Advantest Stock Technical Analysis
| ADTTF Stock | USD 171.10 15.00 9.61% |
As of the 7th of February, Advantest shows the Downside Deviation of 6.14, mean deviation of 2.66, and Risk Adjusted Performance of 0.0978. Advantest 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 Advantest variance, maximum drawdown, as well as the relationship between the Maximum Drawdown and semi variance to decide if Advantest is priced correctly, providing market reflects its regular price of 171.1 per share. Given that Advantest has jensen alpha of 0.5031, we suggest you to validate Advantest's prevailing market performance to make sure the company can sustain itself at a future point.
Advantest Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Advantest, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to AdvantestAdvantest |
Advantest '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 Advantest'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 Advantest.
| 11/09/2025 |
| 02/07/2026 |
If you would invest 0.00 in Advantest on November 9, 2025 and sell it all today you would earn a total of 0.00 from holding Advantest or generate 0.0% return on investment in Advantest over 90 days. Advantest is related to or competes with Tokyo Electron, Nintendo, Hon Hai, Nintendo, Keyence, Infineon Technologies, and Infineon Technologies. Advantest Corporation manufactures and sells semiconductor and component test system products and mechatronics-related p... More
Advantest 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 Advantest'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 Advantest upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 6.14 | |||
| Information Ratio | 0.0931 | |||
| Maximum Drawdown | 40.04 | |||
| Value At Risk | (6.49) | |||
| Potential Upside | 8.48 |
Advantest Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Advantest's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Advantest's standard deviation. In reality, there are many statistical measures that can use Advantest historical prices to predict the future Advantest's volatility.| Risk Adjusted Performance | 0.0978 | |||
| Jensen Alpha | 0.5031 | |||
| Total Risk Alpha | 0.0508 | |||
| Sortino Ratio | 0.0764 | |||
| Treynor Ratio | 0.9586 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Advantest'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.
Advantest February 7, 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 | 0.0978 | |||
| Market Risk Adjusted Performance | 0.9686 | |||
| Mean Deviation | 2.66 | |||
| Semi Deviation | 2.64 | |||
| Downside Deviation | 6.14 | |||
| Coefficient Of Variation | 901.27 | |||
| Standard Deviation | 5.04 | |||
| Variance | 25.35 | |||
| Information Ratio | 0.0931 | |||
| Jensen Alpha | 0.5031 | |||
| Total Risk Alpha | 0.0508 | |||
| Sortino Ratio | 0.0764 | |||
| Treynor Ratio | 0.9586 | |||
| Maximum Drawdown | 40.04 | |||
| Value At Risk | (6.49) | |||
| Potential Upside | 8.48 | |||
| Downside Variance | 37.72 | |||
| Semi Variance | 6.97 | |||
| Expected Short fall | (8.67) | |||
| Skewness | 2.29 | |||
| Kurtosis | 12.63 |
Advantest Backtested Returns
Advantest appears to be very steady, given 3 months investment horizon. Advantest secures Sharpe Ratio (or Efficiency) of 0.11, which signifies that the company had a 0.11 % return per unit of risk over the last 3 months. By analyzing Advantest's technical indicators, you can evaluate if the expected return of 0.56% is justified by implied risk. Please makes use of Advantest's Risk Adjusted Performance of 0.0978, mean deviation of 2.66, and Downside Deviation of 6.14 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Advantest holds a performance score of 8. The firm shows a Beta (market volatility) of 0.57, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Advantest's returns are expected to increase less than the market. However, during the bear market, the loss of holding Advantest is expected to be smaller as well. Please check Advantest's semi variance, and the relationship between the maximum drawdown and accumulation distribution , to make a quick decision on whether Advantest's price patterns will revert.
Auto-correlation | 0.08 |
Virtually no predictability
Advantest has virtually no predictability. Overlapping area represents the amount of predictability between Advantest time series from 9th of November 2025 to 24th of December 2025 and 24th of December 2025 to 7th 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 Advantest price movement. The serial correlation of 0.08 indicates that barely 8.0% of current Advantest price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.08 | |
| Spearman Rank Test | 0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 415.83 |
Advantest technical pink sheet 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, pink sheet market cycles, or different charting patterns.
Advantest Technical Analysis
The output start index for this execution was fifty with a total number of output elements of eleven. The Average True Range was developed by J. Welles Wilder in 1970s. It is one of components of the Welles Wilder Directional Movement indicators. The ATR is a measure of Advantest volatility. High ATR values indicate high volatility, and low values indicate low volatility.
About Advantest 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 Advantest 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 Advantest based on its technical analysis. In general, a bottom-up approach, as applied to this company, focuses on Advantest price pattern first instead of the macroeconomic environment surrounding Advantest. By analyzing Advantest'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 Advantest'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 Advantest specific price patterns or momentum indicators. Please read more on our technical analysis page.
Advantest February 7, 2026 Technical Indicators
Most technical analysis of Advantest 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 Advantest from various momentum indicators to cycle indicators. When you analyze Advantest 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 | 0.0978 | |||
| Market Risk Adjusted Performance | 0.9686 | |||
| Mean Deviation | 2.66 | |||
| Semi Deviation | 2.64 | |||
| Downside Deviation | 6.14 | |||
| Coefficient Of Variation | 901.27 | |||
| Standard Deviation | 5.04 | |||
| Variance | 25.35 | |||
| Information Ratio | 0.0931 | |||
| Jensen Alpha | 0.5031 | |||
| Total Risk Alpha | 0.0508 | |||
| Sortino Ratio | 0.0764 | |||
| Treynor Ratio | 0.9586 | |||
| Maximum Drawdown | 40.04 | |||
| Value At Risk | (6.49) | |||
| Potential Upside | 8.48 | |||
| Downside Variance | 37.72 | |||
| Semi Variance | 6.97 | |||
| Expected Short fall | (8.67) | |||
| Skewness | 2.29 | |||
| Kurtosis | 12.63 |
Advantest February 7, 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 Advantest 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 | 4.48 | ||
| Rate Of Daily Change | 1.10 | ||
| Day Median Price | 169.43 | ||
| Day Typical Price | 169.98 | ||
| Price Action Indicator | 9.17 | ||
| Market Facilitation Index | 3.35 |
Complementary Tools for Advantest Pink Sheet analysis
When running Advantest's price analysis, check to measure Advantest'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 Advantest is operating at the current time. Most of Advantest's value examination focuses on studying past and present price action to predict the probability of Advantest's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Advantest's price. Additionally, you may evaluate how the addition of Advantest to your portfolios can decrease your overall portfolio volatility.
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