American International (Mexico) Market Value
| AIG Stock | MXN 1,514 0.00 0.00% |
| Symbol | American |
American International '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 American International'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 American International.
| 01/03/2023 |
| 12/23/2024 |
If you would invest 0.00 in American International on January 3, 2023 and sell it all today you would earn a total of 0.00 from holding American International Group or generate 0.0% return on investment in American International over 720 days. American International is related to or competes with Delta Air, Monster Beverage, McEwen Mining, Taiwan Semiconductor, Hoteles City, and Verizon Communications. American International Group, Inc. provides insurance products for commercial, institutional, and individual customers i... More
American International 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 American International'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 American International Group upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0573 | |||
| Maximum Drawdown | 10.77 |
American International Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for American International's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as American International's standard deviation. In reality, there are many statistical measures that can use American International historical prices to predict the future American International's volatility.| Risk Adjusted Performance | 0.0721 | |||
| Jensen Alpha | 0.0793 | |||
| Total Risk Alpha | 0.053 | |||
| Treynor Ratio | 0.5836 |
American International Backtested Returns
At this stage we consider American Stock to be very steady. American International secures Sharpe Ratio (or Efficiency) of 0.0828, which signifies that the company had a 0.0828% return per unit of standard deviation over the last 3 months. We have found sixteen technical indicators for American International Group, which you can use to evaluate the volatility of the firm. Please confirm American International's risk adjusted performance of 0.0721, and Mean Deviation of 0.2669 to double-check if the risk estimate we provide is consistent with the expected return of 0.0898%. American International has a performance score of 6 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.14, which signifies not very significant fluctuations relative to the market. As returns on the market increase, American International's returns are expected to increase less than the market. However, during the bear market, the loss of holding American International is expected to be smaller as well. American International right now shows a risk of 1.08%. Please confirm American International treynor ratio, rate of daily change, and the relationship between the variance and skewness , to decide if American International will be following its price patterns.
Auto-correlation | 0.18 |
Very weak predictability
American International Group has very weak predictability. Overlapping area represents the amount of predictability between American International time series from 3rd of January 2023 to 29th of December 2023 and 29th of December 2023 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 American International price movement. The serial correlation of 0.18 indicates that over 18.0% of current American International price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.18 | |
| Spearman Rank Test | 0.27 | |
| Residual Average | 0.0 | |
| Price Variance | 12.1 K |
American International lagged returns against current returns
Autocorrelation, which is American International 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 American International's stock expected returns. We can calculate the autocorrelation of American International returns to help us make a trade decision. For example, suppose you find that American International 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 |
American International 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 American International stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if American International stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in American International stock over time.
Current vs Lagged Prices |
| Timeline |
American International Lagged Returns
When evaluating American International's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of American International stock have on its future price. American International 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, American International autocorrelation shows the relationship between American International stock current value and its past values and can show if there is a momentum factor associated with investing in American International Group.
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 American Stock Analysis
When running American International's price analysis, check to measure American International'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 American International is operating at the current time. Most of American International's value examination focuses on studying past and present price action to predict the probability of American International's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move American International's price. Additionally, you may evaluate how the addition of American International to your portfolios can decrease your overall portfolio volatility.