A O (Mexico) Market Value
| AOS Stock | 1,192 0.00 0.00% |
| Symbol | AOS |
A O '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 A O'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 A O.
| 10/27/2024 |
| 12/26/2024 |
If you would invest 0.00 in A O on October 27, 2024 and sell it all today you would earn a total of 0.00 from holding A O Smith or generate 0.0% return on investment in A O over 60 days. A O is related to or competes with FibraHotel, United States, UnitedHealth Group, Ameriprise Financial, Cognizant Technology, Southwest Airlines, and Monster Beverage. More
A O 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 A O'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 A O Smith upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (12.61) | |||
| Maximum Drawdown | 0.0285 |
A O Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for A O's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as A O's standard deviation. In reality, there are many statistical measures that can use A O historical prices to predict the future A O's volatility.| Risk Adjusted Performance | (2.17) | |||
| Total Risk Alpha | (0.01) |
A O Smith Backtested Returns
At this stage we consider AOS Stock to be very steady. A O Smith secures Sharpe Ratio (or Efficiency) of 0.13, which signifies that the company had a 0.13% return per unit of risk over the last 3 months. We have found thirteen technical indicators for A O Smith, which you can use to evaluate the volatility of the entity. Please confirm A O's Coefficient Of Variation of 812.4, information ratio of (12.61), and Standard Deviation of 0.0035 to double-check if the risk estimate we provide is consistent with the expected return of 5.0E-4%. A O has a performance score of 10 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.0, which signifies not very significant fluctuations relative to the market. the returns on MARKET and A O are completely uncorrelated. A O Smith today shows a risk of 0.0036%. Please confirm A O Smith information ratio and rate of daily change , to decide if A O Smith will be following its price patterns.
Auto-correlation | 0.00 |
No correlation between past and present
A O Smith has no correlation between past and present. Overlapping area represents the amount of predictability between A O time series from 27th of October 2024 to 26th of November 2024 and 26th of November 2024 to 26th 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 A O Smith price movement. The serial correlation of 0.0 indicates that just 0.0% of current A O price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
A O Smith lagged returns against current returns
Autocorrelation, which is A O 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 A O's stock expected returns. We can calculate the autocorrelation of A O returns to help us make a trade decision. For example, suppose you find that A O 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 |
A O 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 A O stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if A O stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in A O stock over time.
Current vs Lagged Prices |
| Timeline |
A O Lagged Returns
When evaluating A O's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of A O stock have on its future price. A O 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, A O autocorrelation shows the relationship between A O stock current value and its past values and can show if there is a momentum factor associated with investing in A O Smith.
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.Additional Tools for AOS Stock Analysis
When running A O's price analysis, check to measure A O'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 A O is operating at the current time. Most of A O's value examination focuses on studying past and present price action to predict the probability of A O's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move A O's price. Additionally, you may evaluate how the addition of A O to your portfolios can decrease your overall portfolio volatility.