Adyen Nv Stock Market Value
| ADYEY Stock | USD 15.27 0.12 0.79% |
| Symbol | Adyen NV |
Adyen NV '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 Adyen NV's pink sheet 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 Adyen NV.
| 11/18/2022 |
| 11/07/2024 |
If you would invest 0.00 in Adyen NV on November 18, 2022 and sell it all today you would earn a total of 0.00 from holding Adyen NV or generate 0.0% return on investment in Adyen NV over 720 days. Adyen NV is related to or competes with Confluent, Kinsale Capital, DigitalOcean Holdings, Walker Dunlop, and Dlocal. Adyen N.V. operates a payments platform in Europe, the Middle East, Africa, North America, the Asia Pacific, Latin Ameri... More
Adyen NV 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 Adyen NV's pink sheet 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 Adyen NV upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.56 | |||
| Information Ratio | 0.137 | |||
| Maximum Drawdown | 15.77 | |||
| Value At Risk | (2.67) | |||
| Potential Upside | 4.09 |
Adyen NV Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Adyen NV's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Adyen NV's standard deviation. In reality, there are many statistical measures that can use Adyen NV historical prices to predict the future Adyen NV's volatility.| Risk Adjusted Performance | 0.175 | |||
| Jensen Alpha | 0.4966 | |||
| Total Risk Alpha | (0) | |||
| Sortino Ratio | 0.2025 | |||
| Treynor Ratio | (5.44) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Adyen NV's 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.
Adyen NV Backtested Returns
Adyen NV appears to be not too volatile, given 3 months investment horizon. Adyen NV secures Sharpe Ratio (or Efficiency) of 0.19, which signifies that the company had a 0.19% return per unit of risk over the last 3 months. We have found thirty technical indicators for Adyen NV, which you can use to evaluate the volatility of the firm. Please makes use of Adyen NV's Mean Deviation of 1.5, risk adjusted performance of 0.175, and Downside Deviation of 1.56 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Adyen NV holds a performance score of 14. The firm shows a Beta (market volatility) of -0.0886, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Adyen NV are expected to decrease at a much lower rate. During the bear market, Adyen NV is likely to outperform the market. Please check Adyen NV's semi variance, as well as the relationship between the rate of daily change and relative strength index , to make a quick decision on whether Adyen NV's price patterns will revert.
Auto-correlation | -0.42 |
Modest reverse predictability
Adyen NV has modest reverse predictability. Overlapping area represents the amount of predictability between Adyen NV time series from 18th of November 2022 to 13th of November 2023 and 13th of November 2023 to 7th of November 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 Adyen NV price movement. The serial correlation of -0.42 indicates that just about 42.0% of current Adyen NV price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.42 | |
| Spearman Rank Test | -0.04 | |
| Residual Average | 0.0 | |
| Price Variance | 2.54 |
Adyen NV lagged returns against current returns
Autocorrelation, which is Adyen NV pink sheet'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 Adyen NV's pink sheet expected returns. We can calculate the autocorrelation of Adyen NV returns to help us make a trade decision. For example, suppose you find that Adyen NV has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Adyen NV 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 Adyen NV pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Adyen NV pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Adyen NV pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Adyen NV Lagged Returns
When evaluating Adyen NV's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Adyen NV pink sheet have on its future price. Adyen NV 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, Adyen NV autocorrelation shows the relationship between Adyen NV pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Adyen NV.
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 Adyen NV Pink Sheet Analysis
When running Adyen NV's price analysis, check to measure Adyen NV'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 Adyen NV is operating at the current time. Most of Adyen NV's value examination focuses on studying past and present price action to predict the probability of Adyen NV's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Adyen NV's price. Additionally, you may evaluate how the addition of Adyen NV to your portfolios can decrease your overall portfolio volatility.