Advanced Drainage (Germany) Technical Analysis
| 6DA Stock | EUR 143.50 1.60 1.13% |
As of the 15th of February 2026, Advanced Drainage shows the Risk Adjusted Performance of 0.0916, downside deviation of 1.48, and Mean Deviation of 1.45. Advanced Drainage Systems technical analysis gives you the methodology to make use of historical prices and volume patterns to determine a pattern that approximates the direction of the firm's future prices. Please confirm Advanced Drainage Systems jensen alpha, maximum drawdown, and the relationship between the information ratio and treynor ratio to decide if Advanced Drainage Systems is priced correctly, providing market reflects its regular price of 143.5 per share.
Advanced Drainage Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Advanced, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to AdvancedAdvanced |
Advanced Drainage '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 Advanced Drainage'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 Advanced Drainage.
| 11/17/2025 |
| 02/15/2026 |
If you would invest 0.00 in Advanced Drainage on November 17, 2025 and sell it all today you would earn a total of 0.00 from holding Advanced Drainage Systems or generate 0.0% return on investment in Advanced Drainage over 90 days. Advanced Drainage is related to or competes with HEXINDO ADIPERKASA, PT Indo, PETROSEA, BAYAN RESOURCES, BAYAN RESOURCES, and INDO TAMBANGRAYA. Advanced Drainage Systems, Inc. designs, manufactures, and markets thermoplastic corrugated pipes and related water mana... More
Advanced Drainage 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 Advanced Drainage'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 Advanced Drainage Systems upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.48 | |||
| Information Ratio | 0.0686 | |||
| Maximum Drawdown | 8.53 | |||
| Value At Risk | (2.21) | |||
| Potential Upside | 3.05 |
Advanced Drainage Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Advanced Drainage's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Advanced Drainage's standard deviation. In reality, there are many statistical measures that can use Advanced Drainage historical prices to predict the future Advanced Drainage's volatility.| Risk Adjusted Performance | 0.0916 | |||
| Jensen Alpha | 0.1625 | |||
| Total Risk Alpha | 0.0495 | |||
| Sortino Ratio | 0.0853 | |||
| Treynor Ratio | 0.466 |
Advanced Drainage February 15, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0916 | |||
| Market Risk Adjusted Performance | 0.476 | |||
| Mean Deviation | 1.45 | |||
| Semi Deviation | 1.32 | |||
| Downside Deviation | 1.48 | |||
| Coefficient Of Variation | 938.71 | |||
| Standard Deviation | 1.84 | |||
| Variance | 3.4 | |||
| Information Ratio | 0.0686 | |||
| Jensen Alpha | 0.1625 | |||
| Total Risk Alpha | 0.0495 | |||
| Sortino Ratio | 0.0853 | |||
| Treynor Ratio | 0.466 | |||
| Maximum Drawdown | 8.53 | |||
| Value At Risk | (2.21) | |||
| Potential Upside | 3.05 | |||
| Downside Variance | 2.2 | |||
| Semi Variance | 1.75 | |||
| Expected Short fall | (1.68) | |||
| Skewness | 0.8098 | |||
| Kurtosis | 0.7733 |
Advanced Drainage Systems Backtested Returns
Advanced Drainage appears to be very steady, given 3 months investment horizon. Advanced Drainage Systems secures Sharpe Ratio (or Efficiency) of 0.16, which signifies that the company had a 0.16 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Advanced Drainage Systems, which you can use to evaluate the volatility of the firm. Please makes use of Advanced Drainage's Downside Deviation of 1.48, risk adjusted performance of 0.0916, and Mean Deviation of 1.45 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Advanced Drainage holds a performance score of 12. The firm shows a Beta (market volatility) of 0.4, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Advanced Drainage's returns are expected to increase less than the market. However, during the bear market, the loss of holding Advanced Drainage is expected to be smaller as well. Please check Advanced Drainage's sortino ratio, maximum drawdown, and the relationship between the total risk alpha and treynor ratio , to make a quick decision on whether Advanced Drainage's price patterns will revert.
