Aedifica Sa Stock Market Value
| AEDFF Stock | USD 57.83 0.00 0.00% |
| Symbol | Aedifica |
Aedifica '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 Aedifica'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 Aedifica.
| 01/08/2025 |
| 02/07/2025 |
If you would invest 0.00 in Aedifica on January 8, 2025 and sell it all today you would earn a total of 0.00 from holding Aedifica SA or generate 0.0% return on investment in Aedifica over 30 days. Aedifica is related to or competes with Summit Midstream, United Utilities, Suburban Propane, Kenon Holdings, CenterPoint Energy, Cementos Pacasmayo, and EMCOR. Aedifica is a Belgian listed company that offers sustainable real estate solutions to professional operators that provid... More
Aedifica 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 Aedifica'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 Aedifica SA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.17) | |||
| Maximum Drawdown | 19.4 |
Aedifica Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Aedifica's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Aedifica's standard deviation. In reality, there are many statistical measures that can use Aedifica historical prices to predict the future Aedifica's volatility.| Risk Adjusted Performance | (0.10) | |||
| Jensen Alpha | (0.18) | |||
| Total Risk Alpha | (0.60) | |||
| Treynor Ratio | 0.1902 |
Aedifica SA Backtested Returns
Aedifica SA secures Sharpe Ratio (or Efficiency) of -0.13, which signifies that the company had a -0.13 % return per unit of standard deviation over the last 3 months. Aedifica SA exposes sixteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Aedifica's mean deviation of 0.6359, and Risk Adjusted Performance of (0.10) to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -1.75, which signifies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Aedifica are expected to decrease by larger amounts. On the other hand, during market turmoil, Aedifica is expected to outperform it. At this point, Aedifica SA has a negative expected return of -0.32%. Please make sure to confirm Aedifica's treynor ratio, and the relationship between the standard deviation and kurtosis , to decide if Aedifica SA performance from the past will be repeated at some point in the near future.
Auto-correlation | 1.00 |
Perfect predictability
Aedifica SA has perfect predictability. Overlapping area represents the amount of predictability between Aedifica time series from 8th of January 2025 to 23rd of January 2025 and 23rd of January 2025 to 7th of February 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 Aedifica SA price movement. The serial correlation of 1.0 indicates that 100.0% of current Aedifica price fluctuation can be explain by its past prices.
| Correlation Coefficient | 1.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Aedifica SA lagged returns against current returns
Autocorrelation, which is Aedifica 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 Aedifica's pink sheet expected returns. We can calculate the autocorrelation of Aedifica returns to help us make a trade decision. For example, suppose you find that Aedifica 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 |
Aedifica 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 Aedifica pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Aedifica pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Aedifica pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Aedifica Lagged Returns
When evaluating Aedifica's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Aedifica pink sheet have on its future price. Aedifica 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, Aedifica autocorrelation shows the relationship between Aedifica pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Aedifica SA.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Aedifica Pink Sheet
Aedifica financial ratios help investors to determine whether Aedifica 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 Aedifica with respect to the benefits of owning Aedifica security.