Atresmedia Corporacin De Stock Market Value
| AIOSF Stock | USD 5.90 0.00 0.00% |
| Symbol | Atresmedia |
Atresmedia Corporacin '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 Atresmedia Corporacin'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 Atresmedia Corporacin.
| 10/03/2025 |
| 01/01/2026 |
If you would invest 0.00 in Atresmedia Corporacin on October 3, 2025 and sell it all today you would earn a total of 0.00 from holding Atresmedia Corporacin de or generate 0.0% return on investment in Atresmedia Corporacin over 90 days. Atresmedia Corporacin is related to or competes with Magyar Telekom, Grupo Televisa, Juventus Football, IHeartMedia, HKBN, and Télévision Française. Atresmedia Corporacin de Medios de Comunicacin, S.A., an audiovisual company, engages in the television, digital and mul... More
Atresmedia Corporacin 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 Atresmedia Corporacin'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 Atresmedia Corporacin de upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 23.7 | |||
| Value At Risk | (3.05) |
Atresmedia Corporacin Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Atresmedia Corporacin's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Atresmedia Corporacin's standard deviation. In reality, there are many statistical measures that can use Atresmedia Corporacin historical prices to predict the future Atresmedia Corporacin's volatility.| Risk Adjusted Performance | 0.0073 | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | (0.18) | |||
| Treynor Ratio | (0.02) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Atresmedia Corporacin'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.
Atresmedia Corporacin Backtested Returns
At this point, Atresmedia Corporacin is somewhat reliable. Atresmedia Corporacin secures Sharpe Ratio (or Efficiency) of close to zero, which signifies that the company had a close to zero % return per unit of risk over the last 3 months. We have found eighteen technical indicators for Atresmedia Corporacin de, which you can use to evaluate the volatility of the firm. Please confirm Atresmedia Corporacin's Standard Deviation of 2.47, mean deviation of 0.6711, and Risk Adjusted Performance of 0.0073 to double-check if the risk estimate we provide is consistent with the expected return of 6.0E-4%. The firm shows a Beta (market volatility) of 0.59, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Atresmedia Corporacin's returns are expected to increase less than the market. However, during the bear market, the loss of holding Atresmedia Corporacin is expected to be smaller as well. Atresmedia Corporacin right now shows a risk of 2.47%. Please confirm Atresmedia Corporacin information ratio, skewness, as well as the relationship between the Skewness and day typical price , to decide if Atresmedia Corporacin will be following its price patterns.
Auto-correlation | -0.05 |
Very weak reverse predictability
Atresmedia Corporacin de has very weak reverse predictability. Overlapping area represents the amount of predictability between Atresmedia Corporacin time series from 3rd of October 2025 to 17th of November 2025 and 17th of November 2025 to 1st 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 Atresmedia Corporacin price movement. The serial correlation of -0.05 indicates that only as little as 5.0% of current Atresmedia Corporacin price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.05 | |
| Spearman Rank Test | -0.06 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
Atresmedia Corporacin lagged returns against current returns
Autocorrelation, which is Atresmedia Corporacin 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 Atresmedia Corporacin's otc stock expected returns. We can calculate the autocorrelation of Atresmedia Corporacin returns to help us make a trade decision. For example, suppose you find that Atresmedia Corporacin 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 |
Atresmedia Corporacin 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 Atresmedia Corporacin otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Atresmedia Corporacin otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Atresmedia Corporacin otc stock over time.
Current vs Lagged Prices |
| Timeline |
Atresmedia Corporacin Lagged Returns
When evaluating Atresmedia Corporacin's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Atresmedia Corporacin otc stock have on its future price. Atresmedia Corporacin 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, Atresmedia Corporacin autocorrelation shows the relationship between Atresmedia Corporacin otc stock current value and its past values and can show if there is a momentum factor associated with investing in Atresmedia Corporacin de.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Atresmedia OTC Stock
Atresmedia Corporacin financial ratios help investors to determine whether Atresmedia 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 Atresmedia with respect to the benefits of owning Atresmedia Corporacin security.