Atkinsralis Group Stock Market Value
| SNCAF Stock | USD 66.41 2.53 3.67% |
| Symbol | AtkinsRalis |
AtkinsRalis '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 AtkinsRalis' 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 AtkinsRalis.
| 12/09/2025 |
| 01/08/2026 |
If you would invest 0.00 in AtkinsRalis on December 9, 2025 and sell it all today you would earn a total of 0.00 from holding AtkinsRalis Group or generate 0.0% return on investment in AtkinsRalis over 30 days. AtkinsRalis is related to or competes with Eiffage SA, Eiffage SA, Skanska AB, Strabag SE, Taisei, Acciona SA, and Obayashi. SNC-Lavalin Group Inc. operates as an integrated professional services and project management company More
AtkinsRalis 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 AtkinsRalis' 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 AtkinsRalis Group upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 8.13 | |||
| Value At Risk | (3.68) | |||
| Potential Upside | 3.37 |
AtkinsRalis Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for AtkinsRalis' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as AtkinsRalis' standard deviation. In reality, there are many statistical measures that can use AtkinsRalis historical prices to predict the future AtkinsRalis' volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.14) | |||
| Total Risk Alpha | (0.28) | |||
| Treynor Ratio | (0.17) |
AtkinsRalis Group Backtested Returns
AtkinsRalis Group secures Sharpe Ratio (or Efficiency) of -0.0233, which signifies that the company had a -0.0233 % return per unit of risk over the last 3 months. AtkinsRalis Group exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm AtkinsRalis' Risk Adjusted Performance of (0.03), mean deviation of 1.61, and Standard Deviation of 2.06 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.63, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, AtkinsRalis' returns are expected to increase less than the market. However, during the bear market, the loss of holding AtkinsRalis is expected to be smaller as well. At this point, AtkinsRalis Group has a negative expected return of -0.0479%. Please make sure to confirm AtkinsRalis' kurtosis, and the relationship between the value at risk and rate of daily change , to decide if AtkinsRalis Group performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.71 |
Almost perfect reverse predictability
AtkinsRalis Group has almost perfect reverse predictability. Overlapping area represents the amount of predictability between AtkinsRalis time series from 9th of December 2025 to 24th of December 2025 and 24th of December 2025 to 8th 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 AtkinsRalis Group price movement. The serial correlation of -0.71 indicates that around 71.0% of current AtkinsRalis price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.71 | |
| Spearman Rank Test | -0.32 | |
| Residual Average | 0.0 | |
| Price Variance | 1.07 |
AtkinsRalis Group lagged returns against current returns
Autocorrelation, which is AtkinsRalis 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 AtkinsRalis' pink sheet expected returns. We can calculate the autocorrelation of AtkinsRalis returns to help us make a trade decision. For example, suppose you find that AtkinsRalis 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 |
AtkinsRalis 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 AtkinsRalis pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if AtkinsRalis pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in AtkinsRalis pink sheet over time.
Current vs Lagged Prices |
| Timeline |
AtkinsRalis Lagged Returns
When evaluating AtkinsRalis' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of AtkinsRalis pink sheet have on its future price. AtkinsRalis 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, AtkinsRalis autocorrelation shows the relationship between AtkinsRalis pink sheet current value and its past values and can show if there is a momentum factor associated with investing in AtkinsRalis Group.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in AtkinsRalis Pink Sheet
AtkinsRalis financial ratios help investors to determine whether AtkinsRalis 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 AtkinsRalis with respect to the benefits of owning AtkinsRalis security.