Anaergia Stock Market Value
| ANRGF Stock | USD 0.68 0.03 4.62% |
| Symbol | Anaergia |
Anaergia '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 Anaergia'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 Anaergia.
| 12/09/2022 |
| 11/28/2024 |
If you would invest 0.00 in Anaergia on December 9, 2022 and sell it all today you would earn a total of 0.00 from holding Anaergia or generate 0.0% return on investment in Anaergia over 720 days. Anaergia is related to or competes with Apple, Microsoft, Alphabet, and Meta Platforms. Anaergia Inc., together with its subsidiaries, provides solutions for the generation of renewable energy and conversion ... More
Anaergia 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 Anaergia'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 Anaergia upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 19.89 | |||
| Information Ratio | 0.1146 | |||
| Maximum Drawdown | 185.79 | |||
| Value At Risk | (18.75) | |||
| Potential Upside | 28.57 |
Anaergia Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Anaergia's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Anaergia's standard deviation. In reality, there are many statistical measures that can use Anaergia historical prices to predict the future Anaergia's volatility.| Risk Adjusted Performance | 0.102 | |||
| Jensen Alpha | 2.48 | |||
| Total Risk Alpha | (0.79) | |||
| Sortino Ratio | 0.1222 | |||
| Treynor Ratio | 4.27 |
Anaergia Backtested Returns
Anaergia is out of control given 3 months investment horizon. Anaergia secures Sharpe Ratio (or Efficiency) of 0.12, which signifies that the company had a 0.12% return per unit of standard deviation over the last 3 months. We were able to analyze and collect data for twenty-eight different technical indicators, which can help you to evaluate if expected returns of 2.68% are justified by taking the suggested risk. Use Anaergia mean deviation of 9.55, and Risk Adjusted Performance of 0.102 to evaluate company specific risk that cannot be diversified away. Anaergia holds a performance score of 9 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of 0.6, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Anaergia's returns are expected to increase less than the market. However, during the bear market, the loss of holding Anaergia is expected to be smaller as well. Use Anaergia sortino ratio, semi variance, and the relationship between the information ratio and value at risk , to analyze future returns on Anaergia.
Auto-correlation | -0.46 |
Modest reverse predictability
Anaergia has modest reverse predictability. Overlapping area represents the amount of predictability between Anaergia time series from 9th of December 2022 to 4th of December 2023 and 4th of December 2023 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 Anaergia price movement. The serial correlation of -0.46 indicates that about 46.0% of current Anaergia price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.46 | |
| Spearman Rank Test | -0.7 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
Anaergia lagged returns against current returns
Autocorrelation, which is Anaergia 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 Anaergia's pink sheet expected returns. We can calculate the autocorrelation of Anaergia returns to help us make a trade decision. For example, suppose you find that Anaergia 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 |
Anaergia 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 Anaergia pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Anaergia pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Anaergia pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Anaergia Lagged Returns
When evaluating Anaergia's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Anaergia pink sheet have on its future price. Anaergia 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, Anaergia autocorrelation shows the relationship between Anaergia pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Anaergia.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Anaergia Pink Sheet
Anaergia financial ratios help investors to determine whether Anaergia 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 Anaergia with respect to the benefits of owning Anaergia security.