Atlas Copco Ab Stock Market Value
| ATLPF Stock | USD 20.21 0.20 1.00% |
| 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.
| 11/05/2025 |
| 02/03/2026 |
If you would invest 0.00 in Atlas Copco on November 5, 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 90 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 | 4.1 | |||
| Information Ratio | 0.0658 | |||
| Maximum Drawdown | 18.78 | |||
| Value At Risk | (5.08) | |||
| Potential Upside | 8.03 |
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 | 0.0688 | |||
| Jensen Alpha | 0.2109 | |||
| Total Risk Alpha | 0.0566 | |||
| Sortino Ratio | 0.0511 | |||
| Treynor Ratio | 0.2642 |
Atlas Copco February 3, 2026 Technical Indicators
| Cycle Indicators | ||
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| Math Transform | ||
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| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0688 | |||
| Market Risk Adjusted Performance | 0.2742 | |||
| Mean Deviation | 1.73 | |||
| Semi Deviation | 1.92 | |||
| Downside Deviation | 4.1 | |||
| Coefficient Of Variation | 1199.61 | |||
| Standard Deviation | 3.18 | |||
| Variance | 10.12 | |||
| Information Ratio | 0.0658 | |||
| Jensen Alpha | 0.2109 | |||
| Total Risk Alpha | 0.0566 | |||
| Sortino Ratio | 0.0511 | |||
| Treynor Ratio | 0.2642 | |||
| Maximum Drawdown | 18.78 | |||
| Value At Risk | (5.08) | |||
| Potential Upside | 8.03 | |||
| Downside Variance | 16.82 | |||
| Semi Variance | 3.69 | |||
| Expected Short fall | (4.33) | |||
| Skewness | 1.33 | |||
| Kurtosis | 4.59 |
Atlas Copco AB Backtested Returns
Atlas Copco appears to be not too volatile, given 3 months investment horizon. Atlas Copco AB secures Sharpe Ratio (or Efficiency) of 0.11, which signifies that the company had a 0.11 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Atlas Copco AB, which you can use to evaluate the volatility of the firm. Please makes use of Atlas Copco's Risk Adjusted Performance of 0.0688, mean deviation of 1.73, and Downside Deviation of 4.1 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Atlas Copco holds a performance score of 9. The firm shows a Beta (market volatility) of 0.97, which signifies possible diversification benefits within a given portfolio. Atlas Copco returns are very sensitive to returns on the market. As the market goes up or down, Atlas Copco is expected to follow. Please check 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 make a quick decision on whether Atlas Copco's price patterns will revert.
Auto-correlation | 0.73 |
Good predictability
Atlas Copco AB has good predictability. Overlapping area represents the amount of predictability between Atlas Copco time series from 5th of November 2025 to 20th of December 2025 and 20th of December 2025 to 3rd of February 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 0.73 indicates that around 73.0% of current Atlas Copco price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.73 | |
| Spearman Rank Test | 0.64 | |
| Residual Average | 0.0 | |
| Price Variance | 1.67 |
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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.