AVI Japan (UK) Market Value
| AJOT Stock | 170.00 1.00 0.58% |
| Symbol | AVI |
AVI Japan '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 AVI Japan'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 AVI Japan.
| 07/29/2025 |
| 10/27/2025 |
If you would invest 0.00 in AVI Japan on July 29, 2025 and sell it all today you would earn a total of 0.00 from holding AVI Japan Opportunity or generate 0.0% return on investment in AVI Japan over 90 days. AVI Japan is related to or competes with Gear4music Plc, Ross Stores, Costco Wholesale, Hochschild Mining, Central Asia, International Consolidated, and Coeur Mining. More
AVI Japan 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 AVI Japan'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 AVI Japan Opportunity upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 7.22 | |||
| Value At Risk | (1.67) | |||
| Potential Upside | 1.42 |
AVI Japan Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for AVI Japan's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as AVI Japan's standard deviation. In reality, there are many statistical measures that can use AVI Japan historical prices to predict the future AVI Japan's volatility.| Risk Adjusted Performance | 0.0021 | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.14) | |||
| Treynor Ratio | (0.05) |
AVI Japan Opportunity Backtested Returns
AVI Japan Opportunity secures Sharpe Ratio (or Efficiency) of -0.018, which signifies that the company had a -0.018 % return per unit of return volatility over the last 3 months. AVI Japan Opportunity exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm AVI Japan's Risk Adjusted Performance of 0.0021, coefficient of variation of (33,486), and Mean Deviation of 0.742 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.29, which signifies not very significant fluctuations relative to the market. As returns on the market increase, AVI Japan's returns are expected to increase less than the market. However, during the bear market, the loss of holding AVI Japan is expected to be smaller as well. At this point, AVI Japan Opportunity has a negative expected return of -0.0192%. Please make sure to confirm AVI Japan's total risk alpha, maximum drawdown, and the relationship between the jensen alpha and treynor ratio , to decide if AVI Japan Opportunity performance from the past will be repeated in the future.
Auto-correlation | -0.24 |
Weak reverse predictability
AVI Japan Opportunity has weak reverse predictability. Overlapping area represents the amount of predictability between AVI Japan time series from 29th of July 2025 to 12th of September 2025 and 12th of September 2025 to 27th of October 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 AVI Japan Opportunity price movement. The serial correlation of -0.24 indicates that over 24.0% of current AVI Japan price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.24 | |
| Spearman Rank Test | -0.36 | |
| Residual Average | 0.0 | |
| Price Variance | 24.51 |
AVI Japan Opportunity lagged returns against current returns
Autocorrelation, which is AVI Japan 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 AVI Japan's stock expected returns. We can calculate the autocorrelation of AVI Japan returns to help us make a trade decision. For example, suppose you find that AVI Japan 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 |
AVI Japan 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 AVI Japan stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if AVI Japan stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in AVI Japan stock over time.
Current vs Lagged Prices |
| Timeline |
AVI Japan Lagged Returns
When evaluating AVI Japan's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of AVI Japan stock have on its future price. AVI Japan 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, AVI Japan autocorrelation shows the relationship between AVI Japan stock current value and its past values and can show if there is a momentum factor associated with investing in AVI Japan Opportunity.
Regressed Prices |
| Timeline |
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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.Additional Tools for AVI Stock Analysis
When running AVI Japan's price analysis, check to measure AVI Japan'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 AVI Japan is operating at the current time. Most of AVI Japan's value examination focuses on studying past and present price action to predict the probability of AVI Japan's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move AVI Japan's price. Additionally, you may evaluate how the addition of AVI Japan to your portfolios can decrease your overall portfolio volatility.