Avacta Group (UK) Market Value
| AVCT Stock | 54.50 1.50 2.68% |
| Symbol | Avacta |
Avacta 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 Avacta 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 Avacta Group.
| 12/14/2025 |
| 01/13/2026 |
If you would invest 0.00 in Avacta Group on December 14, 2025 and sell it all today you would earn a total of 0.00 from holding Avacta Group PLC or generate 0.0% return on investment in Avacta Group over 30 days. Avacta Group is related to or competes with AfriTin Mining, LBG Media, Hollywood Bowl, METALL ZUG, Cizzle Biotechnology, Endeavour Mining, and Atresmedia. More
Avacta 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 Avacta 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 Avacta Group PLC upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 15.79 | |||
| Value At Risk | (8.70) | |||
| Potential Upside | 5.03 |
Avacta Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Avacta Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Avacta Group's standard deviation. In reality, there are many statistical measures that can use Avacta Group historical prices to predict the future Avacta Group's volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.28) | |||
| Total Risk Alpha | (0.72) | |||
| Treynor Ratio | 0.9207 |
Avacta Group PLC Backtested Returns
Avacta Group PLC secures Sharpe Ratio (or Efficiency) of -0.0807, which signifies that the company had a -0.0807 % return per unit of standard deviation over the last 3 months. Avacta Group PLC exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Avacta Group's mean deviation of 2.86, and Risk Adjusted Performance of (0.05) to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.34, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Avacta Group are expected to decrease at a much lower rate. During the bear market, Avacta Group is likely to outperform the market. At this point, Avacta Group PLC has a negative expected return of -0.3%. Please make sure to confirm Avacta Group's market risk adjusted performance, coefficient of variation, information ratio, as well as the relationship between the mean deviation and standard deviation , to decide if Avacta Group PLC performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.83 |
Excellent reverse predictability
Avacta Group PLC has excellent reverse predictability. Overlapping area represents the amount of predictability between Avacta Group time series from 14th of December 2025 to 29th of December 2025 and 29th of December 2025 to 13th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Avacta Group PLC price movement. The serial correlation of -0.83 indicates that around 83.0% of current Avacta Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.83 | |
| Spearman Rank Test | -0.78 | |
| Residual Average | 0.0 | |
| Price Variance | 6.2 |
Avacta Group PLC lagged returns against current returns
Autocorrelation, which is Avacta 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 Avacta Group's stock expected returns. We can calculate the autocorrelation of Avacta Group returns to help us make a trade decision. For example, suppose you find that Avacta 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 |
Avacta 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 Avacta Group stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Avacta Group stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Avacta Group stock over time.
Current vs Lagged Prices |
| Timeline |
Avacta Group Lagged Returns
When evaluating Avacta Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Avacta Group stock have on its future price. Avacta 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, Avacta Group autocorrelation shows the relationship between Avacta Group stock current value and its past values and can show if there is a momentum factor associated with investing in Avacta 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 Avacta Stock Analysis
When running Avacta Group's price analysis, check to measure Avacta 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 Avacta Group is operating at the current time. Most of Avacta Group's value examination focuses on studying past and present price action to predict the probability of Avacta 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 Avacta Group's price. Additionally, you may evaluate how the addition of Avacta Group to your portfolios can decrease your overall portfolio volatility.