Expertai Spa Stock Market Value
| EXSPF Stock | USD 1.95 0.00 0.00% |
| Symbol | Expertai |
Expertai SpA '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 Expertai SpA's otc 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 Expertai SpA.
| 01/21/2025 |
| 01/16/2026 |
If you would invest 0.00 in Expertai SpA on January 21, 2025 and sell it all today you would earn a total of 0.00 from holding Expertai SpA or generate 0.0% return on investment in Expertai SpA over 360 days. Expertai SpA is related to or competes with Accesso Technology, Fabasoft, Serko, Xtract One, WISeKey International, and EML Payments. Expert.ai S.p.A., an artificial intelligence platform company, develops and sells cognitive computing software products ... More
Expertai SpA 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 Expertai SpA's otc 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 Expertai SpA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0193 | |||
| Maximum Drawdown | 16.07 |
Expertai SpA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Expertai SpA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Expertai SpA's standard deviation. In reality, there are many statistical measures that can use Expertai SpA historical prices to predict the future Expertai SpA's volatility.| Risk Adjusted Performance | 0.0545 | |||
| Jensen Alpha | 0.1099 | |||
| Total Risk Alpha | (0.18) | |||
| Treynor Ratio | 0.4343 |
Expertai SpA Backtested Returns
At this point, Expertai SpA is risky. Expertai SpA secures Sharpe Ratio (or Efficiency) of 0.0708, which denotes the company had a 0.0708 % return per unit of risk over the last 3 months. We have found sixteen technical indicators for Expertai SpA, which you can use to evaluate the volatility of the firm. Please confirm Expertai SpA's Standard Deviation of 2.22, mean deviation of 0.5329, and Variance of 4.94 to check if the risk estimate we provide is consistent with the expected return of 0.16%. Expertai SpA has a performance score of 5 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.33, which means possible diversification benefits within a given portfolio. As returns on the market increase, Expertai SpA's returns are expected to increase less than the market. However, during the bear market, the loss of holding Expertai SpA is expected to be smaller as well. Expertai SpA right now shows a risk of 2.29%. Please confirm Expertai SpA information ratio and rate of daily change , to decide if Expertai SpA will be following its price patterns.
Auto-correlation | 0.48 |
Average predictability
Expertai SpA has average predictability. Overlapping area represents the amount of predictability between Expertai SpA 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 Expertai SpA price movement. The serial correlation of 0.48 indicates that about 48.0% of current Expertai SpA price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.48 | |
| Spearman Rank Test | 0.54 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Expertai SpA lagged returns against current returns
Autocorrelation, which is Expertai SpA otc 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 Expertai SpA's otc stock expected returns. We can calculate the autocorrelation of Expertai SpA returns to help us make a trade decision. For example, suppose you find that Expertai SpA has exhibited high autocorrelation historically, and you observe that the otc 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 |
Expertai SpA 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 Expertai SpA otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Expertai SpA otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Expertai SpA otc stock over time.
Current vs Lagged Prices |
| Timeline |
Expertai SpA Lagged Returns
When evaluating Expertai SpA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Expertai SpA otc stock have on its future price. Expertai SpA 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, Expertai SpA autocorrelation shows the relationship between Expertai SpA otc stock current value and its past values and can show if there is a momentum factor associated with investing in Expertai SpA.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Expertai OTC Stock
Expertai SpA financial ratios help investors to determine whether Expertai OTC Stock 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 Expertai with respect to the benefits of owning Expertai SpA security.