Anortech Stock Market Value
| ANOR Stock | 0.04 0.01 33.33% |
| Symbol | AnorTech |
AnorTech '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 AnorTech's 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 AnorTech.
| 11/26/2025 |
| 12/26/2025 |
If you would invest 0.00 in AnorTech on November 26, 2025 and sell it all today you would earn a total of 0.00 from holding AnorTech or generate 0.0% return on investment in AnorTech over 30 days. AnorTech is related to or competes with South Star, Uranium Valley, and Metal Energy. AnorTech is entity of Canada. It is traded as Stock on V exchange. More
AnorTech 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 AnorTech's 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 AnorTech upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 19.32 | |||
| Information Ratio | 0.0938 | |||
| Maximum Drawdown | 65.0 | |||
| Value At Risk | (20.00) | |||
| Potential Upside | 33.33 |
AnorTech Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for AnorTech's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as AnorTech's standard deviation. In reality, there are many statistical measures that can use AnorTech historical prices to predict the future AnorTech's volatility.| Risk Adjusted Performance | 0.0794 | |||
| Jensen Alpha | 1.24 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | 0.072 | |||
| Treynor Ratio | 0.4542 |
AnorTech Backtested Returns
AnorTech is out of control given 3 months investment horizon. AnorTech secures Sharpe Ratio (or Efficiency) of 0.0692, which signifies that the company had a 0.0692 % return per unit of risk over the last 3 months. We were able to break down and interpolate data for twenty-seven different technical indicators, which can help you to evaluate if expected returns of 1.01% are justified by taking the suggested risk. Use AnorTech Risk Adjusted Performance of 0.0794, mean deviation of 10.08, and Downside Deviation of 19.32 to evaluate company specific risk that cannot be diversified away. AnorTech holds a performance score of 5 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of 3.22, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, AnorTech will likely underperform. Use AnorTech information ratio, total risk alpha, treynor ratio, as well as the relationship between the jensen alpha and sortino ratio , to analyze future returns on AnorTech.
Auto-correlation | -0.15 |
Insignificant reverse predictability
AnorTech has insignificant reverse predictability. Overlapping area represents the amount of predictability between AnorTech time series from 26th of November 2025 to 11th of December 2025 and 11th of December 2025 to 26th 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 AnorTech price movement. The serial correlation of -0.15 indicates that less than 15.0% of current AnorTech price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.15 | |
| Spearman Rank Test | 0.48 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
AnorTech lagged returns against current returns
Autocorrelation, which is AnorTech 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 AnorTech's stock expected returns. We can calculate the autocorrelation of AnorTech returns to help us make a trade decision. For example, suppose you find that AnorTech has exhibited high autocorrelation historically, and you observe that the 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 |
AnorTech 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 AnorTech stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if AnorTech stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in AnorTech stock over time.
Current vs Lagged Prices |
| Timeline |
AnorTech Lagged Returns
When evaluating AnorTech's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of AnorTech stock have on its future price. AnorTech 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, AnorTech autocorrelation shows the relationship between AnorTech stock current value and its past values and can show if there is a momentum factor associated with investing in AnorTech.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for AnorTech Stock Analysis
When running AnorTech's price analysis, check to measure AnorTech'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 AnorTech is operating at the current time. Most of AnorTech's value examination focuses on studying past and present price action to predict the probability of AnorTech's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move AnorTech's price. Additionally, you may evaluate how the addition of AnorTech to your portfolios can decrease your overall portfolio volatility.