Analytixinsight Stock Market Value
| ATIXF Stock | USD 0.03 0 10.34% |
| Symbol | AnalytixInsight |
AnalytixInsight '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 AnalytixInsight'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 AnalytixInsight.
| 12/22/2024 |
| 01/21/2025 |
If you would invest 0.00 in AnalytixInsight on December 22, 2024 and sell it all today you would earn a total of 0.00 from holding AnalytixInsight or generate 0.0% return on investment in AnalytixInsight over 30 days. AnalytixInsight is related to or competes with Agent Information, and BASE. AnalytixInsight Inc. operates as a data analytics and enterprise software solutions provider to worldwide institutions a... More
AnalytixInsight 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 AnalytixInsight'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 AnalytixInsight upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 20.88 | |||
| Information Ratio | 0.1488 | |||
| Maximum Drawdown | 85.32 | |||
| Value At Risk | (25.00) | |||
| Potential Upside | 42.47 |
AnalytixInsight Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for AnalytixInsight's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as AnalytixInsight's standard deviation. In reality, there are many statistical measures that can use AnalytixInsight historical prices to predict the future AnalytixInsight's volatility.| Risk Adjusted Performance | 0.1351 | |||
| Jensen Alpha | 3.06 | |||
| Total Risk Alpha | 2.57 | |||
| Sortino Ratio | 0.1452 | |||
| Treynor Ratio | (10.97) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of AnalytixInsight'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.
AnalytixInsight Backtested Returns
AnalytixInsight is out of control given 3 months investment horizon. AnalytixInsight secures Sharpe Ratio (or Efficiency) of 0.13, which signifies that the company had a 0.13 % return per unit of standard deviation over the last 3 months. We have analyzed and interpolated twenty-seven different technical indicators, which can help you to evaluate if expected returns of 2.58% are justified by taking the suggested risk. Use AnalytixInsight mean deviation of 14.66, and Risk Adjusted Performance of 0.1351 to evaluate company specific risk that cannot be diversified away. AnalytixInsight holds a performance score of 10 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of -0.28, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning AnalytixInsight are expected to decrease at a much lower rate. During the bear market, AnalytixInsight is likely to outperform the market. Use AnalytixInsight coefficient of variation and the relationship between the treynor ratio and rate of daily change , to analyze future returns on AnalytixInsight.
Auto-correlation | 0.39 |
Below average predictability
AnalytixInsight has below average predictability. Overlapping area represents the amount of predictability between AnalytixInsight time series from 22nd of December 2024 to 6th of January 2025 and 6th of January 2025 to 21st 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 AnalytixInsight price movement. The serial correlation of 0.39 indicates that just about 39.0% of current AnalytixInsight price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.39 | |
| Spearman Rank Test | 0.33 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
AnalytixInsight lagged returns against current returns
Autocorrelation, which is AnalytixInsight 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 AnalytixInsight's pink sheet expected returns. We can calculate the autocorrelation of AnalytixInsight returns to help us make a trade decision. For example, suppose you find that AnalytixInsight 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 |
AnalytixInsight 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 AnalytixInsight pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if AnalytixInsight pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in AnalytixInsight pink sheet over time.
Current vs Lagged Prices |
| Timeline |
AnalytixInsight Lagged Returns
When evaluating AnalytixInsight's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of AnalytixInsight pink sheet have on its future price. AnalytixInsight 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, AnalytixInsight autocorrelation shows the relationship between AnalytixInsight pink sheet current value and its past values and can show if there is a momentum factor associated with investing in AnalytixInsight.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in AnalytixInsight Pink Sheet
AnalytixInsight financial ratios help investors to determine whether AnalytixInsight 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 AnalytixInsight with respect to the benefits of owning AnalytixInsight security.