A2a Spa Stock Market Value
| AEMMF Stock | USD 2.60 0.00 0.00% |
| Symbol | A2A |
A2A SpA '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 A2A SpA'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 A2A SpA.
| 07/23/2024 |
| 01/14/2026 |
If you would invest 0.00 in A2A SpA on July 23, 2024 and sell it all today you would earn a total of 0.00 from holding A2A SpA or generate 0.0% return on investment in A2A SpA over 540 days. A2A SpA is related to or competes with Hera SpA, Brookfield Renewable, Capital Power, Mercury NZ, and Infratil. A2A S.p.A. engages in the production, sale, and distribution of gas and electricity, and district heating in Italy and i... More
A2A SpA 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 A2A SpA'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 A2A SpA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0915 | |||
| Maximum Drawdown | 23.81 |
A2A SpA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for A2A SpA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as A2A SpA's standard deviation. In reality, there are many statistical measures that can use A2A SpA historical prices to predict the future A2A SpA's volatility.| Risk Adjusted Performance | 0.0995 | |||
| Jensen Alpha | 0.344 | |||
| Total Risk Alpha | 0.0268 | |||
| Treynor Ratio | 4.29 |
A2A SpA Backtested Returns
A2A SpA appears to be unstable, given 3 months investment horizon. A2A SpA retains Efficiency (Sharpe Ratio) 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 A2A SpA, which you can use to evaluate the volatility of the entity. Please makes use of A2A SpA's market risk adjusted performance of 4.3, and Variance of 8.59 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, A2A SpA holds a performance score of 10. The firm owns a Beta (Systematic Risk) of 0.0817, which signifies not very significant fluctuations relative to the market. As returns on the market increase, A2A SpA's returns are expected to increase less than the market. However, during the bear market, the loss of holding A2A SpA is expected to be smaller as well. Please check A2A SpA's standard deviation, as well as the relationship between the maximum drawdown and day median price , to make a quick decision on whether A2A SpA's current price history will revert.
Auto-correlation | -0.24 |
Weak reverse predictability
A2A SpA has weak reverse predictability. Overlapping area represents the amount of predictability between A2A SpA time series from 23rd of July 2024 to 19th of April 2025 and 19th of April 2025 to 14th 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 A2A SpA price movement. The serial correlation of -0.24 indicates that over 24.0% of current A2A SpA price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.24 | |
| Spearman Rank Test | -0.5 | |
| Residual Average | 0.0 | |
| Price Variance | 0.12 |
A2A SpA lagged returns against current returns
Autocorrelation, which is A2A SpA 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 A2A SpA's otc stock expected returns. We can calculate the autocorrelation of A2A SpA returns to help us make a trade decision. For example, suppose you find that A2A SpA 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 |
A2A SpA 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 A2A SpA otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if A2A SpA otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in A2A SpA otc stock over time.
Current vs Lagged Prices |
| Timeline |
A2A SpA Lagged Returns
When evaluating A2A SpA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of A2A SpA otc stock have on its future price. A2A SpA 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, A2A SpA autocorrelation shows the relationship between A2A SpA otc stock current value and its past values and can show if there is a momentum factor associated with investing in A2A SpA.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in A2A OTC Stock
A2A SpA financial ratios help investors to determine whether A2A OTC Stock 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 A2A with respect to the benefits of owning A2A SpA security.