AES Corp (UK) Market Value
| 0H6G Stock | 12.90 0.47 3.78% |
| Symbol | AES |
AES Corp '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 AES Corp'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 AES Corp.
| 06/26/2024 |
| 12/23/2024 |
If you would invest 0.00 in AES Corp on June 26, 2024 and sell it all today you would earn a total of 0.00 from holding AES Corp or generate 0.0% return on investment in AES Corp over 180 days. AES Corp is related to or competes with Uniper SE, Mulberry Group, London Security, Triad Group, SURETRACK MON, Ikigai Ventures, and Heavitree Brewery. AES Corp is entity of United Kingdom. It is traded as Stock on LSE exchange. More
AES Corp 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 AES Corp'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 AES Corp upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.25) | |||
| Maximum Drawdown | 10.21 | |||
| Value At Risk | (3.42) | |||
| Potential Upside | 2.98 |
AES Corp Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for AES Corp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as AES Corp's standard deviation. In reality, there are many statistical measures that can use AES Corp historical prices to predict the future AES Corp's volatility.| Risk Adjusted Performance | (0.18) | |||
| Jensen Alpha | (0.54) | |||
| Total Risk Alpha | (0.60) | |||
| Treynor Ratio | 13.22 |
AES Corp Backtested Returns
AES Corp secures Sharpe Ratio (or Efficiency) of -0.26, which signifies that the company had a -0.26% return per unit of risk over the last 3 months. AES Corp exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm AES Corp's risk adjusted performance of (0.18), and Mean Deviation of 1.55 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.0408, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning AES Corp are expected to decrease at a much lower rate. During the bear market, AES Corp is likely to outperform the market. At this point, AES Corp has a negative expected return of -0.57%. Please make sure to confirm AES Corp's jensen alpha, treynor ratio, value at risk, as well as the relationship between the total risk alpha and maximum drawdown , to decide if AES Corp performance from the past will be repeated in the future.
Auto-correlation | -0.04 |
Very weak reverse predictability
AES Corp has very weak reverse predictability. Overlapping area represents the amount of predictability between AES Corp time series from 26th of June 2024 to 24th of September 2024 and 24th of September 2024 to 23rd of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of AES Corp price movement. The serial correlation of -0.04 indicates that only as little as 4.0% of current AES Corp price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.04 | |
| Spearman Rank Test | -0.13 | |
| Residual Average | 0.0 | |
| Price Variance | 5.52 |
AES Corp lagged returns against current returns
Autocorrelation, which is AES Corp 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 AES Corp's stock expected returns. We can calculate the autocorrelation of AES Corp returns to help us make a trade decision. For example, suppose you find that AES Corp 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 |
AES Corp 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 AES Corp stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if AES Corp stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in AES Corp stock over time.
Current vs Lagged Prices |
| Timeline |
AES Corp Lagged Returns
When evaluating AES Corp's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of AES Corp stock have on its future price. AES Corp 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, AES Corp autocorrelation shows the relationship between AES Corp stock current value and its past values and can show if there is a momentum factor associated with investing in AES Corp.
Regressed Prices |
| Timeline |
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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 AES Stock Analysis
When running AES Corp's price analysis, check to measure AES Corp'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 AES Corp is operating at the current time. Most of AES Corp's value examination focuses on studying past and present price action to predict the probability of AES Corp's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move AES Corp's price. Additionally, you may evaluate how the addition of AES Corp to your portfolios can decrease your overall portfolio volatility.