Avacta Group Plc Stock Market Value
| AVCTF Stock | USD 0.80 0.05 6.67% |
| 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 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 Avacta Group.
| 01/21/2025 |
| 01/16/2026 |
If you would invest 0.00 in Avacta Group on January 21, 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 360 days. Avacta Group is related to or competes with BioInvent International, Healios KK, MedinCell, PureTech Health, Northwest Biotherapeutics, Immutep, and Cellectis. Avacta Group Plc offers reagents and therapeutics based on Affimer technology for diagnostic and research applications i... 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 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 Avacta Group Plc upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.13) | |||
| Maximum Drawdown | 35.79 | |||
| Value At Risk | (4.65) |
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 | (0.06) | |||
| Jensen Alpha | (0.32) | |||
| Total Risk Alpha | (0.87) | |||
| Treynor Ratio | 1.2 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Avacta Group'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.
Avacta Group Plc Backtested Returns
Avacta Group Plc secures Sharpe Ratio (or Efficiency) of -0.0981, which signifies that the company had a -0.0981 % return per unit of standard deviation over the last 3 months. Avacta Group Plc exposes twenty different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Avacta Group's mean deviation of 1.27, and Risk Adjusted Performance of (0.06) to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.29, which signifies not very significant fluctuations relative to the market. 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 -0.36%. Please make sure to confirm Avacta Group's standard deviation and the relationship between the total risk alpha and price action indicator , to decide if Avacta Group Plc performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.6 |
Good reverse predictability
Avacta Group Plc has good reverse predictability. Overlapping area represents the amount of predictability between Avacta Group time series from 21st of January 2025 to 20th of July 2025 and 20th of July 2025 to 16th 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 -0.6 indicates that roughly 60.0% of current Avacta Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.6 | |
| Spearman Rank Test | -0.69 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Avacta Group Plc lagged returns against current returns
Autocorrelation, which is Avacta Group 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 Avacta Group's pink sheet 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 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 |
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 pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Avacta Group pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Avacta Group pink sheet 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 pink sheet 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 pink sheet 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 |
Currently Active Assets on Macroaxis
Other Information on Investing in Avacta Pink Sheet
Avacta Group financial ratios help investors to determine whether Avacta Pink Sheet is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Avacta with respect to the benefits of owning Avacta Group security.