Applied Energetics Stock Market Value
| AERG Stock | USD 1.87 0.02 1.08% |
| Symbol | Applied |
Applied Energetics '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 Applied Energetics' 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 Applied Energetics.
| 01/22/2025 |
| 01/17/2026 |
If you would invest 0.00 in Applied Energetics on January 22, 2025 and sell it all today you would earn a total of 0.00 from holding Applied Energetics or generate 0.0% return on investment in Applied Energetics over 360 days. Applied Energetics is related to or competes with XP Power, Semperit Aktiengesellscha, Grupo Rotoplas, En Japan, Sunrise Energy, Nel ASA, and Alfen NV. Applied Energetics, Inc. engages in the development and manufacture of lasers, advanced optical systems, electronics, an... More
Applied Energetics 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 Applied Energetics' 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 Applied Energetics upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.77 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 19.92 | |||
| Value At Risk | (4.26) | |||
| Potential Upside | 4.68 |
Applied Energetics Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Applied Energetics' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Applied Energetics' standard deviation. In reality, there are many statistical measures that can use Applied Energetics historical prices to predict the future Applied Energetics' volatility.| Risk Adjusted Performance | 0.0114 | |||
| Jensen Alpha | (0.07) | |||
| Total Risk Alpha | (0.50) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.0096 |
Applied Energetics Backtested Returns
At this point, Applied Energetics is dangerous. Applied Energetics secures Sharpe Ratio (or Efficiency) of 0.0418, which signifies that the company had a 0.0418 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Applied Energetics, which you can use to evaluate the volatility of the firm. Please confirm Applied Energetics' Downside Deviation of 3.77, mean deviation of 2.55, and Risk Adjusted Performance of 0.0114 to double-check if the risk estimate we provide is consistent with the expected return of 0.16%. Applied Energetics has a performance score of 3 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.83, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Applied Energetics' returns are expected to increase less than the market. However, during the bear market, the loss of holding Applied Energetics is expected to be smaller as well. Applied Energetics right now shows a risk of 3.79%. Please confirm Applied Energetics sortino ratio, skewness, period momentum indicator, as well as the relationship between the potential upside and rate of daily change , to decide if Applied Energetics will be following its price patterns.
Auto-correlation | 0.02 |
Virtually no predictability
Applied Energetics has virtually no predictability. Overlapping area represents the amount of predictability between Applied Energetics time series from 22nd of January 2025 to 21st of July 2025 and 21st of July 2025 to 17th 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 Applied Energetics price movement. The serial correlation of 0.02 indicates that only 2.0% of current Applied Energetics price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.02 | |
| Spearman Rank Test | -0.35 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
Applied Energetics lagged returns against current returns
Autocorrelation, which is Applied Energetics 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 Applied Energetics' otc stock expected returns. We can calculate the autocorrelation of Applied Energetics returns to help us make a trade decision. For example, suppose you find that Applied Energetics 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 |
Applied Energetics 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 Applied Energetics otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Applied Energetics otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Applied Energetics otc stock over time.
Current vs Lagged Prices |
| Timeline |
Applied Energetics Lagged Returns
When evaluating Applied Energetics' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Applied Energetics otc stock have on its future price. Applied Energetics 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, Applied Energetics autocorrelation shows the relationship between Applied Energetics otc stock current value and its past values and can show if there is a momentum factor associated with investing in Applied Energetics.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Applied OTC Stock
Applied Energetics financial ratios help investors to determine whether Applied 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 Applied with respect to the benefits of owning Applied Energetics security.