Apt Systems Stock Market Value
| APTY Stock | USD 0.0003 0.0001 25.00% |
| Symbol | APT |
APT Systems '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 APT Systems' 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 APT Systems.
| 01/17/2025 |
| 02/16/2025 |
If you would invest 0.00 in APT Systems on January 17, 2025 and sell it all today you would earn a total of 0.00 from holding APT Systems or generate 0.0% return on investment in APT Systems over 30 days. APT Systems is related to or competes with CurrentC Power, Agent Information, and BASE. APT Systems, Inc., a fintech company, creates stock trading platforms and visualization solutions for charting the finan... More
APT Systems 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 APT Systems' 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 APT Systems upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 22.53 | |||
| Information Ratio | 0.0063 | |||
| Maximum Drawdown | 68.57 | |||
| Value At Risk | (25.00) | |||
| Potential Upside | 33.33 |
APT Systems Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for APT Systems' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as APT Systems' standard deviation. In reality, there are many statistical measures that can use APT Systems historical prices to predict the future APT Systems' volatility.| Risk Adjusted Performance | 0.0145 | |||
| Jensen Alpha | 0.0985 | |||
| Total Risk Alpha | 0.0741 | |||
| Sortino Ratio | 0.0043 | |||
| Treynor Ratio | (0.37) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of APT Systems' 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.
APT Systems Backtested Returns
APT Systems appears to be out of control, given 3 months investment horizon. APT Systems secures Sharpe Ratio (or Efficiency) of 0.0435, which signifies that the company had a 0.0435 % return per unit of risk over the last 3 months. By analyzing APT Systems' technical indicators, you can evaluate if the expected return of 0.67% is justified by implied risk. Please makes use of APT Systems' risk adjusted performance of 0.0145, and Mean Deviation of 9.26 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, APT Systems holds a performance score of 3. The firm shows a Beta (market volatility) of -0.27, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning APT Systems are expected to decrease at a much lower rate. During the bear market, APT Systems is likely to outperform the market. Please check APT Systems' potential upside, as well as the relationship between the accumulation distribution and price action indicator , to make a quick decision on whether APT Systems' price patterns will revert.
Auto-correlation | -0.41 |
Modest reverse predictability
APT Systems has modest reverse predictability. Overlapping area represents the amount of predictability between APT Systems time series from 17th of January 2025 to 1st of February 2025 and 1st of February 2025 to 16th of February 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 APT Systems price movement. The serial correlation of -0.41 indicates that just about 41.0% of current APT Systems price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.41 | |
| Spearman Rank Test | -0.4 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
APT Systems lagged returns against current returns
Autocorrelation, which is APT Systems 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 APT Systems' pink sheet expected returns. We can calculate the autocorrelation of APT Systems returns to help us make a trade decision. For example, suppose you find that APT Systems 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 |
APT Systems 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 APT Systems pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if APT Systems pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in APT Systems pink sheet over time.
Current vs Lagged Prices |
| Timeline |
APT Systems Lagged Returns
When evaluating APT Systems' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of APT Systems pink sheet have on its future price. APT Systems 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, APT Systems autocorrelation shows the relationship between APT Systems pink sheet current value and its past values and can show if there is a momentum factor associated with investing in APT Systems.
Regressed Prices |
| Timeline |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for APT Pink Sheet Analysis
When running APT Systems' price analysis, check to measure APT Systems' 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 APT Systems is operating at the current time. Most of APT Systems' value examination focuses on studying past and present price action to predict the probability of APT Systems' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move APT Systems' price. Additionally, you may evaluate how the addition of APT Systems to your portfolios can decrease your overall portfolio volatility.