Avantium Nv Stock Market Value
| AVTXF Stock | USD 8.13 0.46 6.00% |
| Symbol | Avantium |
Avantium '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 Avantium'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 Avantium.
| 07/23/2024 |
| 01/14/2026 |
If you would invest 0.00 in Avantium on July 23, 2024 and sell it all today you would earn a total of 0.00 from holding Avantium NV or generate 0.0% return on investment in Avantium over 540 days. Avantium N.V., a chemical technology company, develops and commercializes renewable chemistry solutions in the Netherlan... More
Avantium 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 Avantium'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 Avantium NV upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 24.97 |
Avantium Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Avantium's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Avantium's standard deviation. In reality, there are many statistical measures that can use Avantium historical prices to predict the future Avantium's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.48) | |||
| Treynor Ratio | 0.1426 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Avantium'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.
Avantium NV Backtested Returns
Avantium NV secures Sharpe Ratio (or Efficiency) of -0.0194, which signifies that the company had a -0.0194 % return per unit of standard deviation over the last 3 months. Avantium NV exposes nineteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Avantium's mean deviation of 0.7547, and Risk Adjusted Performance of (0.01) to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.55, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Avantium are expected to decrease at a much lower rate. During the bear market, Avantium is likely to outperform the market. At this point, Avantium NV has a negative expected return of -0.0737%. Please make sure to confirm Avantium's variance, as well as the relationship between the kurtosis and price action indicator , to decide if Avantium NV performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.24 |
Weak predictability
Avantium NV has weak predictability. Overlapping area represents the amount of predictability between Avantium time series from 23rd of July 2024 to 19th of April 2025 and 19th of April 2025 to 14th 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 Avantium NV price movement. The serial correlation of 0.24 indicates that over 24.0% of current Avantium price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.24 | |
| Spearman Rank Test | 0.08 | |
| Residual Average | 0.0 | |
| Price Variance | 36.03 |
Avantium NV lagged returns against current returns
Autocorrelation, which is Avantium 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 Avantium's pink sheet expected returns. We can calculate the autocorrelation of Avantium returns to help us make a trade decision. For example, suppose you find that Avantium 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 |
Avantium 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 Avantium pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Avantium pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Avantium pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Avantium Lagged Returns
When evaluating Avantium's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Avantium pink sheet have on its future price. Avantium 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, Avantium autocorrelation shows the relationship between Avantium pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Avantium NV.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Avantium Pink Sheet
Avantium financial ratios help investors to determine whether Avantium 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 Avantium with respect to the benefits of owning Avantium security.