Aristocrat Group Corp Stock Market Value
| ASCC Stock | USD 0.02 0.01 42.86% |
| Symbol | Aristocrat |
Aristocrat Group '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 Aristocrat Group'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 Aristocrat Group.
| 02/11/2023 |
| 01/31/2025 |
If you would invest 0.00 in Aristocrat Group on February 11, 2023 and sell it all today you would earn a total of 0.00 from holding Aristocrat Group Corp or generate 0.0% return on investment in Aristocrat Group over 720 days. Aristocrat Group is related to or competes with Becle SA, Naked Wines, Willamette Valley, and Andrew Peller. Aristocrat Group Corp. through its subsidiary, Top Shelf Distributing, LLC, focuses on developing distilled spirits line... More
Aristocrat Group 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 Aristocrat Group'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 Aristocrat Group Corp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 36.54 | |||
| Information Ratio | 0.122 | |||
| Maximum Drawdown | 197.4 | |||
| Value At Risk | (26.32) | |||
| Potential Upside | 14.29 |
Aristocrat Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Aristocrat Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Aristocrat Group's standard deviation. In reality, there are many statistical measures that can use Aristocrat Group historical prices to predict the future Aristocrat Group's volatility.| Risk Adjusted Performance | 0.1144 | |||
| Jensen Alpha | 4.35 | |||
| Total Risk Alpha | 0.5342 | |||
| Sortino Ratio | 0.1031 | |||
| Treynor Ratio | (0.71) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Aristocrat Group'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.
Aristocrat Group Corp Backtested Returns
Aristocrat Group is out of control given 3 months investment horizon. Aristocrat Group Corp secures Sharpe Ratio (or Efficiency) of 0.14, which signifies that the company had a 0.14 % return per unit of risk over the last 3 months. We were able to break down twenty-seven different technical indicators, which can help you to evaluate if expected returns of 4.6% are justified by taking the suggested risk. Use Aristocrat Group Mean Deviation of 12.21, risk adjusted performance of 0.1144, and Downside Deviation of 36.54 to evaluate company specific risk that cannot be diversified away. Aristocrat Group holds a performance score of 11 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of -5.44, which signifies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Aristocrat Group are expected to decrease by larger amounts. On the other hand, during market turmoil, Aristocrat Group is expected to outperform it. Use Aristocrat Group sortino ratio, potential upside, and the relationship between the jensen alpha and maximum drawdown , to analyze future returns on Aristocrat Group.
Auto-correlation | 0.09 |
Virtually no predictability
Aristocrat Group Corp has virtually no predictability. Overlapping area represents the amount of predictability between Aristocrat Group time series from 11th of February 2023 to 6th of February 2024 and 6th of February 2024 to 31st 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 Aristocrat Group Corp price movement. The serial correlation of 0.09 indicates that less than 9.0% of current Aristocrat Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.09 | |
| Spearman Rank Test | 0.23 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Aristocrat Group Corp lagged returns against current returns
Autocorrelation, which is Aristocrat Group 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 Aristocrat Group's pink sheet expected returns. We can calculate the autocorrelation of Aristocrat Group returns to help us make a trade decision. For example, suppose you find that Aristocrat Group 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 |
Aristocrat Group 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 Aristocrat Group pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Aristocrat Group pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Aristocrat Group pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Aristocrat Group Lagged Returns
When evaluating Aristocrat Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Aristocrat Group pink sheet have on its future price. Aristocrat Group 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, Aristocrat Group autocorrelation shows the relationship between Aristocrat Group pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Aristocrat Group Corp.
Regressed Prices |
| Timeline |
Also Currently Popular
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.Other Information on Investing in Aristocrat Pink Sheet
Aristocrat Group financial ratios help investors to determine whether Aristocrat 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 Aristocrat with respect to the benefits of owning Aristocrat Group security.