Ab Dynamics Plc Stock Market Value
| ABDDF Stock | USD 16.80 0.00 0.00% |
| Symbol | ABDDF |
AB Dynamics '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 AB Dynamics' 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 AB Dynamics.
| 01/05/2025 |
| 12/31/2025 |
If you would invest 0.00 in AB Dynamics on January 5, 2025 and sell it all today you would earn a total of 0.00 from holding AB Dynamics plc or generate 0.0% return on investment in AB Dynamics over 360 days. AB Dynamics is related to or competes with Valeo SA, Johnson Electric, Valeo SE, Toyoda Gosei, Linamar, Stanley Electric, and Mitsubishi Motors. AB Dynamics plc, through its subsidiaries, designs, develops, manufactures, and supplies testing and verification produc... More
AB Dynamics 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 AB Dynamics' 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 AB Dynamics plc upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.17) | |||
| Maximum Drawdown | 40.48 |
AB Dynamics Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for AB Dynamics' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as AB Dynamics' standard deviation. In reality, there are many statistical measures that can use AB Dynamics historical prices to predict the future AB Dynamics' volatility.| Risk Adjusted Performance | (0.10) | |||
| Jensen Alpha | (0.92) | |||
| Total Risk Alpha | (1.39) | |||
| Treynor Ratio | (0.77) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of AB Dynamics' 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.
AB Dynamics plc Backtested Returns
AB Dynamics plc retains Efficiency (Sharpe Ratio) of -0.16, which signifies that the company had a -0.16 % return per unit of price deviation over the last 3 months. AB Dynamics exposes sixteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm AB Dynamics' Information Ratio of (0.17), market risk adjusted performance of (0.76), and Variance of 27.73 to double-check the risk estimate we provide. The firm owns a Beta (Systematic Risk) of 1.09, which signifies a somewhat significant risk relative to the market. AB Dynamics returns are very sensitive to returns on the market. As the market goes up or down, AB Dynamics is expected to follow. At this point, AB Dynamics plc has a negative expected return of -0.86%. Please make sure to confirm AB Dynamics' information ratio, kurtosis, and the relationship between the standard deviation and maximum drawdown , to decide if AB Dynamics plc performance from the past will be repeated sooner or later.
Auto-correlation | -0.61 |
Very good reverse predictability
AB Dynamics plc has very good reverse predictability. Overlapping area represents the amount of predictability between AB Dynamics time series from 5th of January 2025 to 4th of July 2025 and 4th of July 2025 to 31st of December 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 AB Dynamics plc price movement. The serial correlation of -0.61 indicates that roughly 61.0% of current AB Dynamics price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.61 | |
| Spearman Rank Test | -0.51 | |
| Residual Average | 0.0 | |
| Price Variance | 62.62 |
AB Dynamics plc lagged returns against current returns
Autocorrelation, which is AB Dynamics 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 AB Dynamics' pink sheet expected returns. We can calculate the autocorrelation of AB Dynamics returns to help us make a trade decision. For example, suppose you find that AB Dynamics 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 |
AB Dynamics 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 AB Dynamics pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if AB Dynamics pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in AB Dynamics pink sheet over time.
Current vs Lagged Prices |
| Timeline |
AB Dynamics Lagged Returns
When evaluating AB Dynamics' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of AB Dynamics pink sheet have on its future price. AB Dynamics 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, AB Dynamics autocorrelation shows the relationship between AB Dynamics pink sheet current value and its past values and can show if there is a momentum factor associated with investing in AB Dynamics plc.
Regressed Prices |
| Timeline |
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Other Information on Investing in ABDDF Pink Sheet
AB Dynamics financial ratios help investors to determine whether ABDDF 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 ABDDF with respect to the benefits of owning AB Dynamics security.