Atresmedia Corporacin De Stock Market Value
| ATVDY Stock | USD 5.60 0.06 1.08% |
| Symbol | Atresmedia |
Atresmedia Corporación '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 Atresmedia Corporación'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 Atresmedia Corporación.
| 11/28/2025 |
| 12/28/2025 |
If you would invest 0.00 in Atresmedia Corporación on November 28, 2025 and sell it all today you would earn a total of 0.00 from holding Atresmedia Corporacin de or generate 0.0% return on investment in Atresmedia Corporación over 30 days. Atresmedia Corporación is related to or competes with Juventus Football, Nine Entertainment, Télévision Française, ProSiebenSat1 Media, and StarHub. Atresmedia Corporacin de Medios de Comunicacin, S.A., an audiovisual company, engages in the television, digital and mul... More
Atresmedia Corporación 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 Atresmedia Corporación'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 Atresmedia Corporacin de upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 36.54 | |||
| Value At Risk | (8.26) | |||
| Potential Upside | 9.02 |
Atresmedia Corporación Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Atresmedia Corporación's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Atresmedia Corporación's standard deviation. In reality, there are many statistical measures that can use Atresmedia Corporación historical prices to predict the future Atresmedia Corporación's volatility.| Risk Adjusted Performance | (0.001) | |||
| Jensen Alpha | (0.07) | |||
| Total Risk Alpha | (0.60) | |||
| Treynor Ratio | 0.7452 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Atresmedia Corporación'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.
Atresmedia Corporación Backtested Returns
Atresmedia Corporación secures Sharpe Ratio (or Efficiency) of -0.0137, which signifies that the company had a -0.0137 % return per unit of risk over the last 3 months. Atresmedia Corporacin de exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Atresmedia Corporación's Risk Adjusted Performance of (0.001), standard deviation of 4.91, and Mean Deviation of 2.53 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.1, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Atresmedia Corporación are expected to decrease at a much lower rate. During the bear market, Atresmedia Corporación is likely to outperform the market. At this point, Atresmedia Corporación has a negative expected return of -0.068%. Please make sure to confirm Atresmedia Corporación's jensen alpha, kurtosis, as well as the relationship between the Kurtosis and period momentum indicator , to decide if Atresmedia Corporación performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.03 |
Very weak reverse predictability
Atresmedia Corporacin de has very weak reverse predictability. Overlapping area represents the amount of predictability between Atresmedia Corporación time series from 28th of November 2025 to 13th of December 2025 and 13th of December 2025 to 28th of December 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 Atresmedia Corporación price movement. The serial correlation of -0.03 indicates that only 3.0% of current Atresmedia Corporación price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.03 | |
| Spearman Rank Test | -0.16 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Atresmedia Corporación lagged returns against current returns
Autocorrelation, which is Atresmedia Corporación 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 Atresmedia Corporación's pink sheet expected returns. We can calculate the autocorrelation of Atresmedia Corporación returns to help us make a trade decision. For example, suppose you find that Atresmedia Corporación 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 |
Atresmedia Corporación 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 Atresmedia Corporación pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Atresmedia Corporación pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Atresmedia Corporación pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Atresmedia Corporación Lagged Returns
When evaluating Atresmedia Corporación's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Atresmedia Corporación pink sheet have on its future price. Atresmedia Corporación 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, Atresmedia Corporación autocorrelation shows the relationship between Atresmedia Corporación pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Atresmedia Corporacin de.
Regressed Prices |
| Timeline |
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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.Additional Tools for Atresmedia Pink Sheet Analysis
When running Atresmedia Corporación's price analysis, check to measure Atresmedia Corporación'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 Atresmedia Corporación is operating at the current time. Most of Atresmedia Corporación's value examination focuses on studying past and present price action to predict the probability of Atresmedia Corporación's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Atresmedia Corporación's price. Additionally, you may evaluate how the addition of Atresmedia Corporación to your portfolios can decrease your overall portfolio volatility.