APPLIED IND (Germany) Market Value
| AT4 Stock | EUR 226.00 2.00 0.88% |
| Symbol | APPLIED |
APPLIED IND '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 APPLIED IND'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 APPLIED IND.
| 06/02/2025 |
| 08/31/2025 |
If you would invest 0.00 in APPLIED IND on June 2, 2025 and sell it all today you would earn a total of 0.00 from holding APPLIED IND TECH or generate 0.0% return on investment in APPLIED IND over 90 days. APPLIED IND is related to or competes with NetSol Technologies, DeVry Education, FORTRESS BIOTECHPRFA, DEVRY EDUCATION, Firan Technology, Minerals Technologies, and Grand Canyon. More
APPLIED IND 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 APPLIED IND'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 APPLIED IND TECH upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.35 | |||
| Information Ratio | 0.0546 | |||
| Maximum Drawdown | 11.51 | |||
| Value At Risk | (2.56) | |||
| Potential Upside | 2.86 |
APPLIED IND Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for APPLIED IND's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as APPLIED IND's standard deviation. In reality, there are many statistical measures that can use APPLIED IND historical prices to predict the future APPLIED IND's volatility.| Risk Adjusted Performance | 0.0874 | |||
| Jensen Alpha | 0.2035 | |||
| Total Risk Alpha | (0.09) | |||
| Sortino Ratio | 0.0416 | |||
| Treynor Ratio | 4.19 |
APPLIED IND TECH Backtested Returns
APPLIED IND appears to be very steady, given 3 months investment horizon. APPLIED IND TECH secures Sharpe Ratio (or Efficiency) of 0.13, which signifies that the company had a 0.13 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for APPLIED IND TECH, which you can use to evaluate the volatility of the firm. Please makes use of APPLIED IND's mean deviation of 1.25, and Risk Adjusted Performance of 0.0874 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, APPLIED IND holds a performance score of 10. The firm shows a Beta (market volatility) of 0.0499, which signifies not very significant fluctuations relative to the market. As returns on the market increase, APPLIED IND's returns are expected to increase less than the market. However, during the bear market, the loss of holding APPLIED IND is expected to be smaller as well. Please check APPLIED IND's total risk alpha, treynor ratio, and the relationship between the jensen alpha and sortino ratio , to make a quick decision on whether APPLIED IND's price patterns will revert.
Auto-correlation | -0.22 |
Weak reverse predictability
APPLIED IND TECH has weak reverse predictability. Overlapping area represents the amount of predictability between APPLIED IND time series from 2nd of June 2025 to 17th of July 2025 and 17th of July 2025 to 31st 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 APPLIED IND TECH price movement. The serial correlation of -0.22 indicates that over 22.0% of current APPLIED IND price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.22 | |
| Spearman Rank Test | -0.07 | |
| Residual Average | 0.0 | |
| Price Variance | 23.61 |
APPLIED IND TECH lagged returns against current returns
Autocorrelation, which is APPLIED IND 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 APPLIED IND's stock expected returns. We can calculate the autocorrelation of APPLIED IND returns to help us make a trade decision. For example, suppose you find that APPLIED IND 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 |
APPLIED IND 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 APPLIED IND stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if APPLIED IND stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in APPLIED IND stock over time.
Current vs Lagged Prices |
| Timeline |
APPLIED IND Lagged Returns
When evaluating APPLIED IND's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of APPLIED IND stock have on its future price. APPLIED IND 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, APPLIED IND autocorrelation shows the relationship between APPLIED IND stock current value and its past values and can show if there is a momentum factor associated with investing in APPLIED IND TECH.
Regressed Prices |
| Timeline |
Also Currently Popular
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.Other Information on Investing in APPLIED Stock
APPLIED IND financial ratios help investors to determine whether APPLIED 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 APPLIED with respect to the benefits of owning APPLIED IND security.