Alphavest Acquisition Corp Stock Market Value
| ATMVR Stock | 0.14 0.02 12.50% |
| Symbol | AlphaVest |
AlphaVest Acquisition Company Valuation
Is Multi-Sector Holdings 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 AlphaVest Acquisition. If investors know AlphaVest 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 AlphaVest 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 (0.29) | Return On Assets (0.01) | Return On Equity 0.2528 |
The market value of AlphaVest Acquisition is measured differently than its book value, which is the value of AlphaVest that is recorded on the company's balance sheet. Investors also form their own opinion of AlphaVest Acquisition's value that differs from its market value or its book value, called intrinsic value, which is AlphaVest 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 AlphaVest Acquisition's market value can be influenced by many factors that don't directly affect AlphaVest 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 AlphaVest Acquisition's value and its price as these two are different measures arrived at by different means. Investors typically determine if AlphaVest Acquisition is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, AlphaVest 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.
AlphaVest 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 AlphaVest 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 AlphaVest Acquisition.
| 06/08/2023 |
| 11/29/2024 |
If you would invest 0.00 in AlphaVest Acquisition on June 8, 2023 and sell it all today you would earn a total of 0.00 from holding AlphaVest Acquisition Corp or generate 0.0% return on investment in AlphaVest Acquisition over 540 days. AlphaVest Acquisition is related to or competes with National Vision, Meiwu Technology, Titan Machinery, Perseus Mining, SunLink Health, and Cedar Realty. AlphaVest Acquisition is entity of United States More
AlphaVest 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 AlphaVest 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 AlphaVest Acquisition Corp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 19.24 | |||
| Information Ratio | 0.052 | |||
| Maximum Drawdown | 70.0 | |||
| Value At Risk | (20.00) | |||
| Potential Upside | 28.67 |
AlphaVest Acquisition Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for AlphaVest Acquisition's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as AlphaVest Acquisition's standard deviation. In reality, there are many statistical measures that can use AlphaVest Acquisition historical prices to predict the future AlphaVest Acquisition's volatility.| Risk Adjusted Performance | 0.056 | |||
| Jensen Alpha | 1.24 | |||
| Total Risk Alpha | (1.29) | |||
| Sortino Ratio | 0.0385 | |||
| Treynor Ratio | (0.26) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of AlphaVest Acquisition'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.
AlphaVest Acquisition Backtested Returns
AlphaVest Acquisition is out of control given 3 months investment horizon. AlphaVest Acquisition secures Sharpe Ratio (or Efficiency) of 0.13, which signifies that the company had a 0.13% return per unit of risk over the last 3 months. We were able to interpolate and analyze data for twenty-seven different technical indicators, which can help you to evaluate if expected returns of 20.53% are justified by taking the suggested risk. Use AlphaVest Acquisition Mean Deviation of 8.32, downside deviation of 19.24, and Risk Adjusted Performance of 0.056 to evaluate company specific risk that cannot be diversified away. AlphaVest Acquisition holds a performance score of 10 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of -3.33, which signifies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning AlphaVest Acquisition are expected to decrease by larger amounts. On the other hand, during market turmoil, AlphaVest Acquisition is expected to outperform it. Use AlphaVest Acquisition maximum drawdown, as well as the relationship between the skewness and price action indicator , to analyze future returns on AlphaVest Acquisition.
Auto-correlation | -0.17 |
Insignificant reverse predictability
AlphaVest Acquisition Corp has insignificant reverse predictability. Overlapping area represents the amount of predictability between AlphaVest Acquisition time series from 8th of June 2023 to 4th of March 2024 and 4th of March 2024 to 29th 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 AlphaVest Acquisition price movement. The serial correlation of -0.17 indicates that over 17.0% of current AlphaVest Acquisition price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.17 | |
| Spearman Rank Test | -0.32 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
AlphaVest Acquisition lagged returns against current returns
Autocorrelation, which is AlphaVest 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 AlphaVest Acquisition's stock expected returns. We can calculate the autocorrelation of AlphaVest Acquisition returns to help us make a trade decision. For example, suppose you find that AlphaVest 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 |
AlphaVest 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 AlphaVest Acquisition stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if AlphaVest Acquisition stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in AlphaVest Acquisition stock over time.
Current vs Lagged Prices |
| Timeline |
AlphaVest Acquisition Lagged Returns
When evaluating AlphaVest Acquisition's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of AlphaVest Acquisition stock have on its future price. AlphaVest 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, AlphaVest Acquisition autocorrelation shows the relationship between AlphaVest Acquisition stock current value and its past values and can show if there is a momentum factor associated with investing in AlphaVest Acquisition Corp.
Regressed Prices |
| Timeline |
Pair Trading with AlphaVest Acquisition
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if AlphaVest Acquisition position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in AlphaVest Acquisition will appreciate offsetting losses from the drop in the long position's value.Moving against AlphaVest Stock
The ability to find closely correlated positions to AlphaVest Acquisition could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace AlphaVest Acquisition when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back AlphaVest Acquisition - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling AlphaVest Acquisition Corp to buy it.
The correlation of AlphaVest Acquisition is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as AlphaVest Acquisition moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if AlphaVest Acquisition moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for AlphaVest Acquisition can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Additional Tools for AlphaVest Stock Analysis
When running AlphaVest Acquisition's price analysis, check to measure AlphaVest Acquisition's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy AlphaVest Acquisition is operating at the current time. Most of AlphaVest Acquisition's value examination focuses on studying past and present price action to predict the probability of AlphaVest Acquisition's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move AlphaVest Acquisition's price. Additionally, you may evaluate how the addition of AlphaVest Acquisition to your portfolios can decrease your overall portfolio volatility.