Acarix Ab Stock Market Value
| ACIXF Stock | 0.04 0.01 38.34% |
| Symbol | Acarix |
Acarix AB '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 Acarix AB's otc 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 Acarix AB.
| 06/28/2025 |
| 12/25/2025 |
If you would invest 0.00 in Acarix AB on June 28, 2025 and sell it all today you would earn a total of 0.00 from holding Acarix AB or generate 0.0% return on investment in Acarix AB over 180 days.
Acarix AB 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 Acarix AB's otc 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 Acarix AB upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 17.52 | |||
| Information Ratio | 0.0331 | |||
| Maximum Drawdown | 59.34 | |||
| Value At Risk | (15.48) | |||
| Potential Upside | 30.43 |
Acarix AB Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Acarix AB's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Acarix AB's standard deviation. In reality, there are many statistical measures that can use Acarix AB historical prices to predict the future Acarix AB's volatility.| Risk Adjusted Performance | 0.0367 | |||
| Jensen Alpha | 0.606 | |||
| Total Risk Alpha | (0.53) | |||
| Sortino Ratio | 0.0224 | |||
| Treynor Ratio | (0.17) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Acarix AB'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.
Acarix AB Backtested Returns
Acarix AB secures Sharpe Ratio (or Efficiency) of 0.0464, which signifies that the company had a 0.0464 % return per unit of standard deviation over the last 3 months. By analyzing Acarix AB's technical indicators, you can evaluate if the expected return of 0.51% is justified by implied risk. Please makes use of Acarix AB's mean deviation of 6.1, and Risk Adjusted Performance of 0.0367 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Acarix AB holds a performance score of 3. The firm shows a Beta (market volatility) of -2.67, which signifies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Acarix AB are expected to decrease by larger amounts. On the other hand, during market turmoil, Acarix AB is expected to outperform it. Please check Acarix AB's value at risk, rate of daily change, and the relationship between the total risk alpha and expected short fall , to make a quick decision on whether Acarix AB's price patterns will revert.
Auto-correlation | 0.37 |
Below average predictability
Acarix AB has below average predictability. Overlapping area represents the amount of predictability between Acarix AB time series from 28th of June 2025 to 26th of September 2025 and 26th of September 2025 to 25th 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 Acarix AB price movement. The serial correlation of 0.37 indicates that just about 37.0% of current Acarix AB price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.37 | |
| Spearman Rank Test | 0.07 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Acarix AB lagged returns against current returns
Autocorrelation, which is Acarix AB otc 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 Acarix AB's otc stock expected returns. We can calculate the autocorrelation of Acarix AB returns to help us make a trade decision. For example, suppose you find that Acarix AB has exhibited high autocorrelation historically, and you observe that the otc 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 |
Acarix AB 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 Acarix AB otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Acarix AB otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Acarix AB otc stock over time.
Current vs Lagged Prices |
| Timeline |
Acarix AB Lagged Returns
When evaluating Acarix AB's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Acarix AB otc stock have on its future price. Acarix AB 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, Acarix AB autocorrelation shows the relationship between Acarix AB otc stock current value and its past values and can show if there is a momentum factor associated with investing in Acarix AB.
Regressed Prices |
| Timeline |