Auto-correlation | 0.17 |
Very weak predictability
Advanced Drainage Systems has very weak predictability. Overlapping area represents the amount of predictability between Advanced Drainage time series from 17th of November 2025 to 1st of January 2026 and 1st of January 2026 to 15th of February 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 Advanced Drainage Systems price movement. The serial correlation of 0.17 indicates that over 17.0% of current Advanced Drainage price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.17 | |
| Spearman Rank Test | -0.13 | |
| Residual Average | 0.0 | |
| Price Variance | 41.07 |
Advanced Drainage technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.
Advanced Drainage Systems Technical Analysis
The output start index for this execution was one with a total number of output elements of sixty. The Normalized Average True Range is used to analyze tradable apportunities for Advanced Drainage Systems across different markets.
About Advanced Drainage Technical Analysis
The technical analysis module can be used to analyzes prices, returns, volume, basic money flow, and other market information and help investors to determine the real value of Advanced Drainage Systems on a daily or weekly bases. We use both bottom-up as well as top-down valuation methodologies to arrive at the intrinsic value of Advanced Drainage Systems based on its technical analysis. In general, a bottom-up approach, as applied to this company, focuses on Advanced Drainage Systems price pattern first instead of the macroeconomic environment surrounding Advanced Drainage Systems. By analyzing Advanced Drainage's financials, daily price indicators, and related drivers such as dividends, momentum ratios, and various types of growth rates, we attempt to find the most accurate representation of Advanced Drainage's intrinsic value. As compared to a bottom-up approach, our top-down model examines the macroeconomic factors that affect the industry/economy before zooming in to Advanced Drainage specific price patterns or momentum indicators. Please read more on our technical analysis page.
Advanced Drainage February 15, 2026 Technical Indicators
Most technical analysis of Advanced help investors determine whether a current trend will continue and, if not, when it will shift. We provide a combination of tools to recognize potential entry and exit points for Advanced from various momentum indicators to cycle indicators. When you analyze Advanced charts, please remember that the event formation may indicate an entry point for a short seller, and look at different other indicators across different periods to confirm that a breakdown or reversion is likely to occur.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0916 | |||
| Market Risk Adjusted Performance | 0.476 | |||
| Mean Deviation | 1.45 | |||
| Semi Deviation | 1.32 | |||
| Downside Deviation | 1.48 | |||
| Coefficient Of Variation | 938.71 | |||
| Standard Deviation | 1.84 | |||
| Variance | 3.4 | |||
| Information Ratio | 0.0686 | |||
| Jensen Alpha | 0.1625 | |||
| Total Risk Alpha | 0.0495 | |||
| Sortino Ratio | 0.0853 | |||
| Treynor Ratio | 0.466 | |||
| Maximum Drawdown | 8.53 | |||
| Value At Risk | (2.21) | |||
| Potential Upside | 3.05 | |||
| Downside Variance | 2.2 | |||
| Semi Variance | 1.75 | |||
| Expected Short fall | (1.68) | |||
| Skewness | 0.8098 | |||
| Kurtosis | 0.7733 |
Advanced Drainage February 15, 2026 Daily Trend Indicators
Traders often use several different daily volumes and price technical indicators to supplement a more traditional technical analysis when analyzing securities such as Advanced stock. With literally thousands of different options, investors must choose the best indicators for them and familiarize themselves with how they work. We suggest combining traditional momentum indicators with more near-term forms of technical analysis such as Accumulation Distribution or Daily Balance Of Power. With their quantitative nature, daily value technical indicators can also be incorporated into your automated trading systems.
| Accumulation Distribution | 0.02 | ||
| Daily Balance Of Power | 0.53 | ||
| Rate Of Daily Change | 1.01 | ||
| Day Median Price | 142.20 | ||
| Day Typical Price | 142.63 | ||
| Price Action Indicator | 2.10 | ||
| Market Facilitation Index | 3.00 |
Complementary Tools for Advanced Stock analysis
When running Advanced Drainage's price analysis, check to measure Advanced Drainage'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 Advanced Drainage is operating at the current time. Most of Advanced Drainage's value examination focuses on studying past and present price action to predict the probability of Advanced Drainage's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Advanced Drainage's price. Additionally, you may evaluate how the addition of Advanced Drainage to your portfolios can decrease your overall portfolio volatility.
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