AVZ Minerals (Germany) Market Value
| 3A2 Stock | EUR 0.51 0.00 0.00% |
| Symbol | AVZ |
AVZ Minerals '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 AVZ Minerals' 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 AVZ Minerals.
| 03/25/2024 |
| 04/24/2024 |
If you would invest 0.00 in AVZ Minerals on March 25, 2024 and sell it all today you would earn a total of 0.00 from holding AVZ Minerals Limited or generate 0.0% return on investment in AVZ Minerals over 30 days. AVZ Minerals is related to or competes with Superior Plus, Origin Agritech, Identiv, INTUITIVE SURGICAL, Intel, and Volkswagen. AVZ Minerals Limited explores for mineral properties in central Africa More
AVZ Minerals 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 AVZ Minerals' 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 AVZ Minerals Limited upside and downside potential and time the market with a certain degree of confidence.
AVZ Minerals Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for AVZ Minerals' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as AVZ Minerals' standard deviation. In reality, there are many statistical measures that can use AVZ Minerals historical prices to predict the future AVZ Minerals' volatility.Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of AVZ Minerals' 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.
AVZ Minerals Limited Backtested Returns
We have found three technical indicators for AVZ Minerals Limited, which you can use to evaluate the volatility of the firm. The firm shows a Beta (market volatility) of 0.0, which signifies not very significant fluctuations relative to the market. the returns on MARKET and AVZ Minerals are completely uncorrelated.
Auto-correlation | 1.00 |
Perfect predictability
AVZ Minerals Limited has perfect predictability. Overlapping area represents the amount of predictability between AVZ Minerals time series from 25th of March 2024 to 9th of April 2024 and 9th of April 2024 to 24th of April 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of AVZ Minerals Limited price movement. The serial correlation of 1.0 indicates that 100.0% of current AVZ Minerals price fluctuation can be explain by its past prices.
| Correlation Coefficient | 1.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
AVZ Minerals Limited lagged returns against current returns
Autocorrelation, which is AVZ Minerals 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 AVZ Minerals' stock expected returns. We can calculate the autocorrelation of AVZ Minerals returns to help us make a trade decision. For example, suppose you find that AVZ Minerals 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 |
AVZ Minerals 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 AVZ Minerals stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if AVZ Minerals stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in AVZ Minerals stock over time.
Current vs Lagged Prices |
| Timeline |
AVZ Minerals Lagged Returns
When evaluating AVZ Minerals' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of AVZ Minerals stock have on its future price. AVZ Minerals 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, AVZ Minerals autocorrelation shows the relationship between AVZ Minerals stock current value and its past values and can show if there is a momentum factor associated with investing in AVZ Minerals Limited.
Regressed Prices |
| Timeline |
Thematic Opportunities
Explore Investment Opportunities
Check out AVZ Minerals Correlation, AVZ Minerals Volatility and AVZ Minerals Alpha and Beta module to complement your research on AVZ Minerals. You can also try the Efficient Frontier module to plot and analyze your portfolio and positions against risk-return landscape of the market..
Complementary Tools for AVZ Stock analysis
When running AVZ Minerals' price analysis, check to measure AVZ Minerals' 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 AVZ Minerals is operating at the current time. Most of AVZ Minerals' value examination focuses on studying past and present price action to predict the probability of AVZ Minerals' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move AVZ Minerals' price. Additionally, you may evaluate how the addition of AVZ Minerals to your portfolios can decrease your overall portfolio volatility.
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AVZ Minerals technical stock 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, stock market cycles, or different charting patterns.