Ayala Land (Philippines) Performance
| ALI Stock | 26.25 1.45 5.85% |
The firm shows a Beta (market volatility) of -0.0184, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Ayala Land are expected to decrease at a much lower rate. During the bear market, Ayala Land is likely to outperform the market. At this point, Ayala Land has a negative expected return of -0.55%. Please make sure to confirm Ayala Land's value at risk, rate of daily change, and the relationship between the total risk alpha and kurtosis , to decide if Ayala Land performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
0 of 100
Weak | Strong |
Very Weak
Over the last 90 days Ayala Land has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of unsteady performance in the last few months, the Stock's technical and fundamental indicators remain rather sound which may send shares a bit higher in January 2025. The latest tumult may also be a sign of longer-term up-swing for the firm shareholders. ...more
| Price Earnings Ratio | 18.5415 | |
| Total Cashflows From Investing Activities | -26.2 B |
Ayala |
Ayala Land Relative Risk vs. Return Landscape
If you would invest 3,771 in Ayala Land on September 26, 2024 and sell it today you would lose (1,146) from holding Ayala Land or give up 30.39% of portfolio value over 90 days. Ayala Land is generating negative expected returns and assumes 2.1809% volatility on return distribution over the 90 days horizon. Simply put, 19% of stocks are less volatile than Ayala, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Ayala Land Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ayala Land's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Ayala Land, and traders can use it to determine the average amount a Ayala Land's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = -0.2522
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | ALI |
Estimated Market Risk
| 2.18 actual daily | 19 81% of assets are more volatile |
Expected Return
| -0.55 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.25 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Ayala Land is not performing at its full potential. However, if added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Ayala Land by adding Ayala Land to a well-diversified portfolio.
Ayala Land Fundamentals Growth
Ayala Stock prices reflect investors' perceptions of the future prospects and financial health of Ayala Land, and Ayala Land fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Ayala Stock performance.
| Revenue | 102.95 B | |||
| Cash And Equivalents | 2.16 B | |||
| Total Debt | 197.38 B | |||
| Cash Flow From Operations | 7.93 B | |||
| Earnings Per Share | 1.52 X | |||
| Total Asset | 745.46 B | |||
About Ayala Land Performance
By analyzing Ayala Land's fundamental ratios, stakeholders can gain valuable insights into Ayala Land's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Ayala Land has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if Ayala Land has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Things to note about Ayala Land performance evaluation
Checking the ongoing alerts about Ayala Land for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Ayala Land help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Ayala Land generated a negative expected return over the last 90 days |
- Analyzing Ayala Land's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether Ayala Land's stock is overvalued or undervalued compared to its peers.
- Examining Ayala Land's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating Ayala Land's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Ayala Land's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Ayala Land's stock. These opinions can provide insight into Ayala Land's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Ayala Stock analysis
When running Ayala Land's price analysis, check to measure Ayala Land'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 Ayala Land is operating at the current time. Most of Ayala Land's value examination focuses on studying past and present price action to predict the probability of Ayala Land's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Ayala Land's price. Additionally, you may evaluate how the addition of Ayala Land to your portfolios can decrease your overall portfolio volatility.
| Stocks Directory Find actively traded stocks across global markets | |
| Transaction History View history of all your transactions and understand their impact on performance | |
| Sectors List of equity sectors categorizing publicly traded companies based on their primary business activities | |
| Portfolio Anywhere Track or share privately all of your investments from the convenience of any device | |
| Instant Ratings Determine any equity ratings based on digital recommendations. Macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance | |
| Alpha Finder Use alpha and beta coefficients to find investment opportunities after accounting for the risk | |
| Funds Screener Find actively-traded funds from around the world traded on over 30 global exchanges | |
| Portfolio Analyzer Portfolio analysis module that provides access to portfolio diagnostics and optimization engine | |
| Pattern Recognition Use different Pattern Recognition models to time the market across multiple global exchanges |