Active Energy Group Stock Market Value
| ATGVF Stock | USD 0 0.00 0.00% |
| Symbol | Active |
Active Energy '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 Active Energy'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 Active Energy.
| 12/31/2024 |
| 12/26/2025 |
If you would invest 0.00 in Active Energy on December 31, 2024 and sell it all today you would earn a total of 0.00 from holding Active Energy Group or generate 0.0% return on investment in Active Energy over 360 days. Active Energy Group Plc, a renewable energy company, develops and produces biomass products in the United Kingdom and in... More
Active Energy 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 Active Energy'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 Active Energy Group upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1214 | |||
| Maximum Drawdown | 9828.37 |
Active Energy Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Active Energy's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Active Energy's standard deviation. In reality, there are many statistical measures that can use Active Energy historical prices to predict the future Active Energy's volatility.| Risk Adjusted Performance | 0.0955 | |||
| Jensen Alpha | 155.24 | |||
| Total Risk Alpha | 25.94 | |||
| Treynor Ratio | (1.05) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Active Energy'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.
Active Energy Group Backtested Returns
Active Energy Group 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. Active Energy Group exposes sixteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Active Energy's Risk Adjusted Performance of 0.0955, mean deviation of 290.44, and Standard Deviation of 1197.99 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -138.05, which signifies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Active Energy are expected to decrease by larger amounts. On the other hand, during market turmoil, Active Energy is expected to outperform it. At this point, Active Energy Group has a negative expected return of -1.96%. Please make sure to confirm Active Energy's treynor ratio and rate of daily change , to decide if Active Energy Group performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.1 |
Very weak reverse predictability
Active Energy Group has very weak reverse predictability. Overlapping area represents the amount of predictability between Active Energy time series from 31st of December 2024 to 29th of June 2025 and 29th of June 2025 to 26th 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 Active Energy Group price movement. The serial correlation of -0.1 indicates that less than 10.0% of current Active Energy price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.1 | |
| Spearman Rank Test | -0.56 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Active Energy Group lagged returns against current returns
Autocorrelation, which is Active Energy 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 Active Energy's pink sheet expected returns. We can calculate the autocorrelation of Active Energy returns to help us make a trade decision. For example, suppose you find that Active Energy 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 |
Active Energy 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 Active Energy pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Active Energy pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Active Energy pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Active Energy Lagged Returns
When evaluating Active Energy's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Active Energy pink sheet have on its future price. Active Energy 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, Active Energy autocorrelation shows the relationship between Active Energy pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Active Energy Group.
Regressed Prices |
| Timeline |
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Other Information on Investing in Active Pink Sheet
Active Energy financial ratios help investors to determine whether Active 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 Active with respect to the benefits of owning Active Energy security.