Anglo Eastern (UK) Market Value
| AEP Stock | 1,360 5.00 0.37% |
| Symbol | Anglo |
Anglo Eastern '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 Anglo Eastern'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 Anglo Eastern.
| 08/17/2025 |
| 11/15/2025 |
If you would invest 0.00 in Anglo Eastern on August 17, 2025 and sell it all today you would earn a total of 0.00 from holding Anglo Eastern Plantations PLC or generate 0.0% return on investment in Anglo Eastern over 90 days. Anglo Eastern is related to or competes with Capital Drilling, Allianz Technology, Amedeo Air, International Biotechnology, Alaska Air, Aptitude Software, and Odfjell Drilling. Anglo Eastern is entity of United Kingdom More
Anglo Eastern 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 Anglo Eastern'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 Anglo Eastern Plantations PLC upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.0 | |||
| Information Ratio | 0.105 | |||
| Maximum Drawdown | 13.47 | |||
| Value At Risk | (3.38) | |||
| Potential Upside | 3.83 |
Anglo Eastern Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Anglo Eastern's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Anglo Eastern's standard deviation. In reality, there are many statistical measures that can use Anglo Eastern historical prices to predict the future Anglo Eastern's volatility.| Risk Adjusted Performance | 0.0956 | |||
| Jensen Alpha | 0.2841 | |||
| Total Risk Alpha | 0.0736 | |||
| Sortino Ratio | 0.1255 | |||
| Treynor Ratio | 0.6307 |
Anglo Eastern Planta Backtested Returns
Anglo Eastern appears to be very steady, given 3 months investment horizon. Anglo Eastern Planta secures Sharpe Ratio (or Efficiency) of 0.13, which signifies that the company had a 0.13 % return per unit of standard deviation over the last 3 months. We have found twenty-nine technical indicators for Anglo Eastern Plantations PLC, which you can use to evaluate the volatility of the firm. Please makes use of Anglo Eastern's mean deviation of 1.67, and Risk Adjusted Performance of 0.0956 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Anglo Eastern holds a performance score of 10. The firm shows a Beta (market volatility) of 0.5, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Anglo Eastern's returns are expected to increase less than the market. However, during the bear market, the loss of holding Anglo Eastern is expected to be smaller as well. Please check Anglo Eastern's total risk alpha, value at risk, and the relationship between the standard deviation and treynor ratio , to make a quick decision on whether Anglo Eastern's price patterns will revert.
Auto-correlation | 0.16 |
Very weak predictability
Anglo Eastern Plantations PLC has very weak predictability. Overlapping area represents the amount of predictability between Anglo Eastern time series from 17th of August 2025 to 1st of October 2025 and 1st of October 2025 to 15th of November 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Anglo Eastern Planta price movement. The serial correlation of 0.16 indicates that over 16.0% of current Anglo Eastern price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.16 | |
| Spearman Rank Test | -0.02 | |
| Residual Average | 0.0 | |
| Price Variance | 888.47 |
Anglo Eastern Planta lagged returns against current returns
Autocorrelation, which is Anglo Eastern 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 Anglo Eastern's stock expected returns. We can calculate the autocorrelation of Anglo Eastern returns to help us make a trade decision. For example, suppose you find that Anglo Eastern has exhibited high autocorrelation historically, and you observe that the 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 |
Anglo Eastern 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 Anglo Eastern stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Anglo Eastern stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Anglo Eastern stock over time.
Current vs Lagged Prices |
| Timeline |
Anglo Eastern Lagged Returns
When evaluating Anglo Eastern's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Anglo Eastern stock have on its future price. Anglo Eastern 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, Anglo Eastern autocorrelation shows the relationship between Anglo Eastern stock current value and its past values and can show if there is a momentum factor associated with investing in Anglo Eastern Plantations PLC.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Anglo Stock
Anglo Eastern financial ratios help investors to determine whether Anglo 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 Anglo with respect to the benefits of owning Anglo Eastern security.