Adler Group Sa Stock Market Value
| ADPPF Stock | USD 0.35 0.00 0.00% |
| Symbol | Adler |
Adler Group '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 Adler Group'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 Adler Group.
| 10/27/2024 |
| 11/26/2024 |
If you would invest 0.00 in Adler Group on October 27, 2024 and sell it all today you would earn a total of 0.00 from holding Adler Group SA or generate 0.0% return on investment in Adler Group over 30 days. Adler Group is related to or competes with Aztec Land, Bridgemarq Real, Ambase Corp, Aroundtown, and Ascendas India. Adler Group S.A., together with its subsidiaries, operates as a residential real estate company in Germany More
Adler Group 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 Adler Group'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 Adler Group SA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0878 | |||
| Maximum Drawdown | 29.63 |
Adler Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Adler Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Adler Group's standard deviation. In reality, there are many statistical measures that can use Adler Group historical prices to predict the future Adler Group's volatility.| Risk Adjusted Performance | 0.102 | |||
| Jensen Alpha | 0.3562 | |||
| Total Risk Alpha | (0.13) | |||
| Treynor Ratio | 0.6293 |
Adler Group SA Backtested Returns
Adler Group appears to be out of control, given 3 months investment horizon. Adler Group SA secures Sharpe Ratio (or Efficiency) of 0.13, which signifies that the company had a 0.13% return per unit of risk over the last 3 months. We have found sixteen technical indicators for Adler Group SA, which you can use to evaluate the volatility of the firm. Please makes use of Adler Group's Mean Deviation of 0.8843, risk adjusted performance of 0.102, and Standard Deviation of 3.65 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Adler Group holds a performance score of 9. The firm shows a Beta (market volatility) of 0.7, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Adler Group's returns are expected to increase less than the market. However, during the bear market, the loss of holding Adler Group is expected to be smaller as well. Please check Adler Group's standard deviation, maximum drawdown, as well as the relationship between the Maximum Drawdown and day median price , to make a quick decision on whether Adler Group's price patterns will revert.
Auto-correlation | 0.00 |
No correlation between past and present
Adler Group SA has no correlation between past and present. Overlapping area represents the amount of predictability between Adler Group time series from 27th of October 2024 to 11th of November 2024 and 11th of November 2024 to 26th 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 Adler Group SA price movement. The serial correlation of 0.0 indicates that just 0.0% of current Adler Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Adler Group SA lagged returns against current returns
Autocorrelation, which is Adler Group 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 Adler Group's pink sheet expected returns. We can calculate the autocorrelation of Adler Group returns to help us make a trade decision. For example, suppose you find that Adler Group 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 |
Adler Group 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 Adler Group pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Adler Group pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Adler Group pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Adler Group Lagged Returns
When evaluating Adler Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Adler Group pink sheet have on its future price. Adler Group 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, Adler Group autocorrelation shows the relationship between Adler Group pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Adler Group SA.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Adler Pink Sheet
Adler Group financial ratios help investors to determine whether Adler 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 Adler with respect to the benefits of owning Adler Group security.