Atlas Copco Adr Stock Market Value
| ATLCY Stock | USD 14.20 0.06 0.42% |
| Symbol | Atlas |
Atlas Copco '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 Atlas Copco'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 Atlas Copco.
| 04/28/2025 |
| 07/27/2025 |
If you would invest 0.00 in Atlas Copco on April 28, 2025 and sell it all today you would earn a total of 0.00 from holding Atlas Copco ADR or generate 0.0% return on investment in Atlas Copco over 90 days. Atlas Copco is related to or competes with Atlas Copco, Amaero International, Atlas Copco, Alfa Laval, Recruit Holdings, and Merck KGaA. Atlas Copco AB, together with its subsidiaries, provides productivity solutions More
Atlas Copco 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 Atlas Copco'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 Atlas Copco ADR upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.88 | |||
| Information Ratio | (0.1) | |||
| Maximum Drawdown | 12.88 | |||
| Value At Risk | (2.50) | |||
| Potential Upside | 2.95 |
Atlas Copco Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Atlas Copco's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Atlas Copco's standard deviation. In reality, there are many statistical measures that can use Atlas Copco historical prices to predict the future Atlas Copco's volatility.| Risk Adjusted Performance | 0.0163 | |||
| Jensen Alpha | 0.0141 | |||
| Total Risk Alpha | (0.47) | |||
| Sortino Ratio | (0.1) | |||
| Treynor Ratio | 2.44 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Atlas Copco'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.
Atlas Copco ADR Backtested Returns
At this stage we consider Atlas Pink Sheet to be not too volatile. Atlas Copco ADR secures Sharpe Ratio (or Efficiency) of 0.0135, which signifies that the company had a 0.0135 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Atlas Copco ADR, which you can use to evaluate the volatility of the firm. Please confirm Atlas Copco's Downside Deviation of 1.88, mean deviation of 1.36, and Risk Adjusted Performance of 0.0163 to double-check if the risk estimate we provide is consistent with the expected return of 0.0254%. Atlas Copco has a performance score of 1 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.0063, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Atlas Copco's returns are expected to increase less than the market. However, during the bear market, the loss of holding Atlas Copco is expected to be smaller as well. Atlas Copco ADR right now shows a risk of 1.88%. Please confirm Atlas Copco ADR treynor ratio, as well as the relationship between the expected short fall and day median price , to decide if Atlas Copco ADR will be following its price patterns.
Auto-correlation | 0.50 |
Modest predictability
Atlas Copco ADR has modest predictability. Overlapping area represents the amount of predictability between Atlas Copco time series from 28th of April 2025 to 12th of June 2025 and 12th of June 2025 to 27th of July 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 Atlas Copco ADR price movement. The serial correlation of 0.5 indicates that about 50.0% of current Atlas Copco price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.5 | |
| Spearman Rank Test | 0.33 | |
| Residual Average | 0.0 | |
| Price Variance | 0.09 |
Atlas Copco ADR lagged returns against current returns
Autocorrelation, which is Atlas Copco 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 Atlas Copco's pink sheet expected returns. We can calculate the autocorrelation of Atlas Copco returns to help us make a trade decision. For example, suppose you find that Atlas Copco 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 |
Atlas Copco 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 Atlas Copco pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Atlas Copco pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Atlas Copco pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Atlas Copco Lagged Returns
When evaluating Atlas Copco's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Atlas Copco pink sheet have on its future price. Atlas Copco 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, Atlas Copco autocorrelation shows the relationship between Atlas Copco pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Atlas Copco ADR.
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.Additional Tools for Atlas Pink Sheet Analysis
When running Atlas Copco's price analysis, check to measure Atlas Copco'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 Atlas Copco is operating at the current time. Most of Atlas Copco's value examination focuses on studying past and present price action to predict the probability of Atlas Copco's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Atlas Copco's price. Additionally, you may evaluate how the addition of Atlas Copco to your portfolios can decrease your overall portfolio volatility.