AVALON ADV (Germany) Market Value
| OU5A Stock | EUR 0.03 0 6.25% |
| Symbol | AVALON |
AVALON ADV '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 AVALON ADV'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 AVALON ADV.
| 08/28/2025 |
| 11/26/2025 |
If you would invest 0.00 in AVALON ADV on August 28, 2025 and sell it all today you would earn a total of 0.00 from holding AVALON ADV MAT or generate 0.0% return on investment in AVALON ADV over 90 days. AVALON ADV is related to or competes with Coffee Holding, EMBARK EDUCATION, PLAYTECH, PLAYWAY SA, USWE SPORTS, and KOOL2PLAY. Avalon Advanced Materials Inc., together with its subsidiaries, engages in the acquisition, exploration, evaluation, and... More
AVALON ADV 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 AVALON ADV'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 AVALON ADV MAT upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 19.28 | |||
| Information Ratio | 0.1182 | |||
| Maximum Drawdown | 158.33 | |||
| Value At Risk | (31.82) | |||
| Potential Upside | 60.44 |
AVALON ADV Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for AVALON ADV's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as AVALON ADV's standard deviation. In reality, there are many statistical measures that can use AVALON ADV historical prices to predict the future AVALON ADV's volatility.| Risk Adjusted Performance | 0.0911 | |||
| Jensen Alpha | 3.43 | |||
| Total Risk Alpha | 1.13 | |||
| Sortino Ratio | 0.1623 | |||
| Treynor Ratio | (0.67) |
AVALON ADV MAT Backtested Returns
AVALON ADV is out of control given 3 months investment horizon. AVALON ADV MAT retains Efficiency (Sharpe Ratio) of 0.12, which signifies that the company had a 0.12 % return per unit of risk over the last 3 months. We were able to analyze twenty-seven different technical indicators, which can help you to evaluate if expected returns of 3.16% are justified by taking the suggested risk. Use AVALON ADV MAT market risk adjusted performance of (0.66), and Coefficient Of Variation of 829.76 to evaluate company specific risk that cannot be diversified away. AVALON ADV holds a performance score of 9 on a scale of zero to a hundred. The firm owns a Beta (Systematic Risk) of -4.73, which signifies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning AVALON ADV are expected to decrease by larger amounts. On the other hand, during market turmoil, AVALON ADV is expected to outperform it. Use AVALON ADV MAT mean deviation, downside deviation, information ratio, as well as the relationship between the semi deviation and coefficient of variation , to analyze future returns on AVALON ADV MAT.
Auto-correlation | -0.18 |
Insignificant reverse predictability
AVALON ADV MAT has insignificant reverse predictability. Overlapping area represents the amount of predictability between AVALON ADV time series from 28th of August 2025 to 12th of October 2025 and 12th of October 2025 to 26th 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 AVALON ADV MAT price movement. The serial correlation of -0.18 indicates that over 18.0% of current AVALON ADV price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.18 | |
| Spearman Rank Test | -0.12 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
AVALON ADV MAT lagged returns against current returns
Autocorrelation, which is AVALON ADV 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 AVALON ADV's stock expected returns. We can calculate the autocorrelation of AVALON ADV returns to help us make a trade decision. For example, suppose you find that AVALON ADV 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 |
AVALON ADV 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 AVALON ADV stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if AVALON ADV stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in AVALON ADV stock over time.
Current vs Lagged Prices |
| Timeline |
AVALON ADV Lagged Returns
When evaluating AVALON ADV's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of AVALON ADV stock have on its future price. AVALON ADV 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, AVALON ADV autocorrelation shows the relationship between AVALON ADV stock current value and its past values and can show if there is a momentum factor associated with investing in AVALON ADV MAT.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in AVALON Stock
AVALON ADV financial ratios help investors to determine whether AVALON 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 AVALON with respect to the benefits of owning AVALON ADV security.