Alphatime Acquisition Corp Stock Market Value
| ATMC Stock | 11.31 0.01 0.09% |
| Symbol | AlphaTime |
AlphaTime Acquisition Price To Book Ratio
Is Asset Management & Custody Banks space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of AlphaTime Acquisition. If investors know AlphaTime will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about AlphaTime Acquisition listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth (0.28) | Earnings Share (0.50) | Return On Equity 0.0553 |
The market value of AlphaTime Acquisition is measured differently than its book value, which is the value of AlphaTime that is recorded on the company's balance sheet. Investors also form their own opinion of AlphaTime Acquisition's value that differs from its market value or its book value, called intrinsic value, which is AlphaTime Acquisition's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because AlphaTime Acquisition's market value can be influenced by many factors that don't directly affect AlphaTime Acquisition's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between AlphaTime Acquisition's value and its price as these two are different measures arrived at by different means. Investors typically determine if AlphaTime Acquisition is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, AlphaTime Acquisition's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
AlphaTime Acquisition '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 AlphaTime Acquisition'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 AlphaTime Acquisition.
| 05/31/2024 |
| 11/27/2024 |
If you would invest 0.00 in AlphaTime Acquisition on May 31, 2024 and sell it all today you would earn a total of 0.00 from holding AlphaTime Acquisition Corp or generate 0.0% return on investment in AlphaTime Acquisition over 180 days. AlphaTime Acquisition is related to or competes with Patria Latin, ABIVAX Société, Pinnacle Sherman, Morningstar Unconstrained, SPACE, Knife River, and Capital Income. AlphaTime Acquisition is entity of United States More
AlphaTime Acquisition 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 AlphaTime Acquisition'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 AlphaTime Acquisition Corp upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (1.18) | |||
| Maximum Drawdown | 0.7108 | |||
| Value At Risk | (0.09) | |||
| Potential Upside | 0.0893 |
AlphaTime Acquisition Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for AlphaTime Acquisition's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as AlphaTime Acquisition's standard deviation. In reality, there are many statistical measures that can use AlphaTime Acquisition historical prices to predict the future AlphaTime Acquisition's volatility.| Risk Adjusted Performance | 0.0707 | |||
| Jensen Alpha | 0.0063 | |||
| Total Risk Alpha | (0.01) | |||
| Treynor Ratio | 0.7488 |
AlphaTime Acquisition Backtested Returns
At this point, AlphaTime Acquisition is very steady. AlphaTime Acquisition secures Sharpe Ratio (or Efficiency) of 0.22, which signifies that the company had a 0.22% return per unit of risk over the last 3 months. We have found twenty-two technical indicators for AlphaTime Acquisition Corp, which you can use to evaluate the volatility of the firm. Please confirm AlphaTime Acquisition's Risk Adjusted Performance of 0.0707, standard deviation of 0.0953, and Mean Deviation of 0.0481 to double-check if the risk estimate we provide is consistent with the expected return of 0.0209%. AlphaTime Acquisition has a performance score of 17 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.0101, which signifies not very significant fluctuations relative to the market. As returns on the market increase, AlphaTime Acquisition's returns are expected to increase less than the market. However, during the bear market, the loss of holding AlphaTime Acquisition is expected to be smaller as well. AlphaTime Acquisition right now shows a risk of 0.0935%. Please confirm AlphaTime Acquisition skewness, and the relationship between the treynor ratio and rate of daily change , to decide if AlphaTime Acquisition will be following its price patterns.
Auto-correlation | 0.94 |
Excellent predictability
AlphaTime Acquisition Corp has excellent predictability. Overlapping area represents the amount of predictability between AlphaTime Acquisition time series from 31st of May 2024 to 29th of August 2024 and 29th of August 2024 to 27th 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 AlphaTime Acquisition price movement. The serial correlation of 0.94 indicates that approximately 94.0% of current AlphaTime Acquisition price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.94 | |
| Spearman Rank Test | 0.97 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
AlphaTime Acquisition lagged returns against current returns
Autocorrelation, which is AlphaTime Acquisition 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 AlphaTime Acquisition's stock expected returns. We can calculate the autocorrelation of AlphaTime Acquisition returns to help us make a trade decision. For example, suppose you find that AlphaTime Acquisition 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 |
AlphaTime Acquisition 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 AlphaTime Acquisition stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if AlphaTime Acquisition stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in AlphaTime Acquisition stock over time.
Current vs Lagged Prices |
| Timeline |
AlphaTime Acquisition Lagged Returns
When evaluating AlphaTime Acquisition's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of AlphaTime Acquisition stock have on its future price. AlphaTime Acquisition 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, AlphaTime Acquisition autocorrelation shows the relationship between AlphaTime Acquisition stock current value and its past values and can show if there is a momentum factor associated with investing in AlphaTime Acquisition Corp.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.When determining whether AlphaTime Acquisition is a strong investment it is important to analyze AlphaTime Acquisition's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact AlphaTime Acquisition's future performance. For an informed investment choice regarding AlphaTime Stock, refer to the following important reports:Check out AlphaTime Acquisition Correlation, AlphaTime Acquisition Volatility and AlphaTime Acquisition Alpha and Beta module to complement your research on AlphaTime Acquisition. You can also try the Portfolio Diagnostics module to use generated alerts and portfolio events aggregator to diagnose current holdings.
AlphaTime Acquisition technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.