Aston Bay Holdings Stock Market Value
| ATBHF Stock | USD 0.04 0.01 20.18% |
| Symbol | Aston |
Aston Bay '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 Aston Bay's otc 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 Aston Bay.
| 09/04/2025 |
| 12/03/2025 |
If you would invest 0.00 in Aston Bay on September 4, 2025 and sell it all today you would earn a total of 0.00 from holding Aston Bay Holdings or generate 0.0% return on investment in Aston Bay over 90 days. Aston Bay is related to or competes with Bausch Health, Astral Foods, and Tyson Foods. Aston Bay Holdings Ltd. acquires, explores for, and develops resource properties in North America More
Aston Bay 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 Aston Bay's otc 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 Aston Bay Holdings upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 8.32 | |||
| Information Ratio | 0.0526 | |||
| Maximum Drawdown | 55.66 | |||
| Value At Risk | (8.80) | |||
| Potential Upside | 14.37 |
Aston Bay Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Aston Bay's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Aston Bay's standard deviation. In reality, there are many statistical measures that can use Aston Bay historical prices to predict the future Aston Bay's volatility.| Risk Adjusted Performance | 0.0515 | |||
| Jensen Alpha | 0.4441 | |||
| Total Risk Alpha | (0.15) | |||
| Sortino Ratio | 0.0477 | |||
| Treynor Ratio | 3.22 |
Aston Bay Holdings Backtested Returns
Aston Bay appears to be out of control, given 3 months investment horizon. Aston Bay Holdings secures Sharpe Ratio (or Efficiency) of 0.0627, which signifies that the company had a 0.0627 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Aston Bay Holdings, which you can use to evaluate the volatility of the firm. Please makes use of Aston Bay's Mean Deviation of 4.09, risk adjusted performance of 0.0515, and Downside Deviation of 8.32 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Aston Bay holds a performance score of 4. The firm shows a Beta (market volatility) of 0.14, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Aston Bay's returns are expected to increase less than the market. However, during the bear market, the loss of holding Aston Bay is expected to be smaller as well. Please check Aston Bay's treynor ratio, expected short fall, day typical price, as well as the relationship between the potential upside and daily balance of power , to make a quick decision on whether Aston Bay's price patterns will revert.
Auto-correlation | -0.12 |
Insignificant reverse predictability
Aston Bay Holdings has insignificant reverse predictability. Overlapping area represents the amount of predictability between Aston Bay time series from 4th of September 2025 to 19th of October 2025 and 19th of October 2025 to 3rd of December 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 Aston Bay Holdings price movement. The serial correlation of -0.12 indicates that less than 12.0% of current Aston Bay price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.12 | |
| Spearman Rank Test | -0.09 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Aston Bay Holdings lagged returns against current returns
Autocorrelation, which is Aston Bay otc 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 Aston Bay's otc stock expected returns. We can calculate the autocorrelation of Aston Bay returns to help us make a trade decision. For example, suppose you find that Aston Bay has exhibited high autocorrelation historically, and you observe that the otc 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 |
Aston Bay 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 Aston Bay otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Aston Bay otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Aston Bay otc stock over time.
Current vs Lagged Prices |
| Timeline |
Aston Bay Lagged Returns
When evaluating Aston Bay's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Aston Bay otc stock have on its future price. Aston Bay 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, Aston Bay autocorrelation shows the relationship between Aston Bay otc stock current value and its past values and can show if there is a momentum factor associated with investing in Aston Bay Holdings.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Aston OTC Stock
Aston Bay financial ratios help investors to determine whether Aston OTC 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 Aston with respect to the benefits of owning Aston Bay security.