Atrium Mortgage Investment Stock Market Value
| AMIVF Stock | USD 8.05 0.05 0.63% |
| Symbol | Atrium |
Atrium Mortgage '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 Atrium Mortgage'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 Atrium Mortgage.
| 10/31/2024 |
| 11/30/2024 |
If you would invest 0.00 in Atrium Mortgage on October 31, 2024 and sell it all today you would earn a total of 0.00 from holding Atrium Mortgage Investment or generate 0.0% return on investment in Atrium Mortgage over 30 days. Atrium Mortgage is related to or competes with Ameriprise Financial, Ryman Hospitality, RCI Hospitality, Capital Clean, and Waste Management. Atrium Mortgage Investment Corporation, a non-bank lender, provides financing solutions to the real estate communities i... More
Atrium Mortgage 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 Atrium Mortgage'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 Atrium Mortgage Investment upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.10) | |||
| Maximum Drawdown | 8.01 | |||
| Value At Risk | (3.50) | |||
| Potential Upside | 2.51 |
Atrium Mortgage Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Atrium Mortgage's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Atrium Mortgage's standard deviation. In reality, there are many statistical measures that can use Atrium Mortgage historical prices to predict the future Atrium Mortgage's volatility.| Risk Adjusted Performance | 0.0022 | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.24) | |||
| Treynor Ratio | (0.14) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Atrium Mortgage'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.
Atrium Mortgage Inve Backtested Returns
Atrium Mortgage Inve secures Sharpe Ratio (or Efficiency) of -0.0242, which signifies that the company had a -0.0242% return per unit of risk over the last 3 months. Atrium Mortgage Investment exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Atrium Mortgage's Risk Adjusted Performance of 0.0022, mean deviation of 0.6793, and Standard Deviation of 1.36 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.1, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Atrium Mortgage's returns are expected to increase less than the market. However, during the bear market, the loss of holding Atrium Mortgage is expected to be smaller as well. At this point, Atrium Mortgage Inve has a negative expected return of -0.0333%. Please make sure to confirm Atrium Mortgage's potential upside, as well as the relationship between the rate of daily change and period momentum indicator , to decide if Atrium Mortgage Inve performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.04 |
Very weak reverse predictability
Atrium Mortgage Investment has very weak reverse predictability. Overlapping area represents the amount of predictability between Atrium Mortgage time series from 31st of October 2024 to 15th of November 2024 and 15th of November 2024 to 30th 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 Atrium Mortgage Inve price movement. The serial correlation of -0.04 indicates that only as little as 4.0% of current Atrium Mortgage price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.04 | |
| Spearman Rank Test | 0.9 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Atrium Mortgage Inve lagged returns against current returns
Autocorrelation, which is Atrium Mortgage 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 Atrium Mortgage's pink sheet expected returns. We can calculate the autocorrelation of Atrium Mortgage returns to help us make a trade decision. For example, suppose you find that Atrium Mortgage 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 |
Atrium Mortgage 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 Atrium Mortgage pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Atrium Mortgage pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Atrium Mortgage pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Atrium Mortgage Lagged Returns
When evaluating Atrium Mortgage's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Atrium Mortgage pink sheet have on its future price. Atrium Mortgage 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, Atrium Mortgage autocorrelation shows the relationship between Atrium Mortgage pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Atrium Mortgage Investment.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Atrium Pink Sheet
Atrium Mortgage financial ratios help investors to determine whether Atrium 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 Atrium with respect to the benefits of owning Atrium Mortgage security.