Aritzia Stock Market Value
| ATZAF Stock | USD 54.55 0.76 1.41% |
| Symbol | Aritzia |
Aritzia '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 Aritzia'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 Aritzia.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in Aritzia on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding Aritzia or generate 0.0% return on investment in Aritzia over 90 days. Aritzia is related to or competes with Boot Barn, Zumiez, Fast Retailing, Aritzia, Spin Master, Dollarama, and Kinaxis. Aritzia Inc., together with its subsidiaries, designs and sells apparels and accessories for women in North America More
Aritzia 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 Aritzia'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 Aritzia upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.52 | |||
| Information Ratio | 0.2789 | |||
| Maximum Drawdown | 18.43 | |||
| Value At Risk | (2.41) | |||
| Potential Upside | 4.11 |
Aritzia Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Aritzia's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Aritzia's standard deviation. In reality, there are many statistical measures that can use Aritzia historical prices to predict the future Aritzia's volatility.| Risk Adjusted Performance | 0.3148 | |||
| Jensen Alpha | 0.7125 | |||
| Total Risk Alpha | 0.5136 | |||
| Sortino Ratio | 0.5073 | |||
| Treynor Ratio | 0.6283 |
Aritzia Backtested Returns
Aritzia appears to be very steady, given 3 months investment horizon. Aritzia secures Sharpe Ratio (or Efficiency) of 0.32, which signifies that the company had a 0.32 % return per unit of risk over the last 3 months. By analyzing Aritzia's technical indicators, you can evaluate if the expected return of 0.91% is justified by implied risk. Please makes use of Aritzia's Risk Adjusted Performance of 0.3148, downside deviation of 1.52, and Mean Deviation of 1.73 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Aritzia holds a performance score of 25. The firm shows a Beta (market volatility) of 1.43, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Aritzia will likely underperform. Please check Aritzia's value at risk, kurtosis, and the relationship between the sortino ratio and semi variance , to make a quick decision on whether Aritzia's price patterns will revert.
Auto-correlation | 0.76 |
Good predictability
Aritzia has good predictability. Overlapping area represents the amount of predictability between Aritzia time series from 22nd of April 2025 to 6th of June 2025 and 6th of June 2025 to 21st 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 Aritzia price movement. The serial correlation of 0.76 indicates that around 76.0% of current Aritzia price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.76 | |
| Spearman Rank Test | 0.71 | |
| Residual Average | 0.0 | |
| Price Variance | 4.73 |
Aritzia lagged returns against current returns
Autocorrelation, which is Aritzia 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 Aritzia's pink sheet expected returns. We can calculate the autocorrelation of Aritzia returns to help us make a trade decision. For example, suppose you find that Aritzia 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 |
Aritzia 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 Aritzia pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Aritzia pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Aritzia pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Aritzia Lagged Returns
When evaluating Aritzia's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Aritzia pink sheet have on its future price. Aritzia 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, Aritzia autocorrelation shows the relationship between Aritzia pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Aritzia.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Aritzia Pink Sheet
Aritzia financial ratios help investors to determine whether Aritzia Pink Sheet 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 Aritzia with respect to the benefits of owning Aritzia security.