Aperam Sa Stock Market Value
| APMSF Stock | USD 30.50 0.00 0.00% |
| Symbol | Aperam |
Aperam SA '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 Aperam SA'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 Aperam SA.
| 12/07/2025 |
| 01/06/2026 |
If you would invest 0.00 in Aperam SA on December 7, 2025 and sell it all today you would earn a total of 0.00 from holding Aperam SA or generate 0.0% return on investment in Aperam SA over 30 days. Aperam SA is related to or competes with Champion Iron, Salzgitter, Sims Metal, Wesdome Gold, Angang Steel, Mitsubishi Materials, and Sims. Aperam S.A., together with its subsidiaries, engages in the production and sale of stainless and specialty steel product... More
Aperam SA 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 Aperam SA'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 Aperam SA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.23) | |||
| Maximum Drawdown | 1.94 |
Aperam SA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Aperam SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Aperam SA's standard deviation. In reality, there are many statistical measures that can use Aperam SA historical prices to predict the future Aperam SA's volatility.| Risk Adjusted Performance | 0.0687 | |||
| Jensen Alpha | 0.0242 | |||
| Total Risk Alpha | (0) | |||
| Treynor Ratio | (0.29) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Aperam SA'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.
Aperam SA Backtested Returns
At this point, Aperam SA is very steady. Aperam SA secures Sharpe Ratio (or Efficiency) of 0.13, which signifies that the company had a 0.13 % return per unit of standard deviation over the last 3 months. We have found seventeen technical indicators for Aperam SA, which you can use to evaluate the volatility of the firm. Please confirm Aperam SA's mean deviation of 0.0579, and Risk Adjusted Performance of 0.0687 to double-check if the risk estimate we provide is consistent with the expected return of 0.0313%. Aperam SA has a performance score of 10 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.0657, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Aperam SA are expected to decrease at a much lower rate. During the bear market, Aperam SA is likely to outperform the market. Aperam SA right now shows a risk of 0.25%. Please confirm Aperam SA variance, as well as the relationship between the skewness and day typical price , to decide if Aperam SA will be following its price patterns.
Auto-correlation | 0.00 |
No correlation between past and present
Aperam SA has no correlation between past and present. Overlapping area represents the amount of predictability between Aperam SA time series from 7th of December 2025 to 22nd of December 2025 and 22nd of December 2025 to 6th 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 Aperam SA price movement. The serial correlation of 0.0 indicates that just 0.0% of current Aperam SA price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Aperam SA lagged returns against current returns
Autocorrelation, which is Aperam SA 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 Aperam SA's otc stock expected returns. We can calculate the autocorrelation of Aperam SA returns to help us make a trade decision. For example, suppose you find that Aperam SA 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 |
Aperam SA 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 Aperam SA otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Aperam SA otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Aperam SA otc stock over time.
Current vs Lagged Prices |
| Timeline |
Aperam SA Lagged Returns
When evaluating Aperam SA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Aperam SA otc stock have on its future price. Aperam SA 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, Aperam SA autocorrelation shows the relationship between Aperam SA otc stock current value and its past values and can show if there is a momentum factor associated with investing in Aperam SA.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Aperam OTC Stock
Aperam SA financial ratios help investors to determine whether Aperam 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 Aperam with respect to the benefits of owning Aperam SA security.