Avolta AG (Switzerland) Market Value
| AVOL Stock | 48.60 1.10 2.32% |
| Symbol | Avolta |
Avolta AG '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 Avolta AG'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 Avolta AG.
| 06/21/2024 |
| 01/12/2026 |
If you would invest 0.00 in Avolta AG on June 21, 2024 and sell it all today you would earn a total of 0.00 from holding Avolta AG or generate 0.0% return on investment in Avolta AG over 570 days.
Avolta AG 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 Avolta AG'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 Avolta AG upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.25 | |||
| Information Ratio | 0.1096 | |||
| Maximum Drawdown | 8.79 | |||
| Value At Risk | (1.36) | |||
| Potential Upside | 2.28 |
Avolta AG Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Avolta AG's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Avolta AG's standard deviation. In reality, there are many statistical measures that can use Avolta AG historical prices to predict the future Avolta AG's volatility.| Risk Adjusted Performance | 0.1385 | |||
| Jensen Alpha | 0.2381 | |||
| Total Risk Alpha | 0.0793 | |||
| Sortino Ratio | 0.1169 | |||
| Treynor Ratio | (2.50) |
Avolta AG Backtested Returns
Avolta AG appears to be very steady, given 3 months investment horizon. Avolta AG secures Sharpe Ratio (or Efficiency) of 0.19, which signifies that the company had a 0.19 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Avolta AG, which you can use to evaluate the volatility of the firm. Please makes use of Avolta AG's Risk Adjusted Performance of 0.1385, downside deviation of 1.25, and Mean Deviation of 0.9442 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Avolta AG holds a performance score of 15. The firm shows a Beta (market volatility) of -0.092, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Avolta AG are expected to decrease at a much lower rate. During the bear market, Avolta AG is likely to outperform the market. Please check Avolta AG's standard deviation, total risk alpha, treynor ratio, as well as the relationship between the jensen alpha and sortino ratio , to make a quick decision on whether Avolta AG's price patterns will revert.
Auto-correlation | 0.11 |
Insignificant predictability
Avolta AG has insignificant predictability. Overlapping area represents the amount of predictability between Avolta AG time series from 21st of June 2024 to 2nd of April 2025 and 2nd of April 2025 to 12th 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 Avolta AG price movement. The serial correlation of 0.11 indicates that less than 11.0% of current Avolta AG price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.11 | |
| Spearman Rank Test | 0.44 | |
| Residual Average | 0.0 | |
| Price Variance | 10.85 |
Avolta AG lagged returns against current returns
Autocorrelation, which is Avolta AG 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 Avolta AG's stock expected returns. We can calculate the autocorrelation of Avolta AG returns to help us make a trade decision. For example, suppose you find that Avolta AG 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 |
Avolta AG 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 Avolta AG stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Avolta AG stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Avolta AG stock over time.
Current vs Lagged Prices |
| Timeline |
Avolta AG Lagged Returns
When evaluating Avolta AG's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Avolta AG stock have on its future price. Avolta AG 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, Avolta AG autocorrelation shows the relationship between Avolta AG stock current value and its past values and can show if there is a momentum factor associated with investing in Avolta AG.
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 Avolta Stock Analysis
When running Avolta AG's price analysis, check to measure Avolta AG'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 Avolta AG is operating at the current time. Most of Avolta AG's value examination focuses on studying past and present price action to predict the probability of Avolta AG's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Avolta AG's price. Additionally, you may evaluate how the addition of Avolta AG to your portfolios can decrease your overall portfolio volatility.