ASTORIA INVESTMENT (Mauritius) Market Value
| ATIL Stock | 0.32 0.00 0.00% |
| Symbol | ASTORIA |
ASTORIA INVESTMENT '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 ASTORIA INVESTMENT's stock 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 ASTORIA INVESTMENT.
| 10/23/2024 |
| 11/22/2024 |
If you would invest 0.00 in ASTORIA INVESTMENT on October 23, 2024 and sell it all today you would earn a total of 0.00 from holding ASTORIA INVESTMENT LTD or generate 0.0% return on investment in ASTORIA INVESTMENT over 30 days.
ASTORIA INVESTMENT 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 ASTORIA INVESTMENT's stock 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 ASTORIA INVESTMENT LTD upside and downside potential and time the market with a certain degree of confidence.
ASTORIA INVESTMENT Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for ASTORIA INVESTMENT's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ASTORIA INVESTMENT's standard deviation. In reality, there are many statistical measures that can use ASTORIA INVESTMENT historical prices to predict the future ASTORIA INVESTMENT's volatility.ASTORIA INVESTMENT LTD Backtested Returns
We have found three technical indicators for ASTORIA INVESTMENT LTD, which you can use to evaluate the volatility of the firm. The firm shows a Beta (market volatility) of 0.0, which signifies not very significant fluctuations relative to the market. the returns on MARKET and ASTORIA INVESTMENT are completely uncorrelated.
Auto-correlation | 1.00 |
Perfect predictability
ASTORIA INVESTMENT LTD has perfect predictability. Overlapping area represents the amount of predictability between ASTORIA INVESTMENT time series from 23rd of October 2024 to 7th of November 2024 and 7th of November 2024 to 22nd of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of ASTORIA INVESTMENT LTD price movement. The serial correlation of 1.0 indicates that 100.0% of current ASTORIA INVESTMENT price fluctuation can be explain by its past prices.
| Correlation Coefficient | 1.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
ASTORIA INVESTMENT LTD lagged returns against current returns
Autocorrelation, which is ASTORIA INVESTMENT stock'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 ASTORIA INVESTMENT's stock expected returns. We can calculate the autocorrelation of ASTORIA INVESTMENT returns to help us make a trade decision. For example, suppose you find that ASTORIA INVESTMENT has exhibited high autocorrelation historically, and you observe that the stock 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 |
ASTORIA INVESTMENT 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 ASTORIA INVESTMENT stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if ASTORIA INVESTMENT stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in ASTORIA INVESTMENT stock over time.
Current vs Lagged Prices |
| Timeline |
ASTORIA INVESTMENT Lagged Returns
When evaluating ASTORIA INVESTMENT's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of ASTORIA INVESTMENT stock have on its future price. ASTORIA INVESTMENT 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, ASTORIA INVESTMENT autocorrelation shows the relationship between ASTORIA INVESTMENT stock current value and its past values and can show if there is a momentum factor associated with investing in ASTORIA INVESTMENT LTD.
Regressed Prices |
| Timeline |
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