Autins Group (UK) Market Value
| AUTG Stock | 7.00 0.50 7.69% |
| Symbol | Autins |
Autins Group '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 Autins Group'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 Autins Group.
| 06/05/2024 |
| 12/02/2024 |
If you would invest 0.00 in Autins Group on June 5, 2024 and sell it all today you would earn a total of 0.00 from holding Autins Group plc or generate 0.0% return on investment in Autins Group over 180 days. Autins Group is related to or competes with Universal Health, Spire Healthcare, Fevertree Drinks, MyHealthChecked Plc, MoneysupermarketCom, Inspiration Healthcare, and Bellevue Healthcare. Autins Group is entity of United Kingdom More
Autins Group 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 Autins Group'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 Autins Group plc upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.28) | |||
| Maximum Drawdown | 17.65 | |||
| Value At Risk | (5.56) |
Autins Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Autins Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Autins Group's standard deviation. In reality, there are many statistical measures that can use Autins Group historical prices to predict the future Autins Group's volatility.| Risk Adjusted Performance | (0.17) | |||
| Jensen Alpha | (0.81) | |||
| Total Risk Alpha | (1.21) | |||
| Treynor Ratio | (0.94) |
Autins Group plc Backtested Returns
Autins Group plc secures Sharpe Ratio (or Efficiency) of -0.24, which signifies that the company had a -0.24% return per unit of risk over the last 3 months. Autins Group plc exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Autins Group's Standard Deviation of 2.96, mean deviation of 1.49, and Risk Adjusted Performance of (0.17) to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.76, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Autins Group's returns are expected to increase less than the market. However, during the bear market, the loss of holding Autins Group is expected to be smaller as well. At this point, Autins Group plc has a negative expected return of -0.71%. Please make sure to confirm Autins Group's skewness, accumulation distribution, and the relationship between the maximum drawdown and kurtosis , to decide if Autins Group plc performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.91 |
Excellent predictability
Autins Group plc has excellent predictability. Overlapping area represents the amount of predictability between Autins Group time series from 5th of June 2024 to 3rd of September 2024 and 3rd of September 2024 to 2nd of December 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 Autins Group plc price movement. The serial correlation of 0.91 indicates that approximately 91.0% of current Autins Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.91 | |
| Spearman Rank Test | 0.1 | |
| Residual Average | 0.0 | |
| Price Variance | 2.1 |
Autins Group plc lagged returns against current returns
Autocorrelation, which is Autins Group 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 Autins Group's stock expected returns. We can calculate the autocorrelation of Autins Group returns to help us make a trade decision. For example, suppose you find that Autins Group 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 |
Autins Group 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 Autins Group stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Autins Group stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Autins Group stock over time.
Current vs Lagged Prices |
| Timeline |
Autins Group Lagged Returns
When evaluating Autins Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Autins Group stock have on its future price. Autins Group 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, Autins Group autocorrelation shows the relationship between Autins Group stock current value and its past values and can show if there is a momentum factor associated with investing in Autins Group plc.
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 Autins Stock Analysis
When running Autins Group's price analysis, check to measure Autins Group'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 Autins Group is operating at the current time. Most of Autins Group's value examination focuses on studying past and present price action to predict the probability of Autins Group's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Autins Group's price. Additionally, you may evaluate how the addition of Autins Group to your portfolios can decrease your overall portfolio volatility.