Atlantic Energy Solutions Stock Market Value
| AESO Stock | USD 0.01 0 25.00% |
| Symbol | Atlantic |
Atlantic Energy '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 Atlantic Energy'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 Atlantic Energy.
| 06/01/2024 |
| 11/28/2024 |
If you would invest 0.00 in Atlantic Energy on June 1, 2024 and sell it all today you would earn a total of 0.00 from holding Atlantic Energy Solutions or generate 0.0% return on investment in Atlantic Energy over 180 days. Atlantic Energy is related to or competes with Green Planet, Azure Holding, and Four Leaf. Atlantic Energy Solutions, Inc. operates as an energy services company More
Atlantic Energy 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 Atlantic Energy'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 Atlantic Energy Solutions upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 25.45 | |||
| Information Ratio | 0.1106 | |||
| Maximum Drawdown | 113.75 | |||
| Value At Risk | (25.00) | |||
| Potential Upside | 51.26 |
Atlantic Energy Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Atlantic Energy's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Atlantic Energy's standard deviation. In reality, there are many statistical measures that can use Atlantic Energy historical prices to predict the future Atlantic Energy's volatility.| Risk Adjusted Performance | 0.0991 | |||
| Jensen Alpha | 2.9 | |||
| Total Risk Alpha | (0.71) | |||
| Sortino Ratio | 0.0899 | |||
| Treynor Ratio | (0.56) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Atlantic Energy's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Atlantic Energy Solutions Backtested Returns
Atlantic Energy is out of control given 3 months investment horizon. Atlantic Energy Solutions secures Sharpe Ratio (or Efficiency) of 0.0794, which signifies that the company had a 0.0794% return per unit of risk over the last 3 months. We are able to interpolate and collect twenty-seven different technical indicators, which can help you to evaluate if expected returns of 1.58% are justified by taking the suggested risk. Use Atlantic Energy Risk Adjusted Performance of 0.0991, mean deviation of 11.96, and Downside Deviation of 25.45 to evaluate company specific risk that cannot be diversified away. Atlantic Energy holds a performance score of 6 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of -4.27, which signifies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Atlantic Energy are expected to decrease by larger amounts. On the other hand, during market turmoil, Atlantic Energy is expected to outperform it. Use Atlantic Energy sortino ratio and the relationship between the downside variance and period momentum indicator , to analyze future returns on Atlantic Energy.
Auto-correlation | 0.06 |
Virtually no predictability
Atlantic Energy Solutions has virtually no predictability. Overlapping area represents the amount of predictability between Atlantic Energy time series from 1st of June 2024 to 30th of August 2024 and 30th of August 2024 to 28th 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 Atlantic Energy Solutions price movement. The serial correlation of 0.06 indicates that barely 6.0% of current Atlantic Energy price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.06 | |
| Spearman Rank Test | -0.65 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Atlantic Energy Solutions lagged returns against current returns
Autocorrelation, which is Atlantic Energy 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 Atlantic Energy's pink sheet expected returns. We can calculate the autocorrelation of Atlantic Energy returns to help us make a trade decision. For example, suppose you find that Atlantic Energy 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 |
Atlantic Energy 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 Atlantic Energy pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Atlantic Energy pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Atlantic Energy pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Atlantic Energy Lagged Returns
When evaluating Atlantic Energy's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Atlantic Energy pink sheet have on its future price. Atlantic Energy 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, Atlantic Energy autocorrelation shows the relationship between Atlantic Energy pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Atlantic Energy Solutions.
Regressed Prices |
| Timeline |
Pair Trading with Atlantic Energy
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Atlantic Energy position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Atlantic Energy will appreciate offsetting losses from the drop in the long position's value.Moving against Atlantic Pink Sheet
The ability to find closely correlated positions to Atlantic Energy could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Atlantic Energy when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Atlantic Energy - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Atlantic Energy Solutions to buy it.
The correlation of Atlantic Energy is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Atlantic Energy moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Atlantic Energy Solutions moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Atlantic Energy can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Other Information on Investing in Atlantic Pink Sheet
Atlantic Energy financial ratios help investors to determine whether Atlantic 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 Atlantic with respect to the benefits of owning Atlantic Energy security.