Add Value (Netherlands) Market Value
| AVFNV Fund | EUR 100.83 2.27 2.20% |
| Symbol | Add |
Add Value '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 Add Value's fund 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 Add Value.
| 04/30/2025 |
| 07/29/2025 |
If you would invest 0.00 in Add Value on April 30, 2025 and sell it all today you would earn a total of 0.00 from holding Add Value Fund or generate 0.0% return on investment in Add Value over 90 days. Add Value is related to or competes with Cardano Impact, Hydratec Industries, IShares Property, IShares VII, Aalberts Industries, and IShares Asia. ADD VALUE is traded on Amsterdam Stock Exchange in Netherlands. More
Add Value 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 Add Value's fund 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 Add Value Fund upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.14 | |||
| Information Ratio | 0.0088 | |||
| Maximum Drawdown | 6.69 | |||
| Value At Risk | (2.10) | |||
| Potential Upside | 1.84 |
Add Value Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Add Value's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Add Value's standard deviation. In reality, there are many statistical measures that can use Add Value historical prices to predict the future Add Value's volatility.| Risk Adjusted Performance | 0.1351 | |||
| Jensen Alpha | 0.1754 | |||
| Total Risk Alpha | (0.09) | |||
| Sortino Ratio | 0.009 | |||
| Treynor Ratio | 2.17 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Add Value'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.
Add Value Fund Backtested Returns
At this point, Add Value is very steady. Add Value Fund secures Sharpe Ratio (or Efficiency) of 0.14, which signifies that the fund had a 0.14 % return per unit of standard deviation over the last 3 months. We have found twenty-seven technical indicators for Add Value Fund, which you can use to evaluate the volatility of the entity. Please confirm Add Value's mean deviation of 0.883, and Risk Adjusted Performance of 0.1351 to double-check if the risk estimate we provide is consistent with the expected return of 0.17%. The fund shows a Beta (market volatility) of 0.0882, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Add Value's returns are expected to increase less than the market. However, during the bear market, the loss of holding Add Value is expected to be smaller as well.
Auto-correlation | 0.18 |
Very weak predictability
Add Value Fund has very weak predictability. Overlapping area represents the amount of predictability between Add Value time series from 30th of April 2025 to 14th of June 2025 and 14th of June 2025 to 29th 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 Add Value Fund price movement. The serial correlation of 0.18 indicates that over 18.0% of current Add Value price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.18 | |
| Spearman Rank Test | 0.19 | |
| Residual Average | 0.0 | |
| Price Variance | 2.47 |
Add Value Fund lagged returns against current returns
Autocorrelation, which is Add Value fund'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 Add Value's fund expected returns. We can calculate the autocorrelation of Add Value returns to help us make a trade decision. For example, suppose you find that Add Value has exhibited high autocorrelation historically, and you observe that the fund 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 |
Add Value 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 Add Value fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Add Value fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Add Value fund over time.
Current vs Lagged Prices |
| Timeline |
Add Value Lagged Returns
When evaluating Add Value's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Add Value fund have on its future price. Add Value 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, Add Value autocorrelation shows the relationship between Add Value fund current value and its past values and can show if there is a momentum factor associated with investing in Add Value Fund.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Other Information on Investing in Add Fund
Add Value financial ratios help investors to determine whether Add Fund 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 Add with respect to the benefits of owning Add Value security.
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