Aqua Power Systems Stock Market Value
| APSI Stock | USD 0.02 0 6.41% |
| Symbol | Aqua |
Aqua Power '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 Aqua Power'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 Aqua Power.
| 12/19/2024 |
| 01/18/2025 |
If you would invest 0.00 in Aqua Power on December 19, 2024 and sell it all today you would earn a total of 0.00 from holding Aqua Power Systems or generate 0.0% return on investment in Aqua Power over 30 days. Aqua Power Systems Inc. does not have significant operations More
Aqua Power 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 Aqua Power'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 Aqua Power Systems upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 11.93 | |||
| Information Ratio | 0.0816 | |||
| Maximum Drawdown | 74.42 | |||
| Value At Risk | (16.81) | |||
| Potential Upside | 19.51 |
Aqua Power Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Aqua Power's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Aqua Power's standard deviation. In reality, there are many statistical measures that can use Aqua Power historical prices to predict the future Aqua Power's volatility.| Risk Adjusted Performance | 0.0797 | |||
| Jensen Alpha | 0.9183 | |||
| Total Risk Alpha | 0.6562 | |||
| Sortino Ratio | 0.075 | |||
| Treynor Ratio | (4.98) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Aqua Power'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.
Aqua Power Systems Backtested Returns
Aqua Power is out of control given 3 months investment horizon. Aqua Power Systems secures Sharpe Ratio (or Efficiency) of 0.12, which signifies that the company had a 0.12% return per unit of risk over the last 3 months. We are able to interpolate and collect twenty-nine different technical indicators, which can help you to evaluate if expected returns of 1.36% are justified by taking the suggested risk. Use Aqua Power Downside Deviation of 11.93, mean deviation of 6.5, and Risk Adjusted Performance of 0.0797 to evaluate company specific risk that cannot be diversified away. Aqua Power holds a performance score of 9 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of -0.18, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Aqua Power are expected to decrease at a much lower rate. During the bear market, Aqua Power is likely to outperform the market. Use Aqua Power value at risk, as well as the relationship between the skewness and day median price , to analyze future returns on Aqua Power.
Auto-correlation | -0.14 |
Insignificant reverse predictability
Aqua Power Systems has insignificant reverse predictability. Overlapping area represents the amount of predictability between Aqua Power time series from 19th of December 2024 to 3rd of January 2025 and 3rd of January 2025 to 18th of January 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 Aqua Power Systems price movement. The serial correlation of -0.14 indicates that less than 14.0% of current Aqua Power price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.14 | |
| Spearman Rank Test | -0.14 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Aqua Power Systems lagged returns against current returns
Autocorrelation, which is Aqua Power 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 Aqua Power's pink sheet expected returns. We can calculate the autocorrelation of Aqua Power returns to help us make a trade decision. For example, suppose you find that Aqua Power 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 |
Aqua Power 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 Aqua Power pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Aqua Power pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Aqua Power pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Aqua Power Lagged Returns
When evaluating Aqua Power's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Aqua Power pink sheet have on its future price. Aqua Power 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, Aqua Power autocorrelation shows the relationship between Aqua Power pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Aqua Power Systems.
Regressed Prices |
| Timeline |
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Other Information on Investing in Aqua Pink Sheet
Aqua Power financial ratios help investors to determine whether Aqua 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 Aqua with respect to the benefits of owning Aqua Power security.