Arev Nanotec Brands Stock Market Value
| AREVF Stock | USD 0.0005 0.00 0.00% |
| Symbol | AREV |
AREV NanoTec '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 AREV NanoTec'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 AREV NanoTec.
| 11/29/2025 |
| 12/29/2025 |
If you would invest 0.00 in AREV NanoTec on November 29, 2025 and sell it all today you would earn a total of 0.00 from holding AREV NanoTec Brands or generate 0.0% return on investment in AREV NanoTec over 30 days. AREV Life Sciences Global Corp., an integrated life science discovery company, produces and sells functional ingredients... More
AREV NanoTec 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 AREV NanoTec'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 AREV NanoTec Brands upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.13) | |||
| Maximum Drawdown | 95.0 |
AREV NanoTec Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for AREV NanoTec's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as AREV NanoTec's standard deviation. In reality, there are many statistical measures that can use AREV NanoTec historical prices to predict the future AREV NanoTec's volatility.| Risk Adjusted Performance | (0.08) | |||
| Jensen Alpha | (1.33) | |||
| Total Risk Alpha | (2.70) | |||
| Treynor Ratio | 0.9302 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of AREV NanoTec'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.
AREV NanoTec Brands Backtested Returns
AREV NanoTec Brands 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. AREV NanoTec Brands exposes sixteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm AREV NanoTec's Mean Deviation of 2.84, risk adjusted performance of (0.08), and Standard Deviation of 11.69 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -1.56, which signifies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning AREV NanoTec are expected to decrease by larger amounts. On the other hand, during market turmoil, AREV NanoTec is expected to outperform it. At this point, AREV NanoTec Brands has a negative expected return of -1.46%. Please make sure to confirm AREV NanoTec's variance, as well as the relationship between the skewness and day typical price , to decide if AREV NanoTec Brands performance from the past will be repeated in the future.
Auto-correlation | 0.00 |
No correlation between past and present
AREV NanoTec Brands has no correlation between past and present. Overlapping area represents the amount of predictability between AREV NanoTec time series from 29th of November 2025 to 14th of December 2025 and 14th of December 2025 to 29th of December 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 AREV NanoTec Brands price movement. The serial correlation of 0.0 indicates that just 0.0% of current AREV NanoTec 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 |
AREV NanoTec Brands lagged returns against current returns
Autocorrelation, which is AREV NanoTec 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 AREV NanoTec's pink sheet expected returns. We can calculate the autocorrelation of AREV NanoTec returns to help us make a trade decision. For example, suppose you find that AREV NanoTec 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 |
AREV NanoTec 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 AREV NanoTec pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if AREV NanoTec pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in AREV NanoTec pink sheet over time.
Current vs Lagged Prices |
| Timeline |
AREV NanoTec Lagged Returns
When evaluating AREV NanoTec's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of AREV NanoTec pink sheet have on its future price. AREV NanoTec 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, AREV NanoTec autocorrelation shows the relationship between AREV NanoTec pink sheet current value and its past values and can show if there is a momentum factor associated with investing in AREV NanoTec Brands.
Regressed Prices |
| Timeline |
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Other Information on Investing in AREV Pink Sheet
AREV NanoTec financial ratios help investors to determine whether AREV 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 AREV with respect to the benefits of owning AREV NanoTec security.