Atlas Copco Ab Stock Market Value
| ATLPF Stock | USD 17.58 0.43 2.39% |
| Symbol | Atlas |
Atlas Copco '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 Atlas Copco'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 Atlas Copco.
| 12/06/2025 |
| 01/05/2026 |
If you would invest 0.00 in Atlas Copco on December 6, 2025 and sell it all today you would earn a total of 0.00 from holding Atlas Copco AB or generate 0.0% return on investment in Atlas Copco over 30 days. Atlas Copco is related to or competes with Kone Oyj, IHI Corp, Hitachi, Wartsila Oyj, Recruit Holdings, BAE Systems, and VINCI SA. Atlas Copco AB, together with its subsidiaries, provides productivity solutions More
Atlas Copco 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 Atlas Copco'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 Atlas Copco AB upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.4 | |||
| Information Ratio | 0.0214 | |||
| Maximum Drawdown | 14.13 | |||
| Value At Risk | (3.49) | |||
| Potential Upside | 3.29 |
Atlas Copco Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Atlas Copco's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Atlas Copco's standard deviation. In reality, there are many statistical measures that can use Atlas Copco historical prices to predict the future Atlas Copco's volatility.| Risk Adjusted Performance | 0.0416 | |||
| Jensen Alpha | 0.0337 | |||
| Total Risk Alpha | (0.08) | |||
| Sortino Ratio | 0.0153 | |||
| Treynor Ratio | 0.0814 |
Atlas Copco AB Backtested Returns
Atlas Copco AB secures Sharpe Ratio (or Efficiency) of close to zero, which signifies that the company had a close to zero % return per unit of risk over the last 3 months. Atlas Copco AB exposes twenty-eight different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Atlas Copco's Risk Adjusted Performance of 0.0416, mean deviation of 1.21, and Downside Deviation of 3.4 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 1.33, 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, Atlas Copco will likely underperform. At this point, Atlas Copco AB has a negative expected return of -0.0166%. Please make sure to confirm Atlas Copco's total risk alpha, expected short fall, period momentum indicator, as well as the relationship between the value at risk and rate of daily change , to decide if Atlas Copco AB performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.07 |
Virtually no predictability
Atlas Copco AB has virtually no predictability. Overlapping area represents the amount of predictability between Atlas Copco time series from 6th of December 2025 to 21st of December 2025 and 21st of December 2025 to 5th 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 Atlas Copco AB price movement. The serial correlation of 0.07 indicates that barely 7.0% of current Atlas Copco price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.07 | |
| Spearman Rank Test | -0.15 | |
| Residual Average | 0.0 | |
| Price Variance | 0.13 |
Atlas Copco AB lagged returns against current returns
Autocorrelation, which is Atlas Copco 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 Atlas Copco's pink sheet expected returns. We can calculate the autocorrelation of Atlas Copco returns to help us make a trade decision. For example, suppose you find that Atlas Copco 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 |
Atlas Copco 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 Atlas Copco pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Atlas Copco pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Atlas Copco pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Atlas Copco Lagged Returns
When evaluating Atlas Copco's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Atlas Copco pink sheet have on its future price. Atlas Copco 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, Atlas Copco autocorrelation shows the relationship between Atlas Copco pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Atlas Copco AB.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Atlas Pink Sheet
Atlas Copco financial ratios help investors to determine whether Atlas 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 Atlas with respect to the benefits of owning Atlas Copco security.