Ashtead Group Plc Stock Market Value
| ASHTF Stock | USD 67.35 0.85 1.28% |
| Symbol | Ashtead |
Ashtead 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 Ashtead 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 Ashtead Group.
| 11/01/2025 |
| 01/30/2026 |
If you would invest 0.00 in Ashtead Group on November 1, 2025 and sell it all today you would earn a total of 0.00 from holding Ashtead Group plc or generate 0.0% return on investment in Ashtead Group over 90 days. Ashtead Group is related to or competes with East Japan, FUJIFILM Holdings, East Japan, Wolters Kluwer, International Consolidated, Wolters Kluwer, and FUJIFILM Holdings. Ashtead Group plc, together with its subsidiaries, engages in the construction, industrial, and general equipment rental... More
Ashtead 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 Ashtead 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 Ashtead Group plc upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 16.3 | |||
| Value At Risk | (3.56) | |||
| Potential Upside | 3.95 |
Ashtead Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ashtead Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ashtead Group's standard deviation. In reality, there are many statistical measures that can use Ashtead Group historical prices to predict the future Ashtead Group's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.18) | |||
| Total Risk Alpha | (0.28) | |||
| Treynor Ratio | (0.06) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Ashtead 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.
Ashtead Group January 30, 2026 Technical Indicators
| Cycle Indicators | ||
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| Math Transform | ||
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| Volume Indicators |
| Risk Adjusted Performance | (0.02) | |||
| Market Risk Adjusted Performance | (0.05) | |||
| Mean Deviation | 1.88 | |||
| Coefficient Of Variation | (3,034) | |||
| Standard Deviation | 2.6 | |||
| Variance | 6.76 | |||
| Information Ratio | (0.06) | |||
| Jensen Alpha | (0.18) | |||
| Total Risk Alpha | (0.28) | |||
| Treynor Ratio | (0.06) | |||
| Maximum Drawdown | 16.3 | |||
| Value At Risk | (3.56) | |||
| Potential Upside | 3.95 | |||
| Skewness | 0.3275 | |||
| Kurtosis | 2.01 |
Ashtead Group plc Backtested Returns
At this point, Ashtead Group is out of control. Ashtead Group plc secures Sharpe Ratio (or Efficiency) of 0.0353, which signifies that the company had a 0.0353 % return per unit of standard deviation over the last 3 months. We have found twenty-two technical indicators for Ashtead Group plc, which you can use to evaluate the volatility of the firm. Please confirm Ashtead Group's mean deviation of 1.88, and Risk Adjusted Performance of (0.02) to double-check if the risk estimate we provide is consistent with the expected return of 0.0934%. Ashtead Group has a performance score of 2 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 1.69, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Ashtead Group will likely underperform. Ashtead Group plc right now shows a risk of 2.65%. Please confirm Ashtead Group plc potential upside, and the relationship between the jensen alpha and rate of daily change , to decide if Ashtead Group plc will be following its price patterns.
Auto-correlation | -0.48 |
Modest reverse predictability
Ashtead Group plc has modest reverse predictability. Overlapping area represents the amount of predictability between Ashtead Group time series from 1st of November 2025 to 16th of December 2025 and 16th of December 2025 to 30th 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 Ashtead Group plc price movement. The serial correlation of -0.48 indicates that about 48.0% of current Ashtead Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.48 | |
| Spearman Rank Test | -0.12 | |
| Residual Average | 0.0 | |
| Price Variance | 4.52 |
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Other Information on Investing in Ashtead Pink Sheet
Ashtead Group financial ratios help investors to determine whether Ashtead 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 Ashtead with respect to the benefits of owning Ashtead Group security.