Abrdn UK (UK) Market Value
| AUSC Stock | 510.00 6.00 1.19% |
| Symbol | Abrdn |
Abrdn UK '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 Abrdn UK'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 Abrdn UK.
| 01/02/2025 |
| 02/01/2025 |
If you would invest 0.00 in Abrdn UK on January 2, 2025 and sell it all today you would earn a total of 0.00 from holding Abrdn UK Smaller or generate 0.0% return on investment in Abrdn UK over 30 days. Abrdn UK is related to or competes with Bankers Investment, BlackRock Frontiers, Adriatic Metals, Vietnam Enterprise, Monks Investment, Wheaton Precious, and Mobius Investment. Abrdn UK is entity of United Kingdom. It is traded as Stock on LSE exchange. More
Abrdn UK 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 Abrdn UK'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 Abrdn UK Smaller upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8633 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 3.4 | |||
| Value At Risk | (1.20) | |||
| Potential Upside | 1.37 |
Abrdn UK Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Abrdn UK's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Abrdn UK's standard deviation. In reality, there are many statistical measures that can use Abrdn UK historical prices to predict the future Abrdn UK's volatility.| Risk Adjusted Performance | 0.0534 | |||
| Jensen Alpha | 0.0338 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.3431 |
Abrdn UK Smaller Backtested Returns
Currently, Abrdn UK Smaller is very steady. Abrdn UK Smaller secures Sharpe Ratio (or Efficiency) of 0.0424, which signifies that the company had a 0.0424 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Abrdn UK Smaller, which you can use to evaluate the volatility of the firm. Please confirm Abrdn UK's Mean Deviation of 0.653, downside deviation of 0.8633, and Risk Adjusted Performance of 0.0534 to double-check if the risk estimate we provide is consistent with the expected return of 0.0347%. Abrdn UK has a performance score of 3 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.12, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Abrdn UK's returns are expected to increase less than the market. However, during the bear market, the loss of holding Abrdn UK is expected to be smaller as well. Abrdn UK Smaller right now shows a risk of 0.82%. Please confirm Abrdn UK Smaller sortino ratio, maximum drawdown, and the relationship between the total risk alpha and treynor ratio , to decide if Abrdn UK Smaller will be following its price patterns.
Auto-correlation | -0.05 |
Very weak reverse predictability
Abrdn UK Smaller has very weak reverse predictability. Overlapping area represents the amount of predictability between Abrdn UK time series from 2nd of January 2025 to 17th of January 2025 and 17th of January 2025 to 1st of February 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 Abrdn UK Smaller price movement. The serial correlation of -0.05 indicates that only as little as 5.0% of current Abrdn UK price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.05 | |
| Spearman Rank Test | -0.31 | |
| Residual Average | 0.0 | |
| Price Variance | 20.74 |
Abrdn UK Smaller lagged returns against current returns
Autocorrelation, which is Abrdn UK 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 Abrdn UK's stock expected returns. We can calculate the autocorrelation of Abrdn UK returns to help us make a trade decision. For example, suppose you find that Abrdn UK 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 |
Abrdn UK 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 Abrdn UK stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Abrdn UK stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Abrdn UK stock over time.
Current vs Lagged Prices |
| Timeline |
Abrdn UK Lagged Returns
When evaluating Abrdn UK's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Abrdn UK stock have on its future price. Abrdn UK 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, Abrdn UK autocorrelation shows the relationship between Abrdn UK stock current value and its past values and can show if there is a momentum factor associated with investing in Abrdn UK Smaller.
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 Abrdn Stock Analysis
When running Abrdn UK's price analysis, check to measure Abrdn UK'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 Abrdn UK is operating at the current time. Most of Abrdn UK's value examination focuses on studying past and present price action to predict the probability of Abrdn UK's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Abrdn UK's price. Additionally, you may evaluate how the addition of Abrdn UK to your portfolios can decrease your overall portfolio volatility.