trade decision. For example, suppose you find that Aberdeen International has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Aberdeen International 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 Aberdeen International pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Aberdeen International pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Aberdeen International pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Aberdeen International Lagged Returns
When evaluating Aberdeen International's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Aberdeen International pink sheet have on its future price. Aberdeen International 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, Aberdeen International autocorrelation shows the relationship between Aberdeen International pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Aberdeen International.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Aberdeen Pink Sheet
Aberdeen International financial ratios help investors to determine whether Aberdeen Pink Sheet 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 Aberdeen with respect to the benefits of owning Aberdeen International security.