Advantest Corp Drc Stock Market Value
| ATEYY Stock | USD 129.51 2.25 1.77% |
| Symbol | Advantest |
Advantest Corp '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 Advantest Corp'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 Advantest Corp.
| 05/28/2025 |
| 12/24/2025 |
If you would invest 0.00 in Advantest Corp on May 28, 2025 and sell it all today you would earn a total of 0.00 from holding Advantest Corp DRC or generate 0.0% return on investment in Advantest Corp over 210 days. Advantest Corporation manufactures and sells semiconductor and component test system products and mechatronics-related p... More
Advantest Corp 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 Advantest Corp'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 Advantest Corp DRC upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.76 | |||
| Information Ratio | 0.0721 | |||
| Maximum Drawdown | 24.31 | |||
| Value At Risk | (5.43) | |||
| Potential Upside | 6.0 |
Advantest Corp Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Advantest Corp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Advantest Corp's standard deviation. In reality, there are many statistical measures that can use Advantest Corp historical prices to predict the future Advantest Corp's volatility.| Risk Adjusted Performance | 0.0705 | |||
| Jensen Alpha | 0.2301 | |||
| Total Risk Alpha | 0.0129 | |||
| Sortino Ratio | 0.0784 | |||
| Treynor Ratio | 0.1674 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Advantest Corp'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.
Advantest Corp DRC Backtested Returns
Advantest Corp appears to be very steady, given 3 months investment horizon. Advantest Corp DRC 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 have found twenty-nine technical indicators for Advantest Corp DRC, which you can use to evaluate the volatility of the firm. Please makes use of Advantest Corp's Downside Deviation of 3.76, risk adjusted performance of 0.0705, and Mean Deviation of 2.92 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Advantest Corp holds a performance score of 9. The firm shows a Beta (market volatility) of 2.11, 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, Advantest Corp will likely underperform. Please check Advantest Corp's potential upside, as well as the relationship between the accumulation distribution and price action indicator , to make a quick decision on whether Advantest Corp's price patterns will revert.
Auto-correlation | 0.71 |
Good predictability
Advantest Corp DRC has good predictability. Overlapping area represents the amount of predictability between Advantest Corp time series from 28th of May 2025 to 10th of September 2025 and 10th of September 2025 to 24th 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 Advantest Corp DRC price movement. The serial correlation of 0.71 indicates that around 71.0% of current Advantest Corp price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.71 | |
| Spearman Rank Test | 0.51 | |
| Residual Average | 0.0 | |
| Price Variance | 198.3 |
Advantest Corp DRC lagged returns against current returns
Autocorrelation, which is Advantest Corp 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 Advantest Corp's pink sheet expected returns. We can calculate the autocorrelation of Advantest Corp returns to help us make a trade decision. For example, suppose you find that Advantest Corp 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 |
Advantest Corp 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 Advantest Corp pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Advantest Corp pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Advantest Corp pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Advantest Corp Lagged Returns
When evaluating Advantest Corp's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Advantest Corp pink sheet have on its future price. Advantest Corp 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, Advantest Corp autocorrelation shows the relationship between Advantest Corp pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Advantest Corp DRC.
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.Additional Tools for Advantest Pink Sheet Analysis
When running Advantest Corp's price analysis, check to measure Advantest Corp's 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 Advantest Corp is operating at the current time. Most of Advantest Corp's value examination focuses on studying past and present price action to predict the probability of Advantest Corp's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Advantest Corp's price. Additionally, you may evaluate how the addition of Advantest Corp to your portfolios can decrease your overall portfolio volatility.