Atos Origin Sa Stock Market Value
| AEXAY Stock | USD 8.80 0.80 10.00% |
| Symbol | Atos |
Atos Origin '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 Atos Origin'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 Atos Origin.
| 05/17/2025 |
| 08/15/2025 |
If you would invest 0.00 in Atos Origin on May 17, 2025 and sell it all today you would earn a total of 0.00 from holding Atos Origin SA or generate 0.0% return on investment in Atos Origin over 90 days. Atos Origin is related to or competes with Appen, Aurora Innovation, Atos SE, and Appen. Atos SE provides digital transformation solutions and services worldwide More
Atos Origin 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 Atos Origin'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 Atos Origin SA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1336 | |||
| Maximum Drawdown | 158.21 | |||
| Value At Risk | (6.92) | |||
| Potential Upside | 34.37 |
Atos Origin Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Atos Origin's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Atos Origin's standard deviation. In reality, there are many statistical measures that can use Atos Origin historical prices to predict the future Atos Origin's volatility.| Risk Adjusted Performance | 0.109 | |||
| Jensen Alpha | 2.61 | |||
| Total Risk Alpha | 0.522 | |||
| Treynor Ratio | 8.14 |
Atos Origin SA Backtested Returns
Atos Origin is dangerous given 3 months investment horizon. Atos Origin SA secures Sharpe Ratio (or Efficiency) of 0.14, which signifies that the company had a 0.14 % return per unit of risk over the last 3 months. We were able to analyze twenty-two different technical indicators, which can help you to evaluate if expected returns of 2.65% are justified by taking the suggested risk. Use Atos Origin Mean Deviation of 8.75, standard deviation of 19.17, and Risk Adjusted Performance of 0.109 to evaluate company specific risk that cannot be diversified away. Atos Origin holds a performance score of 10 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of 0.32, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Atos Origin's returns are expected to increase less than the market. However, during the bear market, the loss of holding Atos Origin is expected to be smaller as well. Use Atos Origin information ratio, skewness, as well as the relationship between the Skewness and price action indicator , to analyze future returns on Atos Origin.
Auto-correlation | -0.23 |
Weak reverse predictability
Atos Origin SA has weak reverse predictability. Overlapping area represents the amount of predictability between Atos Origin time series from 17th of May 2025 to 1st of July 2025 and 1st of July 2025 to 15th of August 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 Atos Origin SA price movement. The serial correlation of -0.23 indicates that over 23.0% of current Atos Origin price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.23 | |
| Spearman Rank Test | -0.07 | |
| Residual Average | 0.0 | |
| Price Variance | 2.58 |
Atos Origin SA lagged returns against current returns
Autocorrelation, which is Atos Origin 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 Atos Origin's pink sheet expected returns. We can calculate the autocorrelation of Atos Origin returns to help us make a trade decision. For example, suppose you find that Atos Origin 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 |
Atos Origin 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 Atos Origin pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Atos Origin pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Atos Origin pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Atos Origin Lagged Returns
When evaluating Atos Origin's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Atos Origin pink sheet have on its future price. Atos Origin 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, Atos Origin autocorrelation shows the relationship between Atos Origin pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Atos Origin SA.
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 Atos Pink Sheet Analysis
When running Atos Origin's price analysis, check to measure Atos Origin'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 Atos Origin is operating at the current time. Most of Atos Origin's value examination focuses on studying past and present price action to predict the probability of Atos Origin's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Atos Origin's price. Additionally, you may evaluate how the addition of Atos Origin to your portfolios can decrease your overall portfolio volatility.