Apple (Germany) Market Value
| APC Stock | EUR 224.45 2.20 0.99% |
| Symbol | Apple |
Apple 'What if' Analysis
Running a what-if backtest on Apple Inc gives investors a practical way to test how changes in horizon, position size, or market timing might have affected the result. Used properly, this review helps investors decide whether Apple's historical reward profile was stable enough to support the current thesis.
| 12/11/2025 |
| 03/11/2026 |
If you invested 235.08 in Apple on December 11, 2025 and closed the position today, you would lose -10.63 in aggregate losses. The change equals a 4.52% change in Apple value on balance over a 90 day window.. Apple is related to or competes with Sekisui Chemical, Silicon Motion, Sinopec Shanghai, Adtalem Global, SEKISUI CHEMICAL, Perdoceo Education, and TRI CHEMICAL. Peer context can support comparative analysis. More
Apple Upside and Downside Indicators Signals
Upside and downside indicators for Apple summarize momentum balance and potential range context for the stock. The signals are presented as informational context for recent price movement.
| Information Ratio | -0.06 | |||
| Maximum Drawdown | 8.7 | |||
| Value At Risk | -2.46 | |||
| Potential Upside | 2.25 |
Apple Market Risk Indicators Signals
Market risk indicators summarize volatility and return dispersion for Apple. This view provides neutral context for risk and variability.| Risk Adjusted Performance | -0.04 | |||
| Jensen Alpha | -0.10 | |||
| Total Risk Alpha | -0.07 | |||
| Treynor Ratio | 0.4502 |
The concept of mean reversion suggests that Apple's price will eventually return toward its long-run average. High prices may deter value investors, while unusually low prices often attract buyers who anticipate a recovery.
Apple Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | -0.04 | |||
| Market Risk Adjusted Performance | 0.4602 | |||
| Mean Deviation | 1.08 | |||
| Coefficient Of Variation | -1,673 | |||
| Standard Deviation | 1.48 | |||
| Variance | 2.2 | |||
| Information Ratio | -0.06 | |||
| Jensen Alpha | -0.10 | |||
| Total Risk Alpha | -0.07 | |||
| Treynor Ratio | 0.4502 | |||
| Maximum Drawdown | 8.7 | |||
| Value At Risk | -2.46 | |||
| Potential Upside | 2.25 | |||
| Skewness | -0.27 | |||
| Kurtosis | 1.89 |
Apple Inc Backtested Returns
Over the selected 3 months, Apple demonstrates a very low volatility profile. It has a Sharpe Ratio of -0.0453, evidencing negative risk-calibrated returns. We identified twenty-four technical indicators influencing the company's volatility profile. Please analyze metrics such as standard deviation of 1.48, mean deviation of 1.08, and risk-adjusted performance of -0.04 to assess dispersion and downside exposure. The company owns a Beta (Systematic Risk) of -0.22, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on Apple tend to move in the opposite direction, though by a smaller magnitude. During a bear market, however, Apple is likely to outperform the market. At this point, Apple Inc has a negative expected return of -0.0675%. Please make sure to confirm Apple's maximum drawdown, value at risk, and the relationship between the treynor ratio and potential upside , to decide if Apple Inc performance from the past will be repeated in the future.
Auto-correlation | -0.24 |
Weak reverse predictability
Apple Inc exhibits weak reverse predictability. Autocorrelation measures the degree of predictability between Apple time series from 11th of December 2025 to 25th of January 2026 and from 25th of January 2026 to 11th of March 2026. The stronger the relationship between the current interval and its lagged values, the more accurately future price behavior of Apple Inc may be projected. A serial correlation of -0.24 indicates that over 24.0% of current Apple price fluctuations can be explained by its historical price movements. Given that Apple Inc has negative autocorrelation for the selected time horizon, market participants may evaluate potential contrarian price behavior over comparable future intervals.
| Correlation Coefficient | -0.24 | |
| Spearman Rank Test | -0.27 | |
| Residual Average | 0.0 | |
| Price Variance | 41.38 |
Building efficient market-beating portfolios requires time, education, and a lot of computing power!
The Portfolio Prophet is an AI-driven system that provides multiple benefits to our users by leveraging cutting-edge machine learning algorithms, statistical analysis, and predictive modeling to automate the process of asset selection and portfolio construction, saving time and reducing human error for individual and institutional investors.
Try Portfolio ProphetMore Resources for Apple Stock Analysis
A structured review of Apple Inc often starts with core financial statements and trend context. Financial ratios provide context for profitability, efficiency, and growth trends. Below are reports that help frame Apple Inc Stock in context:Review Apple Correlation, Apple Volatility and Apple Performance to complement research on Apple. These modules add broader context for performance and risk.Analysis related to Apple should be read together with other portfolio and risk tools before capital is reallocated. That is especially important when the goal is to improve the overall mix of instruments already held. You can also try the Companies Directory module to evaluate performance of over 100,000 Stocks, Funds, and ETFs against different fundamentals.
Apple technical stock analysis uses price and volume transformations to study behavior. The model references moving averages, relative strength, and price correlation signals.