Ayala Corp (Philippines) Market Value
| AC Stock | 626.00 12.50 1.96% |
| Symbol | Ayala |
Ayala 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 Ayala 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 Ayala Corp.
| 11/13/2024 |
| 12/13/2024 |
If you would invest 0.00 in Ayala Corp on November 13, 2024 and sell it all today you would earn a total of 0.00 from holding Ayala Corp or generate 0.0% return on investment in Ayala Corp over 30 days. Ayala Corp is related to or competes with Crown Asia, Allhome Corp, Apex Mining, Alliance Select, Atlas Consolidated, Prime Media, and Converge Information. More
Ayala 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 Ayala 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 Ayala Corp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.02 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 10.94 | |||
| Value At Risk | (3.50) | |||
| Potential Upside | 4.1 |
Ayala Corp Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ayala Corp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ayala Corp's standard deviation. In reality, there are many statistical measures that can use Ayala Corp historical prices to predict the future Ayala Corp's volatility.| Risk Adjusted Performance | 0.0276 | |||
| Jensen Alpha | 0.0906 | |||
| Total Risk Alpha | (0.25) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | (0.13) |
Ayala Corp Backtested Returns
At this point, Ayala Corp is very steady. Ayala Corp secures Sharpe Ratio (or Efficiency) of 0.0011, which signifies that the company had a 0.0011% return per unit of standard deviation over the last 3 months. We have found twenty-nine technical indicators for Ayala Corp, which you can use to evaluate the volatility of the firm. Please confirm Ayala Corp's mean deviation of 1.53, and Risk Adjusted Performance of 0.0276 to double-check if the risk estimate we provide is consistent with the expected return of 0.0024%. The firm shows a Beta (market volatility) of -0.39, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Ayala Corp are expected to decrease at a much lower rate. During the bear market, Ayala Corp is likely to outperform the market. Ayala Corp right now shows a risk of 2.15%. Please confirm Ayala Corp coefficient of variation, semi variance, price action indicator, as well as the relationship between the treynor ratio and daily balance of power , to decide if Ayala Corp will be following its price patterns.
Auto-correlation | 0.46 |
Average predictability
Ayala Corp has average predictability. Overlapping area represents the amount of predictability between Ayala Corp time series from 13th of November 2024 to 28th of November 2024 and 28th of November 2024 to 13th 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 Ayala Corp price movement. The serial correlation of 0.46 indicates that about 46.0% of current Ayala Corp price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.46 | |
| Spearman Rank Test | -0.21 | |
| Residual Average | 0.0 | |
| Price Variance | 197.22 |
Ayala Corp lagged returns against current returns
Autocorrelation, which is Ayala 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 Ayala Corp's stock expected returns. We can calculate the autocorrelation of Ayala Corp returns to help us make a trade decision. For example, suppose you find that Ayala 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 |
Ayala 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 Ayala Corp stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ayala Corp stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ayala Corp stock over time.
Current vs Lagged Prices |
| Timeline |
Ayala Corp Lagged Returns
When evaluating Ayala Corp's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ayala Corp stock have on its future price. Ayala 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, Ayala Corp autocorrelation shows the relationship between Ayala Corp stock current value and its past values and can show if there is a momentum factor associated with investing in Ayala Corp.
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.Other Information on Investing in Ayala Stock
Ayala Corp financial ratios help investors to determine whether Ayala Stock 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 Ayala with respect to the benefits of owning Ayala Corp security.