Aurubis Ag Adr Stock Market Value
| AIAGY Stock | USD 71.20 10.40 17.11% |
| Symbol | Aurubis |
Aurubis AG '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 Aurubis AG'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 Aurubis AG.
| 06/28/2025 |
| 12/25/2025 |
If you would invest 0.00 in Aurubis AG on June 28, 2025 and sell it all today you would earn a total of 0.00 from holding Aurubis AG ADR or generate 0.0% return on investment in Aurubis AG over 180 days. Aurubis AG is related to or competes with Kobe Steel, United Tractors, Capstone Copper, Johnson Matthey, Mitsui Mining, Arkema SA, and Zijin Mining. Aurubis AG processes metal concentrates and recycling materials in Germany More
Aurubis AG 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 Aurubis AG'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 Aurubis AG ADR upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0841 | |||
| Maximum Drawdown | 10.66 | |||
| Value At Risk | (2.42) | |||
| Potential Upside | 3.0 |
Aurubis AG Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Aurubis AG's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Aurubis AG's standard deviation. In reality, there are many statistical measures that can use Aurubis AG historical prices to predict the future Aurubis AG's volatility.| Risk Adjusted Performance | 0.0887 | |||
| Jensen Alpha | 0.2893 | |||
| Total Risk Alpha | 0.0304 | |||
| Treynor Ratio | (3.01) |
Aurubis AG ADR Backtested Returns
Aurubis AG appears to be very steady, given 3 months investment horizon. Aurubis AG ADR secures Sharpe Ratio (or Efficiency) of 0.11, which signifies that the company had a 0.11 % return per unit of risk over the last 3 months. We have found twenty-one technical indicators for Aurubis AG ADR, which you can use to evaluate the volatility of the firm. Please makes use of Aurubis AG's Mean Deviation of 0.9995, standard deviation of 2.53, and Risk Adjusted Performance of 0.0887 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Aurubis AG holds a performance score of 8. The firm shows a Beta (market volatility) of -0.0938, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Aurubis AG are expected to decrease at a much lower rate. During the bear market, Aurubis AG is likely to outperform the market. Please check Aurubis AG's information ratio, skewness, as well as the relationship between the Skewness and day typical price , to make a quick decision on whether Aurubis AG's price patterns will revert.
Auto-correlation | -0.1 |
Very weak reverse predictability
Aurubis AG ADR has very weak reverse predictability. Overlapping area represents the amount of predictability between Aurubis AG time series from 28th of June 2025 to 26th of September 2025 and 26th of September 2025 to 25th of December 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 Aurubis AG ADR price movement. The serial correlation of -0.1 indicates that less than 10.0% of current Aurubis AG price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.1 | |
| Spearman Rank Test | -0.08 | |
| Residual Average | 0.0 | |
| Price Variance | 5.2 |
Aurubis AG ADR lagged returns against current returns
Autocorrelation, which is Aurubis AG 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 Aurubis AG's pink sheet expected returns. We can calculate the autocorrelation of Aurubis AG returns to help us make a trade decision. For example, suppose you find that Aurubis AG 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 |
Aurubis AG 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 Aurubis AG pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Aurubis AG pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Aurubis AG pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Aurubis AG Lagged Returns
When evaluating Aurubis AG's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Aurubis AG pink sheet have on its future price. Aurubis AG 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, Aurubis AG autocorrelation shows the relationship between Aurubis AG pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Aurubis AG ADR.
Regressed Prices |
| Timeline |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for Aurubis Pink Sheet Analysis
When running Aurubis AG's price analysis, check to measure Aurubis AG's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Aurubis AG is operating at the current time. Most of Aurubis AG's value examination focuses on studying past and present price action to predict the probability of Aurubis AG's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Aurubis AG's price. Additionally, you may evaluate how the addition of Aurubis AG to your portfolios can decrease your overall portfolio volatility.