Aebi Schmidt Holding Market Value
| AEBIDelisted Stock | 14.28 0.32 2.29% |
| Symbol | Aebi |
Aebi Schmidt '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 Aebi Schmidt'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 Aebi Schmidt.
| 12/12/2025 |
| 01/11/2026 |
If you would invest 0.00 in Aebi Schmidt on December 12, 2025 and sell it all today you would earn a total of 0.00 from holding Aebi Schmidt Holding or generate 0.0% return on investment in Aebi Schmidt over 30 days.
Aebi Schmidt 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 Aebi Schmidt'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 Aebi Schmidt Holding upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.22 | |||
| Information Ratio | 0.0681 | |||
| Maximum Drawdown | 9.69 | |||
| Value At Risk | (2.86) | |||
| Potential Upside | 4.24 |
Aebi Schmidt Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Aebi Schmidt's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Aebi Schmidt's standard deviation. In reality, there are many statistical measures that can use Aebi Schmidt historical prices to predict the future Aebi Schmidt's volatility.| Risk Adjusted Performance | 0.0851 | |||
| Jensen Alpha | 0.2725 | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | 0.0784 | |||
| Treynor Ratio | (1.55) |
Aebi Schmidt Holding Backtested Returns
Aebi Schmidt Holding secures Sharpe Ratio (or Efficiency) of 0.16, which signifies that the company had a 0.16 % return per unit of standard deviation over the last 3 months. We have found twenty-nine technical indicators for Aebi Schmidt Holding, which you can use to evaluate the volatility of the firm. Please makes use of Aebi Schmidt's mean deviation of 2.02, and Risk Adjusted Performance of 0.0851 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Aebi Schmidt holds a performance score of 12. The firm shows a Beta (market volatility) of -0.17, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Aebi Schmidt are expected to decrease at a much lower rate. During the bear market, Aebi Schmidt is likely to outperform the market. Please check Aebi Schmidt's sortino ratio, semi variance, and the relationship between the standard deviation and value at risk , to make a quick decision on whether Aebi Schmidt's price patterns will revert.
Auto-correlation | -0.67 |
Very good reverse predictability
Aebi Schmidt Holding has very good reverse predictability. Overlapping area represents the amount of predictability between Aebi Schmidt time series from 12th of December 2025 to 27th of December 2025 and 27th of December 2025 to 11th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Aebi Schmidt Holding price movement. The serial correlation of -0.67 indicates that around 67.0% of current Aebi Schmidt price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.67 | |
| Spearman Rank Test | -0.43 | |
| Residual Average | 0.0 | |
| Price Variance | 0.41 |
Aebi Schmidt Holding lagged returns against current returns
Autocorrelation, which is Aebi Schmidt 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 Aebi Schmidt's stock expected returns. We can calculate the autocorrelation of Aebi Schmidt returns to help us make a trade decision. For example, suppose you find that Aebi Schmidt 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 |
Aebi Schmidt 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 Aebi Schmidt stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Aebi Schmidt stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Aebi Schmidt stock over time.
Current vs Lagged Prices |
| Timeline |
Aebi Schmidt Lagged Returns
When evaluating Aebi Schmidt's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Aebi Schmidt stock have on its future price. Aebi Schmidt 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, Aebi Schmidt autocorrelation shows the relationship between Aebi Schmidt stock current value and its past values and can show if there is a momentum factor associated with investing in Aebi Schmidt Holding.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Check out Trending Equities to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in bureau of labor statistics. You can also try the Odds Of Bankruptcy module to get analysis of equity chance of financial distress in the next 2 years.
Other Consideration for investing in Aebi Stock
If you are still planning to invest in Aebi Schmidt Holding check if it may still be traded through OTC markets such as Pink Sheets or OTC Bulletin Board. You may also purchase it directly from the company, but this is not always possible and may require contacting the company directly. Please note that delisted stocks are often considered to be more risky investments, as they are no longer subject to the same regulatory and reporting requirements as listed stocks. Therefore, it is essential to carefully research the Aebi Schmidt's history and understand the potential risks before investing.
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